# EDGAR Filing Document

**Accession Number:** 0000823535
**File Stem:** 0000035402-26-003448
**Filing Date:** 2026-5
**Character Count:** 2166101
**Document Hash:** 5c1e568ffd3afc2cf3cfe209fbd513eb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000035402-26-003448.hdr.sgml**: 20260526

**ACCESSION NUMBER**: 0000035402-26-003448

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260526

**DATE AS OF CHANGE**: 20260526

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Variable Insurance Products Fund V
- **CENTRAL INDEX KEY:** 0000823535

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05361
- **FILM NUMBER:** 261017585

**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 BOSTON STREET TRUST
- **DATE OF NAME CHANGE:** 19951101

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SPARTAN U S TREASURY MONEY MARKET FUND
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FIDELITY U S TREASURY MONEY MARKET FUND L P
- **DATE OF NAME CHANGE:** 19900828

## Series and Classes Contracts Data

### Bond Index Portfolio (Series ID: S000061711)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000199915 | Initial Class   |  |
| C000199916 | Service Class 2 |  |
| C000211325 | Service Class   |  |

## Nport-Ex

**Quarterly Holdings Report**

**for**

**Fidelity® Variable Insurance Products:**

**VIP Bond Index Portfolio**

**March 31, 2026**

VUSB-NPRT1-0526

1.9887313.107 ---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** | &nbsp;&nbsp;**Asset-Backed Securities - 0.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.5%  |  |  |
| Ally Auto Receivables Trust Series 2025-1 Class A3, 3.96% 3/15/2030  | 100000 | 99893 |
| American Express Credit Account Master Trust Series 2023-4 Class A, 5.15% 9/16/2030  | 100000 | 102482 |
| BMW Vehicle Lease Trust Series 2025-2 Class A3, 3.97% 9/25/2028  | 130000 | 129825 |
| BMW Vehicle Owner Trust Series 2025-A Class A3, 4.56% 9/25/2029  | 60000 | 60322 |
| Capital One Multi-Asset Execution Trust Series 2019-A3 Class A3, 2.06% 8/15/2028  | 116000 | 115154 |
| Capital One Multi-Asset Execution Trust Series 2021-A2 Class A2, 1.39% 7/15/2030  | 150000 | 141008 |
| Capital One Prime Auto Receivables Trust Series 2023-1 Class A3, 4.87% 2/15/2028  | 16475 | 16515 |
| Capital One Prime Auto Receivables Trust Series 2025-1 Class A3, 3.85% 7/15/2030  | 230000 | 228814 |
| CarMax Auto Owner Trust Series 2023-2 Class A3, 5.05% 1/18/2028  | 72764 | 72947 |
| CarMax Auto Owner Trust Series 2024-4 Class A3, 4.6% 10/15/2029  | 200000 | 201052 |
| CarMax Auto Owner Trust Series 2025-1 Class A3, 4.84% 1/15/2030  | 85000 | 85583 |
| Carmax Auto Owner Trust Series 2025-4 Class A3, 3.97% 12/16/2030  | 230000 | 228491 |
| Carmax Select Receivables Trust Series 2026-A Class A3, 3.99% 5/17/2032  | 35000 | 34742 |
| Carvana Auto Receivables Trust Series 2025-P3 Class A3, 4.04% 11/11/2030  | 105000 | 104677 |
| Chase Issuance Trust Series 2023-A2 Class A, 5.08% 9/15/2030  | 400000 | 408814 |
| Citibank Credit Card Issuance Trust Series 2007-A3 Class A3, 6.15% 6/15/2039  | 100000 | 109856 |
| Citibank Credit Card Issuance Trust Series 2018-A7 Class A7, 3.96% 10/13/2030  | 250000 | 248582 |
| Eart Series 2025-5A Class A3, 4.24% 11/15/2029  | 140000 | 140045 |
| Ford Credit Auto Lease Trust Series 2026-A Class A3, 4% 7/15/2029  | 95000 | 94721 |
| Ford Credit Auto Owner Trust Series 2023-A Class A3, 4.65% 2/15/2028  | 40581 | 40647 |
| Ford Credit Auto Owner Trust Series 2024-D Class A3, 4.61% 8/15/2029  | 250000 | 251539 |
| Ford Credit Floorplan Master Owner Trust A Series 2025-2 Class A1, 4.06% 9/15/2030  | 140000 | 139616 |
| Ford Credit Floorplan Master Owner Trust Series 2018-4 Class A, 4.06% 11/15/2030  | 258000 | 256120 |
| GM Financial Automobile Leasing Trust Series 2025-1 Class A3, 4.66% 2/21/2028  | 60000 | 60248 |
| GM Financial Consumer Automobile Receivables Trust Series 2023-2 Class A3, 4.47% 2/16/2028  | 59751 | 59801 |
| Gm Financial Consumer Automobile Receivables Trust Series 2025-4 Class A3, 3.84% 2/18/2031  | 140000 | 139160 |
| GMCAR Series 2026-1 Class A3, 3.84% 5/16/2031  | 250000 | 248189 |
| Harot Series 2025-4 Class A3, 3.98% 6/17/2030  | 230000 | 228801 |
| Honda Auto Receivables Owner Trust Series 2025-1 Class A3, 4.57% 9/21/2029  | 180000 | 181192 |
| Honda Auto Receivables Owner Trust Series 2026-1 Class A3, 3.78% 9/23/2030  | 140000 | 138833 |
| Hyundai Auto Receivables Trust Series 2022-C Class A3, 5.39% 6/15/2027  | 5290 | 5292 |
| Hyundai Auto Receivables Trust Series 2023-A Class A3, 4.58% 4/15/2027  | 5038 | 5038 |
| Hyundai Auto Receivables Trust Series 2025-D Class A3, 3.99% 9/16/2030  | 270000 | 269323 |
| Hyundai Auto Receivables Trust Series 2026-A Class A3, 3.79% 2/18/2031  | 170000 | 168555 |
| John Deere Owner Trust Series 2026-A Class A3, 3.87% 8/15/2030  | 100000 | 99401 |
| MBART Series 2025-1 Class A3, 4.78% 12/17/2029  | 55000 | 55429 |
| Mercedes-Benz Auto Lease Trust Series 2025-B Class A3, 3.88% 4/16/2029  | 225000 | 223780 |
| Mercedes-Benz Auto Lease Trust Series 2026-A Class A3, 3.93% 1/15/2030  | 270000 | 268445 |
| Nissan Auto Lease Trust Series 2025-A Class A3, 4.75% 3/15/2028  | 35000 | 35237 |
| Santander Drive Auto Receivables Trust Series 2025-4 Class A3, 4.17% 4/15/2030  | 160000 | 160028 |
| Toyota Auto Receivables Owner Trust Series 2025-A Class A3, 4.64% 8/15/2029  | 170000 | 171101 |
| Toyota Auto Receivables Owner Trust Series 2025-D Class A3, 3.84% 6/17/2030  | 230000 | 228329 |
| Toyota Auto Receivables Owner Trust Series 2026-A Class A3, 3.86% 9/16/2030  | 170000 | 168867 |
| World Omni Auto Receivables Trust Series 2025-A Class A3, 4.73% 3/15/2030  | 55000 | 55385 |
| World Omni Auto Receivables Trust Series 2025-D Class A3, 3.95% 3/17/2031  | 90000 | 89493 |
| World Omni Auto Receivables Trust Series 2026-A Class A3, 3.86% 5/15/2031  | 230000 | 228037 |
| TOTAL UNITED STATES |  | 6599409 |
| <br> **TOTAL ASSET-BACKED SECURITIES**<br> (Cost $6,627,995) |  | <br> **6599409** |

---

---

| | | |
|:---|:---|:---|
| &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  | 250000 | 263726 |
| Capital One NA 2.7% 2/6/2030  | 500000 | 466528 |
| Truist Bank 3.3% 5/15/2026  | 200000 | 199689 |
| Truist Bank 4.136% 10/23/2029 (c) | 300000 | 297144 |
| TOTAL UNITED STATES |  | 1227087 |
| <br> **TOTAL BANK NOTES**<br> (Cost $1,264,085) |  | <br> **1227087** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Commercial Mortgage Securities - 1.5%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.5%** | &nbsp;&nbsp;**Commercial Mortgage Securities - 1.5%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 1.5%  |  |  |
| BANK Series 2017-BNK4 Class ASB, 3.419% 5/15/2050  | 23904 | 23818 |
| BANK Series 2020-BN28 Class A4, 1.844% 3/15/2063  | 360000 | 319797 |
| BANK Series 2022-BNK39 Class A4, 2.928% 2/15/2055  | 100000 | 90362 |
| BANK Series 2025-BNK51 Class A5, 5.29% 12/25/2067  | 480000 | 487540 |
| BANK5 Series 2025-5YR18 Class A3, 5.145% 12/15/2058  | 190000 | 193133 |
| BANK5 Series 2025-5YR19 Class A3, 5.27% 12/15/2058  | 159000 | 162398 |
| BANK5 Series 2026-5YR20 Class A2, 4.619% 2/15/2059  | 280000 | 278679 |
| BBCMS Mortgage Trust Series 2021-C12 Class A5, 2.689% 11/15/2054  | 220000 | 195415 |
| BBCMS Mortgage Trust Series 2024-C26 Class A5, 5.829% 5/15/2057  | 281000 | 295323 |
| BBCMS Mortgage Trust Series 2025-C39 Class A5, 5.2969% 12/15/2058  | 280000 | 284178 |
| Benchmark Mortgage Trust Series 2019-B12 Class A5, 3.1156% 8/15/2052  | 36000 | 34314 |
| Benchmark Mortgage Trust Series 2019-B9 Class A5, 4.0156% 3/15/2052  | 130000 | 127132 |
| Benchmark Mortgage Trust Series 2020-B19 Class A5, 1.85% 9/15/2053  | 410000 | 364619 |
| Benchmark Mortgage Trust Series 2021-B24 Class A5, 2.5843% 3/15/2054  | 500000 | 448250 |
| Benchmark Mortgage Trust Series 2026-V20 Class A2, 4.697% 2/15/2059  | 300000 | 299573 |
| BMO Mortgage Trust Series 2022-C1 Class A5, 3.374% 2/15/2055  | 100000 | 92345 |
| BMO Mortgage Trust Series 2023-C6 Class A5, 5.9562% 9/15/2056  | 50000 | 52442 |
| BMO Mortgage Trust Series 2024-C9 Class A5, 5.7592% 7/15/2057  | 979000 | 1024000 |
| BMO Mortgage Trust Series 2025-5C13 Class A3, 5.227% 12/15/2058  | 210000 | 213657 |
| BMO Mortgage Trust Series 2026-C14 Class A5, 5.3172% 2/15/2059  | 300000 | 303905 |
| Citigroup Commercial Mortgage Trust Series 2016-C1 Class A4, 3.209% 5/10/2049  | 85425 | 85301 |
| Citigroup Commercial Mortgage Trust Series 2018-B2 Class A4, 4.009% 3/10/2051  | 1000000 | 989658 |
| Computershare Corporate Trust Series 2018-C48 Class A5, 4.302% 1/15/2052  | 123000 | 122330 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A4, 2.7628% 9/15/2052  | 200000 | 189421 |
| CSAIL Commercial Mortgage Trust Series 2019-C17 Class A5, 3.0161% 9/15/2052  | 200000 | 189202 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2016-K057 Class A2, 2.57% 7/25/2026  | 129090 | 128483 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2017-K068 Class A2, 3.244% 8/25/2027  | 130000 | 128528 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K079 Class A2, 3.926% 6/25/2028  | 20000 | 19897 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2018-K080 Class A2, 3.926% 7/25/2028  | 80000 | 79579 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-1510 Class A2, 3.718% 1/25/2031  | 124000 | 120978 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2019-K094 Class A2, 2.903% 6/25/2029  | 300000 | 289083 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K104 Class A2, 2.253% 1/25/2030  | 680000 | 636282 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K116 Class A2, 1.378% 7/25/2030  | 770000 | 686245 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K117 Class A2, 1.406% 8/25/2030  | 590000 | 525162 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K118 Class A2, 1.493% 9/25/2030  | 590000 | 526317 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2020-K121 Class A2, 1.547% 10/25/2030  | 890000 | 792477 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K123 Class A2, 1.621% 12/25/2030  | 700000 | 624046 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K125 Class A2, 1.846% 1/25/2031  | 100000 | 89808 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K126 Class A2, 2.074% 1/25/2031  | 200000 | 181680 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2021-K128 Class A2, 2.02% 3/25/2031  | 200000 | 180911 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2022-K140 Class A2, 2.25% 1/25/2032  | 800000 | 715123 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2023-156 Class A2, 4.43% 2/25/2033  | 125000 | 124891 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-163 Class A2, 5% 3/25/2034 (c) | 420000 | 432766 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2024-165 Class A2, 4.489% 9/25/2034  | 380000 | 378440 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-175 Class A2, 4.42% 10/25/2035  | 60000 | 59094 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K547 Class A2, 4.421% 5/25/2030  | 130000 | 130818 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K548 Class A2, 4.32% 9/25/2030 (c) | 560000 | 561231 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K549 Class A2, 4.34% 9/25/2030 (c) | 770000 | 772310 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2025-K761 Class A2, 4.4% 6/25/2032  | 210000 | 210048 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2026-177 Class A2, 4.3% 1/25/2036 (c) | 140000 | 136458 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K553 Class A2, 4.07% 12/25/2030  | 80000 | 79249 |
| Freddie Mac Multifamily Structured pass-thru certificates Series 2026-K764 Class A2, 4.12% 12/25/2032  | 300000 | 294599 |
| GS Mortgage Securities Trust Series 2020-GC45 Class A5, 2.9106% 2/13/2053  | 260000 | 245358 |
| JPMBB Commercial Mortgage Securities Trust Series 2014-C24 Class A5, 3.6385% 11/15/2047  | 9385 | 9207 |
| JPMDB Commercial Mortgage Securities Trust Series 2020-COR7 Class A5, 2.1798% 5/13/2053  | 500000 | 427431 |
| Morgan Stanley Capital I Trust Series 2020-L4 Class A3, 2.698% 2/15/2053  | 100000 | 92542 |
| Morgan Stanley Capital I Trust Series 2021-L6 Class A4, 2.444% 6/15/2054 (c) | 100000 | 89119 |
| MSWF Commercial Mortgage Trust Series 2023-2 Class A5, 6.014% 12/15/2056  | 70000 | 74286 |
| UBS Commercial Mortgage Trust Series 2019-C16 Class A4, 3.6048% 4/15/2052  | 350000 | 338265 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C52 Class A5, 2.892% 8/15/2052  | 200000 | 188609 |
| Wells Fargo Commercial Mortgage Trust Series 2019-C54 Class A4, 3.146% 12/15/2052  | 538000 | 510837 |
| Wells Fargo Commercial Mortgage Trust Series 2020-C55 Class A5, 2.725% 2/15/2053  | 90000 | 84013 |
| TOTAL UNITED STATES |  | 17830962 |
| <br> **TOTAL COMMERCIAL MORTGAGE SECURITIES**<br> (Cost $18,986,410) |  | <br> **17830962** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.7%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.7%** | &nbsp;&nbsp;**Foreign Government and Government Agency Obligations - 1.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| CANADA - 0.3%  |  |  |
| Province of Alberta 1.3% 7/22/2030  | 130000 | 115915 |
| Province of Alberta 3.3% 3/15/2028  | 75000 | 74127 |
| Province of British Columbia 4.2% 7/6/2033  | 140000 | 137982 |
| Province of British Columbia 4.8% 6/11/2035  | 270000 | 274374 |
| Province of British Columbia 4.9% 4/24/2029  | 200000 | 205275 |
| Province of Ontario 1.05% 5/21/2027  | 1413000 | 1370462 |
| Province of Ontario 1.125% 10/7/2030  | 175000 | 153903 |
| Province of Ontario 2.125% 1/21/2032  | 200000 | 178485 |
| Province of Ontario 4.45% 11/20/2035  | 110000 | 108915 |
| Province of Ontario 4.7% 1/15/2030  | 150000 | 153527 |
| Province of Quebec 1.9% 4/21/2031  | 220000 | 197616 |
| Province of Quebec 2.75% 4/12/2027  | 95000 | 93862 |
| Province of Quebec 3.625% 4/13/2028  | 250000 | 248544 |
| Province of Quebec 4.25% 9/5/2034  | 50000 | 49007 |
| Province of Quebec 4.625% 8/28/2035  | 120000 | 120308 |
| TOTAL CANADA |  | 3482302 |
| CHILE - 0.1%  |  |  |
| Chilean Republic 2.45% 1/31/2031  | 220000 | 201159 |
| Chilean Republic 3.24% 2/6/2028  | 200000 | 196200 |
| Chilean Republic 3.86% 6/21/2047  | 325000 | 253175 |
| Chilean Republic 4.95% 1/5/2036  | 270000 | 267030 |
| Chilean Republic 5.65% 1/13/2037  | 200000 | 207250 |
| TOTAL CHILE |  | 1124814 |
| INDONESIA - 0.1%  |  |  |
| Indonesia Government 2.85% 2/14/2030  | 200000 | 185600 |
| Indonesia Government 3.5% 2/14/2050  | 500000 | 346425 |
| Indonesia Government 3.85% 10/15/2030  | 348000 | 333210 |
| Indonesia Government 4.1% 4/24/2028  | 200000 | 198551 |
| Indonesia Government 4.35% 2/21/2031  | 200000 | 195400 |
| Indonesia Government 4.9% 4/16/2036  | 220000 | 209671 |
| Indonesia Government 5.25% 1/15/2030  | 300000 | 304192 |
| TOTAL INDONESIA |  | 1773049 |
| ISRAEL - 0.1%  |  |  |
| Israel Government 2.75% 7/3/2030  | 210000 | 192179 |
| Israel Government 3.25% 1/17/2028  | 200000 | 194791 |
| Israel Government 3.375% 1/15/2050  | 225000 | 145136 |
| Israel Government 5% 1/13/2036  | 200000 | 192764 |
| Israel Government 5.375% 2/19/2030  | 580000 | 588226 |
| Israel Government 5.5% 3/12/2034  | 200000 | 202435 |
| Israel Government 5.625% 2/19/2035  | 260000 | 264299 |
| TOTAL ISRAEL |  | 1779830 |
| ITALY - 0.0%  |  |  |
| Italian Republic 2.875% 10/17/2029  | 350000 | 334499 |
| Italian Republic 4% 10/17/2049  | 200000 | 152115 |
| TOTAL ITALY |  | 486614 |
| JAPAN - 0.0%  |  |  |
| Japan International Cooperation Agency 1.75% 4/28/2031  | 200000 | 177662 |
| KOREA (SOUTH) - 0.0%  |  |  |
| Korean Republic 1% 9/16/2030  | 230000 | 201214 |
| Korean Republic 3.625% 10/29/2030  | 200000 | 195883 |
| Korean Republic 4.5% 7/3/2029  | 200000 | 202669 |
| TOTAL KOREA (SOUTH) |  | 599766 |
| MEXICO - 0.5%  |  |  |
| United Mexican States 3.25% 4/16/2030  | 1471000 | 1375826 |
| United Mexican States 3.5% 2/12/2034  | 619000 | 526998 |
| United Mexican States 4.5% 1/31/2050  | 480000 | 353280 |
| United Mexican States 4.75% 3/22/2031  | 400000 | 390800 |
| United Mexican States 4.75% 3/8/2044  | 120000 | 96240 |
| United Mexican States 4.75% 4/27/2032  | 387000 | 371520 |
| United Mexican States 5.625% 2/9/2034  | 200000 | 196400 |
| United Mexican States 5.85% 7/2/2032  | 550000 | 555775 |
| United Mexican States 6% 5/13/2030  | 200000 | 206700 |
| United Mexican States 6.05% 1/11/2040  | 170000 | 164900 |
| United Mexican States 6.125% 2/9/2038  | 300000 | 293100 |
| United Mexican States 6.625% 1/29/2038  | 463000 | 470871 |
| TOTAL MEXICO |  | 5002410 |
| PANAMA - 0.1%  |  |  |
| Panamanian Republic 3.16% 1/23/2030  | 800000 | 748800 |
| Panamanian Republic 4.5% 4/16/2050  | 250000 | 189931 |
| Panamanian Republic 6.7% 1/26/2036  | 100000 | 105503 |
| Panamanian Republic 7.875% 3/1/2057  | 200000 | 231779 |
| TOTAL PANAMA |  | 1276013 |
| PERU - 0.1%  |  |  |
| Peruvian Republic 1.862% 12/1/2032  | 340000 | 280160 |
| Peruvian Republic 2.78% 12/1/2060  | 100000 | 53075 |
| Peruvian Republic 3.55% 3/10/2051  | 170000 | 115770 |
| Peruvian Republic 5.5% 3/30/2036  | 448000 | 447440 |
| Peruvian Republic 5.875% 8/8/2054  | 70000 | 67410 |
| Peruvian Republic 6.2% 6/30/2055  | 90000 | 90405 |
| TOTAL PERU |  | 1054260 |
| PHILIPPINES - 0.2%  |  |  |
| Philippine Republic 2.65% 12/10/2045  | 600000 | 377400 |
| Philippine Republic 3% 2/1/2028  | 200000 | 194808 |
| Philippine Republic 4.75% 3/5/2035  | 200000 | 192000 |
| Philippine Republic 5% 1/27/2036  | 200000 | 194500 |
| Philippine Republic 5% 7/17/2033  | 200000 | 198750 |
| Philippine Republic 5.17% 10/13/2027  | 200000 | 202130 |
| Philippine Republic 5.5% 2/4/2035  | 200000 | 202250 |
| Philippine Republic 6.375% 10/23/2034  | 100000 | 107700 |
| Philippine Republic 7.75% 1/14/2031  | 300000 | 336300 |
| Philippine Republic 9.5% 2/2/2030  | 110000 | 128920 |
| TOTAL PHILIPPINES |  | 2134758 |
| POLAND - 0.1%  |  |  |
| Republic of Poland 4.625% 3/18/2029  | 230000 | 232923 |
| Republic of Poland 4.875% 2/12/2030  | 150000 | 153150 |
| Republic of Poland 5.125% 9/18/2034  | 150000 | 150300 |
| Republic of Poland 5.375% 2/12/2035  | 150000 | 152475 |
| Republic of Poland 5.5% 3/18/2054  | 130000 | 119768 |
| Republic of Poland 5.5% 4/4/2053  | 100000 | 91946 |
| TOTAL POLAND |  | 900562 |
| URUGUAY - 0.1%  |  |  |
| Uruguay Republic 5.442% 2/14/2037  | 80000 | 81680 |
| Uruguay Republic 7.625% 3/21/2036  | 678000 | 798887 |
| TOTAL URUGUAY |  | 880567 |
| <br> **TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $22,196,442) |  | <br> **20672607** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Municipal Securities - 0.3%** | &nbsp;&nbsp;**Municipal Securities - 0.3%** | &nbsp;&nbsp;**Municipal Securities - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| California - 0.1%  |  |  |
| Education - 0.0% |  |  |
| California St Univ Rev 2.719% 11/1/2052  | 195000 | 126321 |
| General Obligations - 0.1% |  |  |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 2.746% 6/1/2034  | 80000 | 70796 |
| Golden State Tobacco Securitization Corp. Tobacco Settlement (State of California Proj.) Series 2021 B, 3.293% 6/1/2042  | 40000 | 31148 |
| State of California 7.55% 4/1/2039  | 145000 | 172126 |
| State of California 7.6% 11/1/2040  | 350000 | 419827 |
| TOTAL GENERAL OBLIGATIONS |  | 693897 |
| 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  | 150000 | 95228 |
| Univ CA Regts Med Ctr Pooled Rev Series 2020 N, 3.006% 5/15/2050  | 175000 | 114676 |
| TOTAL HEALTH CARE |  | 209904 |
| Transportation - 0.0% |  |  |
| Bay Area Toll Auth CA Bridge Rev 6.263% 4/1/2049  | 75000 | 78259 |
| Bay Area Toll Auth CA Bridge Rev 7.043% 4/1/2050  | 56131 | 63179 |
| TOTAL TRANSPORTATION |  | 141438 |
| TOTAL CALIFORNIA |  | 1171560 |
| 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  | 45000 | 31309 |
| Illinois - 0.2%  |  |  |
| General Obligations - 0.1% |  |  |
| Chicago IL Gen. Oblig. Series 2026A, 5.879% 1/1/2031  | 70000 | 70268 |
| Illinois St Gen. Oblig. 5.1% 6/1/2033  | 436275 | 444393 |
| TOTAL GENERAL OBLIGATIONS |  | 514661 |
| Transportation - 0.1% |  |  |
| Chicago IL O'Hare Intl Arpt Rev 6.395% 1/1/2040  | 250000 | 273861 |
| TOTAL ILLINOIS |  | 788522 |
| Massachusetts - 0.0%  |  |  |
| Water & Sewer - 0.0% |  |  |
| Massachusetts St Wtr Res Auth Series 2021C, 2.823% 8/1/2041  | 100000 | 80056 |
| Michigan - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University MI Univ Revs 4.454% 4/1/2122  | 80000 | 62009 |
| General Obligations - 0.0% |  |  |
| Michigan St Strategic Fd Ltd Oblig Rev (State of Michigan Proj.) Series 2021 A, 3.225% 9/1/2047  | 100000 | 75830 |
| TOTAL MICHIGAN |  | 137839 |
| New Jersey - 0.0%  |  |  |
| Transportation - 0.0% |  |  |
| New Jersey Turnpike Authority 7.414% 1/1/2040  | 160000 | 189124 |
| New Jersey,New York - 0.0%  |  |  |
| Transportation - 0.0% |  |  |
| Port Auth NY & NJ Series 225, 3.175% 7/15/2060  | 400000 | 257902 |
| New York - 0.0%  |  |  |
| General Obligations - 0.0% |  |  |
| City of New York NY 6.271% 12/1/2037  | 100000 | 105905 |
| Special Tax - 0.0% |  |  |
| New York St Dorm Auth St Pers Income Tax Rev (New York State Pit Proj.) 2.202% 3/15/2034  | 200000 | 168879 |
| Transportation - 0.0% |  |  |
| Metropolitan Transn Auth NY Rv 6.668% 11/15/2039  | 60000 | 64091 |
| Water & Sewer - 0.0% |  |  |
| New York NY Cty Muni Wtr Fin Auth 6.011% 6/15/2042  | 100000 | 103030 |
| TOTAL NEW YORK |  | 441905 |
| Ohio - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| American Mun Pwr Rev 7.834% 2/15/2041  | 55000 | 66413 |
| Texas - 0.0%  |  |  |
| Electric Utilities - 0.0% |  |  |
| San Antonio TX Elec & Gas Rev Series 2025A, 5.469% 2/1/2045  | 25000 | 25053 |
| Special Tax - 0.0% |  |  |
| Dallas TX Rapid Transit Sales Tax Rev Series 2021 A, 2.613% 12/1/2048  | 200000 | 135293 |
| Transportation - 0.0% |  |  |
| Dallas Fort Worth International Airport 4.507% 11/1/2051  | 65000 | 55301 |
| Dallas Fort Worth International Airport Series 2019A, 3.144% 11/1/2045  | 20000 | 15095 |
| Dallas Fort Worth International Airport Series 2021 C, 2.843% 11/1/2046  | 150000 | 107424 |
| TOTAL TRANSPORTATION |  | 177820 |
| TOTAL TEXAS |  | 338166 |
| Virginia - 0.0%  |  |  |
| Education - 0.0% |  |  |
| University VA Univ Revs (University VA Univ Revs Proj.) 2.584% 11/1/2051  | 140000 | 84835 |
| <br> **TOTAL MUNICIPAL SECURITIES**<br> (Cost $4,581,880) |  | <br> **3587631** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 27.7%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 27.7%** | &nbsp;&nbsp;**Non-Convertible Corporate Bonds - 27.7%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| AUSTRALIA - 0.2%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| National Australia Bank Ltd/New York 3.85% 12/13/2028  | 400000 | 396974 |
| Westpac Banking Corp 3.02% 11/18/2036 (c) | 140000 | 125239 |
| Westpac Banking Corp 3.133% 11/18/2041  | 60000 | 44074 |
| Westpac Banking Corp 4.11% 7/24/2034 (c) | 320000 | 312012 |
| Westpac Banking Corp 4.354% 7/1/2030  | 230000 | 229980 |
| TOTAL FINANCIALS |  | 1108279 |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| BHP Billiton Finance USA Ltd 5% 2/15/2036  | 130000 | 129962 |
| BHP Billiton Finance USA Ltd 5% 9/30/2043  | 176000 | 163917 |
| BHP Billiton Finance USA Ltd 5.25% 9/8/2033  | 90000 | 91902 |
| BHP Billiton Finance USA Ltd 5.3% 2/21/2035  | 60000 | 61075 |
| BHP Billiton Finance USA Ltd 5.75% 9/5/2055  | 40000 | 40022 |
| Rio Tinto Finance USA Ltd 2.75% 11/2/2051  | 120000 | 72275 |
| Rio Tinto Finance USA Ltd 5.2% 11/2/2040  | 120000 | 116792 |
| Rio Tinto Finance USA PLC 4.875% 3/14/2030  | 170000 | 172661 |
| Rio Tinto Finance USA PLC 5.25% 3/14/2035  | 180000 | 182876 |
| Rio Tinto Finance USA PLC 5.75% 3/14/2055  | 105000 | 104748 |
| TOTAL MATERIALS |  | 1136230 |
| TOTAL AUSTRALIA |  | 2244509 |
| BELGIUM - 0.1%  |  |  |
| Consumer Staples - 0.1% |  |  |
| Beverages - 0.1% |  |  |
| Anheuser-Busch InBev Worldwide Inc 4.5% 6/1/2050  | 100000 | 88157 |
| Anheuser-Busch InBev Worldwide Inc 4.6% 4/15/2048  | 78000 | 67306 |
| Anheuser-Busch InBev Worldwide Inc 4.75% 4/15/2058  | 140000 | 118239 |
| Anheuser-Busch InBev Worldwide Inc 4.95% 1/15/2042  | 461000 | 430041 |
| Anheuser-Busch InBev Worldwide Inc 5% 6/15/2034  | 250000 | 252862 |
| Anheuser-Busch InBev Worldwide Inc 5.45% 1/23/2039  | 270000 | 274298 |
| Anheuser-Busch InBev Worldwide Inc 5.55% 1/23/2049  | 130000 | 126252 |
| Anheuser-Busch InBev Worldwide Inc 5.8% 1/23/2059  | 190000 | 190458 |
| TOTAL BELGIUM |  | 1547613 |
| BRAZIL - 0.1%  |  |  |
| Materials - 0.1% |  |  |
| Metals & Mining - 0.1% |  |  |
| Vale Overseas Ltd 3.75% 7/8/2030  | 300000 | 285570 |
| Vale Overseas Ltd 6.4% 6/28/2054  | 120000 | 120742 |
|  |  | 406312 |
| Paper & Forest Products - 0.0% |  |  |
| Suzano Austria GmbH 2.5% 9/15/2028  | 298000 | 282173 |
| TOTAL BRAZIL |  | 688485 |
| CANADA - 0.9%  |  |  |
| Communication Services - 0.1% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Bell Canada 5.1% 5/11/2033  | 100000 | 100116 |
| Bell Canada 5.55% 2/15/2054  | 130000 | 121944 |
| TELUS Corp 3.4% 5/13/2032  | 130000 | 118527 |
|  |  | 340587 |
| Wireless Telecommunication Services - 0.1% |  |  |
| Rogers Communications Inc 3.8% 3/15/2032  | 130000 | 121353 |
| Rogers Communications Inc 4.55% 3/15/2052  | 160000 | 126374 |
| Rogers Communications Inc 7.5% 8/15/2038  | 160000 | 182501 |
|  |  | 430228 |
| TOTAL COMMUNICATION SERVICES |  | 770815 |
| Energy - 0.2% |  |  |
| Oil, Gas & Consumable Fuels - 0.2% |  |  |
| Canadian Natural Resources Ltd 3.85% 6/1/2027  | 558000 | 554836 |
| Canadian Natural Resources Ltd 4.95% 6/1/2047  | 19000 | 16568 |
| Canadian Natural Resources Ltd 5% 12/15/2029  | 300000 | 304602 |
| Canadian Natural Resources Ltd 5.4% 12/15/2034  | 100000 | 101159 |
| Cenovus Energy Inc 5.4% 3/20/2036  | 60000 | 59690 |
| Cenovus Energy Inc 5.4% 6/15/2047  | 74000 | 66982 |
| Enbridge Inc 2.5% 8/1/2033  | 100000 | 84957 |
| Enbridge Inc 4.2% 11/20/2028  | 100000 | 99298 |
| Enbridge Inc 4.5% 2/15/2031  | 60000 | 59315 |
| Enbridge Inc 5.45% 3/27/2036  | 50000 | 50431 |
| Enbridge Inc 5.5% 12/1/2046  | 60000 | 57228 |
| Enbridge Inc 5.625% 4/5/2034  | 140000 | 144408 |
| Enbridge Inc 5.7% 3/8/2033  | 220000 | 227896 |
| Enbridge Inc 5.95% 4/5/2054  | 90000 | 89374 |
| Enbridge Inc 7.2% 6/27/2054 (c) | 90000 | 94659 |
| Enbridge Inc 8.5% 1/15/2084 (c) | 40000 | 45003 |
| South Bow USA Infrastructure Holdings LLC 5.026% 10/1/2029  | 40000 | 40258 |
| South Bow USA Infrastructure Holdings LLC 5.584% 10/1/2034  | 40000 | 39726 |
| South Bow USA Infrastructure Holdings LLC 6.176% 10/1/2054  | 40000 | 38080 |
| Suncor Energy Inc 4% 11/15/2047  | 179000 | 135291 |
| Transcanada Pipelines Ltd Residual Strip 4.1% 4/15/2030  | 190000 | 186376 |
| Transcanada Pipelines Ltd Residual Strip 4.625% 3/1/2034  | 20000 | 19355 |
| Transcanada Pipelines Ltd Residual Strip 7% 6/1/2065 (c) | 20000 | 20303 |
| Transcanada Pipelines Ltd Residual Strip 7.625% 1/15/2039  | 231000 | 270931 |
| TOTAL ENERGY |  | 2806726 |
| Financials - 0.5% |  |  |
| Banks - 0.4% |  |  |
| Bank of Montreal 3.088% 1/10/2037 (c) | 110000 | 97823 |
| Bank of Montreal 4.338% 3/19/2030 (c) | 50000 | 49780 |
| Bank of Montreal 4.35% 9/22/2031 (c) | 90000 | 88716 |
| Bank of Montreal 5.266% 12/11/2026  | 300000 | 302038 |
| Bank of Montreal 5.717% 9/25/2028  | 70000 | 72081 |
| Bank of Nova Scotia/The 1.95% 2/2/2027  | 100000 | 98211 |
| Bank of Nova Scotia/The 4.247% 2/2/2030 (c) | 80000 | 79271 |
| Bank of Nova Scotia/The 4.338% 9/15/2031 (c) | 220000 | 217054 |
| Bank of Nova Scotia/The 4.588% 5/4/2037 (c) | 50000 | 47831 |
| Bank of Nova Scotia/The 4.813% 2/2/2034 (c) | 70000 | 69006 |
| Bank of Nova Scotia/The 4.85% 2/1/2030  | 120000 | 121375 |
| Bank of Nova Scotia/The 5.25% 6/12/2028  | 160000 | 163220 |
| Canadian Imperial Bank of Commerce 3.45% 4/7/2027  | 340000 | 337526 |
| Canadian Imperial Bank of Commerce 3.6% 4/7/2032  | 54000 | 50605 |
| Canadian Imperial Bank of Commerce 6.092% 10/3/2033  | 119000 | 127308 |
| Royal Bank of Canada 3.625% 5/4/2027  | 190000 | 188858 |
| Royal Bank of Canada 3.995% 11/3/2028 (c) | 200000 | 198569 |
| Royal Bank of Canada 4.305% 11/3/2031 (c) | 30000 | 29492 |
| Royal Bank of Canada 4.65% 10/18/2030 (c) | 50000 | 50117 |
| Royal Bank of Canada 4.696% 8/6/2031 (c) | 60000 | 59867 |
| Royal Bank of Canada 4.715% 3/27/2028 (c) | 190000 | 190677 |
| Royal Bank of Canada 5% 5/2/2033  | 130000 | 131152 |
| Royal Bank of Canada 5.15% 2/1/2034  | 180000 | 184047 |
| Royal Bank of Canada 5.153% 2/4/2031 (c) | 110000 | 111799 |
| Royal Bank of Canada 6% 11/1/2027  | 100000 | 102579 |
| Toronto Dominion Bank 1.95% 1/12/2027  | 100000 | 98273 |
| Toronto Dominion Bank 2.45% 1/12/2032  | 90000 | 79557 |
| Toronto Dominion Bank 4.411% 1/13/2031  | 150000 | 148557 |
| Toronto Dominion Bank 4.456% 6/8/2032  | 200000 | 196634 |
| Toronto Dominion Bank 4.808% 6/3/2030  | 40000 | 40331 |
| Toronto Dominion Bank 4.928% 10/15/2035  | 70000 | 68870 |
| Toronto Dominion Bank 5.156% 1/10/2028  | 360000 | 364574 |
|  |  | 4165798 |
| Capital Markets - 0.1% |  |  |
| Brookfield Finance Inc 2.724% 4/15/2031  | 312000 | 282926 |
| Brookfield Finance Inc 4.85% 3/29/2029  | 80000 | 80361 |
| Brookfield Finance Inc 5.33% 1/15/2036  | 30000 | 29374 |
| Brookfield Finance Inc 5.813% 3/3/2055  | 100000 | 94729 |
| Brookfield Finance Inc 5.968% 3/4/2054  | 50000 | 48429 |
| Brookfield Finance Inc 6.35% 1/5/2034  | 30000 | 31807 |
|  |  | 567626 |
| Insurance - 0.0% |  |  |
| Fairfax Financial Holdings Ltd 5.625% 8/16/2032  | 90000 | 92328 |
| Fairfax Financial Holdings Ltd 5.75% 5/20/2035  | 140000 | 143481 |
| Fairfax Financial Holdings Ltd 6.1% 3/15/2055  | 70000 | 68419 |
| Manulife Financial Corp 4.986% 12/11/2035  | 60000 | 58616 |
| Manulife Financial Corp 5.375% 3/4/2046  | 40000 | 37942 |
|  |  | 400786 |
| TOTAL FINANCIALS |  | 5134210 |
| Industrials - 0.1% |  |  |
| Ground Transportation - 0.1% |  |  |
| Canadian National Railway Co 2.45% 5/1/2050  | 210000 | 122595 |
| Canadian National Railway Co 4.2% 3/12/2031  | 200000 | 197254 |
| Canadian Pacific Railway Co 1.75% 12/2/2026  | 140000 | 137829 |
| Canadian Pacific Railway Co 2.45% 12/2/2031  | 140000 | 124390 |
| Canadian Pacific Railway Co 3.1% 12/2/2051  | 140000 | 91421 |
| Canadian Pacific Railway Co 4% 3/15/2029  | 550000 | 543986 |
| Canadian Pacific Railway Co 4.2% 11/15/2069  | 70000 | 51487 |
| Canadian Pacific Railway Co 5.5% 3/15/2056  | 40000 | 38287 |
| Canadian Pacific Railway Co 6.125% 9/15/2115  | 20000 | 20105 |
|  |  | 1327354 |
| Professional Services - 0.0% |  |  |
| TR Finance LLC 3.35% 5/15/2026  | 76000 | 75875 |
| TR Finance LLC 5.85% 4/15/2040  | 40000 | 38960 |
|  |  | 114835 |
| TOTAL INDUSTRIALS |  | 1442189 |
| Materials - 0.0% |  |  |
| Chemicals - 0.0% |  |  |
| Nutrien Ltd 4.125% 3/15/2035  | 90000 | 82488 |
| Nutrien Ltd 4.2% 4/1/2029  | 13000 | 12911 |
| Nutrien Ltd 4.9% 3/27/2028  | 160000 | 161320 |
| Nutrien Ltd 5% 4/1/2049  | 103000 | 90728 |
|  |  | 347447 |
| Metals & Mining - 0.0% |  |  |
| Barrick Mining Corp 5.25% 4/1/2042  | 163000 | 156915 |
| TOTAL MATERIALS |  | 504362 |
| Utilities - 0.0% |  |  |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| Emera US Finance LP 2.639% 6/15/2031  | 120000 | 107037 |
| TOTAL CANADA |  | 10765339 |
| CHINA - 0.0%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Broadline Retail - 0.0% |  |  |
| Alibaba Group Holding Ltd 2.125% 2/9/2031  | 240000 | 217095 |
| Alibaba Group Holding Ltd 3.15% 2/9/2051  | 245000 | 164412 |
| Alibaba Group Holding Ltd 4.875% 5/26/2030  | 200000 | 204525 |
| TOTAL CHINA |  | 586032 |
| FRANCE - 0.1%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Orange SA 9% 3/1/2031 (c) | 180000 | 212748 |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| TotalEnergies Capital International SA 2.829% 1/10/2030  | 200000 | 189487 |
| TotalEnergies Capital International SA 3.127% 5/29/2050  | 220000 | 145457 |
| TotalEnergies Capital SA 5.15% 4/5/2034  | 60000 | 61362 |
| TotalEnergies Capital SA 5.488% 4/5/2054  | 200000 | 191988 |
| TotalEnergies Capital SA 5.638% 4/5/2064  | 30000 | 28787 |
| TOTAL ENERGY |  | 617081 |
| TOTAL FRANCE |  | 829829 |
| GERMANY - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Capital Markets - 0.1% |  |  |
| Deutsche Bank AG/New York NY 2.311% 11/16/2027 (c) | 150000 | 147955 |
| Deutsche Bank AG/New York NY 3.547% 9/18/2031 (c)(e) | 170000 | 159821 |
| Deutsche Bank AG/New York NY 3.729% 1/14/2032 (c) | 200000 | 185867 |
| Deutsche Bank AG/New York NY 4.725% 2/6/2032 (c)(e) | 150000 | 147716 |
| Deutsche Bank AG/New York NY 4.95% 8/4/2031 (c) | 150000 | 149435 |
| Deutsche Bank AG/New York NY 4.999% 9/11/2030 (c) | 170000 | 170801 |
| Deutsche Bank AG/New York NY 5.373% 1/10/2029 (c) | 150000 | 151727 |
|  |  | 1113322 |
| Financial Services - 0.1% |  |  |
| KfW 0% 4/18/2036 (g) | 200000 | 128884 |
| KfW 2.875% 4/3/2028  | 14000 | 13751 |
| KfW 3.875% 5/15/2028  | 1000000 | 1001435 |
| KfW 4.75% 10/29/2030  | 170000 | 175743 |
| Landwirtschaftliche Rentenbank 3.625% 10/8/2030  | 260000 | 256655 |
|  |  | 1576468 |
| TOTAL GERMANY |  | 2689790 |
| HONG KONG - 0.0%  |  |  |
| Financials - 0.0% |  |  |
| Insurance - 0.0% |  |  |
| Prudential Funding Asia PLC 3.125% 4/14/2030  | 60000 | 57085 |
| IRELAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Consumer Finance - 0.1% |  |  |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 2.45% 10/29/2026  | 250000 | 247246 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 3.85% 10/29/2041  | 150000 | 119517 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.375% 11/15/2030  | 200000 | 196428 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 10/15/2027  | 220000 | 220266 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.625% 9/10/2029  | 200000 | 199605 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 4.75% 1/15/2033  | 150000 | 145794 |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust 5.3% 1/19/2034  | 150000 | 149271 |
| TOTAL FINANCIALS |  | 1278127 |
| Materials - 0.0% |  |  |
| Containers & Packaging - 0.0% |  |  |
| Smurfit Kappa Treasury ULC 5.2% 1/15/2030  | 400000 | 407342 |
| TOTAL IRELAND |  | 1685469 |
| JAPAN - 0.6%  |  |  |
| Consumer Discretionary - 0.0% |  |  |
| Automobiles - 0.0% |  |  |
| Toyota Motor Corp 4.186% 6/30/2027  | 270000 | 270273 |
| Toyota Motor Corp 4.45% 6/30/2030  | 190000 | 190159 |
| Toyota Motor Corp 5.053% 6/30/2035  | 50000 | 50572 |
| TOTAL CONSUMER DISCRETIONARY |  | 511004 |
| Financials - 0.5% |  |  |
| Banks - 0.5% |  |  |
| Japan Bank for International Cooperation 1.25% 1/21/2031  | 580000 | 507308 |
| Japan Bank for International Cooperation 4.375% 1/23/2036  | 200000 | 196239 |
| Mitsubishi UFJ Financial Group Inc 2.341% 1/19/2028 (c) | 210000 | 206593 |
| Mitsubishi UFJ Financial Group Inc 3.287% 7/25/2027  | 150000 | 148209 |
| Mitsubishi UFJ Financial Group Inc 3.751% 7/18/2039  | 290000 | 244603 |
| Mitsubishi UFJ Financial Group Inc 4.286% 7/26/2038  | 150000 | 138501 |
| Mitsubishi UFJ Financial Group Inc 4.505% 1/14/2032 (c) | 250000 | 246378 |
| Mitsubishi UFJ Financial Group Inc 4.527% 9/12/2031 (c) | 400000 | 396244 |
| Mitsubishi UFJ Financial Group Inc 5.197% 1/16/2031 (c) | 250000 | 253701 |
| Mitsubishi UFJ Financial Group Inc 5.242% 4/19/2029 (c) | 200000 | 202966 |
| Mizuho Financial Group Inc 1.554% 7/9/2027 (c) | 285000 | 282733 |
| Mizuho Financial Group Inc 5.098% 5/13/2031 (c) | 400000 | 405248 |
| Mizuho Financial Group Inc 5.382% 7/10/2030 (c) | 300000 | 306869 |
| Mizuho Financial Group Inc 5.778% 7/6/2029 (c) | 310000 | 318548 |
| Sumitomo Mitsui Financial Group Inc 2.174% 1/14/2027  | 800000 | 787135 |
| Sumitomo Mitsui Financial Group Inc 2.75% 1/15/2030  | 200000 | 186723 |
| Sumitomo Mitsui Financial Group Inc 3.352% 10/18/2027  | 80000 | 78900 |
| Sumitomo Mitsui Financial Group Inc 3.364% 7/12/2027  | 80000 | 79124 |
| Sumitomo Mitsui Financial Group Inc 5.046% 1/15/2037 (c) | 525000 | 516310 |
| Sumitomo Mitsui Financial Group Inc 5.24% 4/15/2030  | 500000 | 510488 |
| Sumitomo Mitsui Financial Group Inc 6.184% 7/13/2043  | 40000 | 42184 |
|  |  | 6055004 |
| Capital Markets - 0.0% |  |  |
| Nomura Holdings Inc 3.103% 1/16/2030  | 623000 | 587450 |
| TOTAL FINANCIALS |  | 6642454 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Takeda Pharmaceutical Co Ltd 2.05% 3/31/2030  | 200000 | 181721 |
| Takeda Pharmaceutical Co Ltd 3.025% 7/9/2040  | 272000 | 204548 |
| Takeda Pharmaceutical Co Ltd 5.3% 7/5/2034  | 300000 | 303407 |
| TOTAL HEALTH CARE |  | 689676 |
| TOTAL JAPAN |  | 7843134 |
| KOREA (SOUTH) - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Banks - 0.1% |  |  |
| Export-Import Bank of Korea 3.875% 1/13/2031  | 200000 | 197460 |
| Export-Import Bank of Korea 4% 9/11/2029  | 300000 | 299652 |
| Export-Import Bank of Korea 5.125% 9/18/2028  | 380000 | 389454 |
| Korea Development Bank/The 1.625% 1/19/2031  | 200000 | 177782 |
| Korea Development Bank/The 4% 1/28/2031  | 200000 | 198162 |
| TOTAL KOREA (SOUTH) |  | 1262510 |
| LUXEMBOURG - 0.0%  |  |  |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| ArcelorMittal SA 6% 6/17/2034  | 10000 | 10517 |
| ArcelorMittal SA 6.35% 6/17/2054  | 40000 | 40690 |
| ArcelorMittal SA 6.75% 3/1/2041 (c) | 20000 | 21265 |
| ArcelorMittal SA 6.8% 11/29/2032  | 80000 | 88298 |
| TOTAL LUXEMBOURG |  | 160770 |
| MEXICO - 0.1%  |  |  |
| Communication Services - 0.1% |  |  |
| Wireless Telecommunication Services - 0.1% |  |  |
| America Movil SAB de CV 3.625% 4/22/2029  | 440000 | 427971 |
| Materials - 0.0% |  |  |
| Metals & Mining - 0.0% |  |  |
| Southern Copper Corp 5.25% 11/8/2042  | 90000 | 82419 |
| Southern Copper Corp 5.875% 4/23/2045  | 70000 | 68872 |
| Southern Copper Corp 6.75% 4/16/2040  | 50000 | 54197 |
| TOTAL MATERIALS |  | 205488 |
| TOTAL MEXICO |  | 633459 |
| MULTI-NATIONAL - 0.6%  |  |  |
| Financials - 0.6% |  |  |
| Banks - 0.4% |  |  |
| African Development Bank 4.125% 1/22/2036  | 150000 | 146986 |
| Asian Development Bank 0.75% 10/8/2030  | 100000 | 86902 |
| Asian Development Bank 1.875% 1/24/2030  | 610000 | 566736 |
| Asian Development Bank 4.25% 1/14/2036  | 280000 | 278026 |
| Asian Development Bank 4.5% 8/25/2028  | 220000 | 223363 |
| Asian Development Bank 5.82% 6/16/2028  | 110000 | 114136 |
| Corp Andina de Fomento 4.125% 1/7/2028  | 59000 | 59031 |
| Corp Andina de Fomento 5% 1/24/2029  | 170000 | 174021 |
| European Investment Bank 0.75% 9/23/2030  | 250000 | 217775 |
| European Investment Bank 0.875% 5/17/2030  | 18000 | 15939 |
| European Investment Bank 1.75% 3/15/2029  | 1350000 | 1272246 |
| European Investment Bank 3.75% 2/14/2033  | 100000 | 97588 |
| European Investment Bank 3.75% 3/13/2031  | 280000 | 276951 |
| European Investment Bank 4.875% 2/15/2036  | 110000 | 114446 |
| Inter-American Development Bank 1.125% 1/13/2031  | 290000 | 254499 |
| Inter-American Development Bank 2.25% 6/18/2029  | 1029000 | 979490 |
| Inter-American Development Bank 4.125% 1/23/2036  | 150000 | 147080 |
| Inter-American Development Bank 4.375% 1/24/2044  | 39000 | 36367 |
|  |  | 5061582 |
| Capital Markets - 0.0% |  |  |
| Asian Infrastructure Investment Bank/The 4.25% 3/13/2034  | 110000 | 109977 |
| Financial Services - 0.2% |  |  |
| IBRD Discount Notes 0.75% 8/26/2030  | 160000 | 139596 |
| IBRD Discount Notes 0.875% 5/14/2030  | 176000 | 155834 |
| IBRD Discount Notes 1.25% 2/10/2031  | 110000 | 96919 |
| IBRD Discount Notes 2.5% 11/22/2027  | 92000 | 90082 |
| IBRD Discount Notes 3.625% 9/21/2029  | 260000 | 258012 |
| IBRD Discount Notes 4% 7/25/2030  | 500000 | 501312 |
| IBRD Discount Notes 4.75% 11/14/2033  | 290000 | 299983 |
| IBRD Discount Notes 4.75% 2/15/2035  | 520000 | 535573 |
| International Finance Corp 0.75% 8/27/2030  | 60000 | 52312 |
|  |  | 2129623 |
| TOTAL MULTI-NATIONAL |  | 7301182 |
| NETHERLANDS - 0.2%  |  |  |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Cooperatieve Rabobank UA/NY 3.743% 1/14/2028  | 500000 | 496539 |
| Cooperatieve Rabobank UA/NY 4.16% 1/14/2031  | 750000 | 739473 |
| Cooperatieve Rabobank UA/NY 5.041% 3/5/2027 (e) | 300000 | 302375 |
| ING Groep NV 2.727% 4/1/2032 (c) | 200000 | 180977 |
| ING Groep NV 5.066% 3/25/2031 (c) | 450000 | 453808 |
| TOTAL FINANCIALS |  | 2173172 |
| Information Technology - 0.0% |  |  |
| Semiconductors & Semiconductor Equipment - 0.0% |  |  |
| NXP BV / NXP Funding LLC / NXP USA Inc 2.65% 2/15/2032  | 270000 | 238154 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5% 1/15/2033  | 90000 | 89571 |
| NXP BV / NXP Funding LLC / NXP USA Inc 5.25% 8/19/2035  | 20000 | 19939 |
| TOTAL INFORMATION TECHNOLOGY |  | 347664 |
| TOTAL NETHERLANDS |  | 2520836 |
| NORWAY - 0.1%  |  |  |
| Energy - 0.1% |  |  |
| Oil, Gas & Consumable Fuels - 0.1% |  |  |
| Equinor ASA 3.125% 4/6/2030  | 357000 | 341438 |
| Equinor ASA 3.25% 11/18/2049  | 160000 | 110034 |
| Equinor ASA 3.625% 9/10/2028  | 120000 | 118899 |
| Equinor ASA 4.75% 11/14/2035  | 70000 | 68923 |
| TOTAL NORWAY |  | 639294 |
| SPAIN - 0.2%  |  |  |
| Communication Services - 0.0% |  |  |
| Diversified Telecommunication Services - 0.0% |  |  |
| Telefonica Emisiones SA 4.103% 3/8/2027  | 150000 | 149376 |
| Telefonica Emisiones SA 5.213% 3/8/2047  | 250000 | 217085 |
| Telefonica Emisiones SA 7.045% 6/20/2036  | 60000 | 66178 |
| TOTAL COMMUNICATION SERVICES |  | 432639 |
| Financials - 0.2% |  |  |
| Banks - 0.2% |  |  |
| Banco Bilbao Vizcaya Argentaria SA 4.6% 3/3/2029  | 600000 | 593012 |
| Banco Bilbao Vizcaya Argentaria SA 6.138% 9/14/2028 (c) | 200000 | 204530 |
| Banco Santander SA 2.749% 12/3/2030  | 200000 | 179150 |
| Banco Santander SA 2.958% 3/25/2031  | 200000 | 183386 |
| Banco Santander SA 5.127% 11/6/2035  | 200000 | 194976 |
| Banco Santander SA 5.538% 3/14/2030 (c) | 400000 | 409558 |
| Banco Santander SA 5.565% 1/17/2030  | 200000 | 204942 |
| Banco Santander SA 6.607% 11/7/2028  | 200000 | 210202 |
| TOTAL FINANCIALS |  | 2179756 |
| TOTAL SPAIN |  | 2612395 |
| SWEDEN - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Financial Services - 0.1% |  |  |
| Svensk Exportkredit AB 2.25% 3/22/2027  | 400000 | 393697 |
| Svensk Exportkredit AB 3.625% 3/12/2029  | 400000 | 396996 |
| TOTAL SWEDEN |  | 790693 |
| SWITZERLAND - 0.1%  |  |  |
| Financials - 0.1% |  |  |
| Capital Markets - 0.1% |  |  |
| UBS AG/Stamford CT 4.864% 1/10/2028 (c) | 380000 | 381502 |
| Financial Services - 0.0% |  |  |
| UBS Americas Inc 7.125% 7/15/2032  | 130000 | 145223 |
| TOTAL FINANCIALS |  | 526725 |
| Information Technology - 0.0% |  |  |
| Electronic Equipment, Instruments & Components - 0.0% |  |  |
| Tyco Electronics Group SA 4.625% 2/1/2030  | 120000 | 121147 |
| Tyco Electronics Group SA 4.875% 2/9/2036  | 80000 | 78956 |
| TOTAL INFORMATION TECHNOLOGY |  | 200103 |
| TOTAL SWITZERLAND |  | 726828 |
| UNITED KINGDOM - 1.0%  |  |  |
| Communication Services - 0.0% |  |  |
| Media - 0.0% |  |  |
| RELX Capital Inc 3% 5/22/2030  | 10000 | 9411 |
| RELX Capital Inc 4% 3/18/2029  | 130000 | 128697 |
| RELX Capital Inc 5.25% 3/27/2035  | 40000 | 40470 |
|  |  | 178578 |
| Wireless Telecommunication Services - 0.0% |  |  |
| Vodafone Group PLC 5.25% 5/30/2048  | 170000 | 153090 |
| Vodafone Group PLC 5.875% 6/28/2064  | 150000 | 142393 |
| Vodafone Group PLC 6.15% 2/27/2037  | 139000 | 148814 |
|  |  | 444297 |
| TOTAL COMMUNICATION SERVICES |  | 622875 |
| Consumer Staples - 0.2% |  |  |
| Beverages - 0.0% |  |  |
| Diageo Capital PLC 2% 4/29/2030  | 200000 | 181226 |
| Diageo Investment Corp 5.625% 4/15/2035 (e) | 200000 | 207168 |
|  |  | 388394 |
| Food Products - 0.0% |  |  |
| Unilever Capital Corp 1.375% 9/14/2030  | 135000 | 119454 |
| Unilever Capital Corp 5.9% 11/15/2032  | 140000 | 151533 |
|  |  | 270987 |
| Tobacco - 0.2% |  |  |
| BAT Capital Corp 2.259% 3/25/2028  | 100000 | 95980 |
| BAT Capital Corp 3.557% 8/15/2027  | 130000 | 128573 |
| BAT Capital Corp 4.39% 8/15/2037  | 621000 | 564203 |
| BAT Capital Corp 4.54% 8/15/2047  | 213000 | 172942 |
| BAT Capital Corp 4.625% 3/22/2033  | 200000 | 195717 |
| BAT Capital Corp 6.343% 8/2/2030  | 40000 | 42699 |
|  |  | 1200114 |
| TOTAL CONSUMER STAPLES |  | 1859495 |
| Financials - 0.7% |  |  |
| Banks - 0.7% |  |  |
| Barclays PLC 2.279% 11/24/2027 (c) | 400000 | 393958 |
| Barclays PLC 2.894% 11/24/2032 (c) | 730000 | 652234 |
| Barclays PLC 5.088% 6/20/2030 (c) | 726000 | 728340 |
| Barclays PLC 5.207% 2/24/2037 (c) | 200000 | 193557 |
| Barclays PLC 5.367% 2/25/2031 (c) | 200000 | 203473 |
| Barclays PLC 5.501% 8/9/2028 (c) | 220000 | 222516 |
| Barclays PLC 5.785% 2/25/2036 (c) | 200000 | 202226 |
| HSBC Holdings PLC 2.848% 6/4/2031 (c) | 380000 | 351177 |
| HSBC Holdings PLC 2.871% 11/22/2032 (c) | 200000 | 178952 |
| HSBC Holdings PLC 4.619% 11/6/2031 (c) | 200000 | 197222 |
| HSBC Holdings PLC 5.13% 3/3/2031 (c) | 300000 | 303390 |
| HSBC Holdings PLC 5.24% 5/13/2031 (c) | 200000 | 202817 |
| HSBC Holdings PLC 5.279% 3/10/2037 (c) | 200000 | 196408 |
| HSBC Holdings PLC 5.402% 8/11/2033 (c) | 250000 | 253903 |
| HSBC Holdings PLC 5.597% 5/17/2028 (c) | 290000 | 293258 |
| HSBC Holdings PLC 6.1% 1/14/2042  | 190000 | 201270 |
| HSBC Holdings PLC 6.254% 3/9/2034 (c) | 210000 | 222526 |
| HSBC Holdings PLC 6.8% 6/1/2038  | 449000 | 483314 |
| HSBC Holdings PLC 7.39% 11/3/2028 (c) | 220000 | 229322 |
| HSBC Holdings PLC 8.113% 11/3/2033 (c) | 200000 | 228975 |
| Lloyds Banking Group PLC 4.241% 2/10/2030 (c) | 330000 | 326446 |
| Lloyds Banking Group PLC 4.425% 11/4/2031 (c) | 250000 | 246485 |
| Lloyds Banking Group PLC 5.087% 11/26/2028 (c) | 200000 | 201824 |
| Lloyds Banking Group PLC 5.721% 6/5/2030 (c) | 500000 | 516328 |
| Lloyds Banking Group PLC 6.068% 6/13/2036 (c) | 200000 | 203268 |
| NatWest Group PLC 3.073% 5/22/2028 (c) | 290000 | 285341 |
| NatWest Group PLC 5.583% 3/1/2028 (c) | 300000 | 302964 |
| NatWest Group PLC 5.808% 9/13/2029 (c) | 260000 | 267515 |
| Santander UK Group Holdings PLC 4.32% 9/22/2029 (c) | 300000 | 297186 |
| Santander UK Group Holdings PLC 6.534% 1/10/2029 (c) | 200000 | 206361 |
| TOTAL FINANCIALS |  | 8792556 |
| Health Care - 0.1% |  |  |
| Pharmaceuticals - 0.1% |  |  |
| Astrazeneca Finance LLC 2.25% 5/28/2031  | 440000 | 395966 |
| Astrazeneca Finance LLC 4.875% 3/3/2033  | 110000 | 111919 |
| Astrazeneca Finance LLC 5% 2/26/2034  | 300000 | 304410 |
| Astrazeneca PLC 4.375% 11/16/2045  | 45000 | 38867 |
| Astrazeneca PLC 4.375% 8/17/2048  | 50000 | 42533 |
| TOTAL HEALTH CARE |  | 893695 |
| Utilities - 0.0% |  |  |
| Multi-Utilities - 0.0% |  |  |
| National Grid PLC 5.809% 6/12/2033  | 70000 | 73016 |
| TOTAL UNITED KINGDOM |  | 12241637 |
| UNITED STATES - 22.9%  |  |  |
| Communication Services - 1.8% |  |  |
| Diversified Telecommunication Services - 0.8% |  |  |
| AT&T Inc 1.65% 2/1/2028  | 200000 | 190575 |
| AT&T Inc 2.25% 2/1/2032  | 50000 | 43681 |
| AT&T Inc 2.75% 6/1/2031  | 300000 | 274330 |
| AT&T Inc 3.3% 2/1/2052  | 50000 | 31658 |
| AT&T Inc 3.5% 6/1/2041  | 1000000 | 775679 |
| AT&T Inc 3.5% 9/15/2053  | 347000 | 227541 |
| AT&T Inc 3.55% 9/15/2055  | 340000 | 221123 |
| AT&T Inc 3.65% 6/1/2051  | 280000 | 192229 |
| AT&T Inc 3.65% 9/15/2059  | 257000 | 166531 |
| AT&T Inc 3.8% 2/15/2027  | 43000 | 42885 |
| AT&T Inc 3.85% 6/1/2060  | 250000 | 168202 |
| AT&T Inc 4.1% 2/15/2028  | 143000 | 142297 |
| AT&T Inc 4.3% 2/15/2030  | 180000 | 178858 |
| AT&T Inc 4.35% 3/1/2029  | 400000 | 400358 |
| AT&T Inc 4.4% 4/30/2031  | 70000 | 69294 |
| AT&T Inc 4.65% 6/1/2044  | 40000 | 33899 |
| AT&T Inc 4.9% 11/1/2035  | 250000 | 243888 |
| AT&T Inc 5.85% 4/30/2046  | 180000 | 175405 |
| AT&T Inc 6% 4/30/2056  | 20000 | 19568 |
| Comcast Corp 1.95% 1/15/2031 (e) | 800000 | 709723 |
| Comcast Corp 2.35% 1/15/2027  | 260000 | 256280 |
| Comcast Corp 2.45% 8/15/2052  | 135000 | 70306 |
| Comcast Corp 2.65% 2/1/2030  | 230000 | 215394 |
| Comcast Corp 2.8% 1/15/2051  | 180000 | 102969 |
| Comcast Corp 2.887% 11/1/2051  | 179000 | 103474 |
| Comcast Corp 2.937% 11/1/2056  | 385000 | 213277 |
| Comcast Corp 2.987% 11/1/2063  | 305000 | 161496 |
| Comcast Corp 3.4% 4/1/2030  | 247000 | 237130 |
| Comcast Corp 3.75% 4/1/2040  | 31000 | 25132 |
| Comcast Corp 3.9% 3/1/2038  | 50000 | 42940 |
| Comcast Corp 3.969% 11/1/2047  | 350000 | 257549 |
| Comcast Corp 4.049% 11/1/2052  | 146000 | 104597 |
| Comcast Corp 5.168% 1/15/2037 (d) | 187000 | 182090 |
| Comcast Corp 5.3% 5/15/2035 (e) | 150000 | 152722 |
| Comcast Corp 5.35% 5/15/2053  | 110000 | 97258 |
| Comcast Corp 5.5% 5/15/2064  | 20000 | 17712 |
| Sprint Capital Corp 8.75% 3/15/2032  | 120000 | 142688 |
| Verizon Communications Inc 1.5% 9/18/2030  | 270000 | 236886 |
| Verizon Communications Inc 2.1% 3/22/2028  | 540000 | 518505 |
| Verizon Communications Inc 2.355% 3/15/2032  | 9000 | 7855 |
| Verizon Communications Inc 2.65% 11/20/2040  | 60000 | 42115 |
| Verizon Communications Inc 2.987% 10/30/2056  | 227000 | 133209 |
| Verizon Communications Inc 3% 11/20/2060  | 230000 | 132227 |
| Verizon Communications Inc 3.55% 3/22/2051  | 500000 | 348837 |
| Verizon Communications Inc 3.875% 2/8/2029  | 210000 | 207992 |
| Verizon Communications Inc 4% 3/22/2050  | 114000 | 86080 |
| Verizon Communications Inc 4.016% 12/3/2029  | 200000 | 197260 |
| Verizon Communications Inc 4.125% 8/15/2046  | 54000 | 42954 |
| Verizon Communications Inc 4.272% 1/15/2036  | 276000 | 255231 |
| Verizon Communications Inc 4.75% 1/15/2033  | 70000 | 69135 |
| Verizon Communications Inc 5% 1/15/2036  | 120000 | 117515 |
| Verizon Communications Inc 5.012% 8/21/2054  | 38000 | 32943 |
| Verizon Communications Inc 5.401% 7/2/2037  | 815000 | 812028 |
| Verizon Communications Inc 5.875% 11/30/2045  | 140000 | 136332 |
| Verizon Communications Inc 5.875% 11/30/2055  | 80000 | 77814 |
|  |  | 10145656 |
| Entertainment - 0.2% |  |  |
| Netflix Inc 4.9% 8/15/2034  | 230000 | 231788 |
| Walt Disney Co/The 2% 9/1/2029  | 50000 | 46583 |
| Walt Disney Co/The 2.65% 1/13/2031  | 1270000 | 1178609 |
| Walt Disney Co/The 2.75% 9/1/2049  | 100000 | 61987 |
| Walt Disney Co/The 3.5% 5/13/2040  | 30000 | 24553 |
| Walt Disney Co/The 3.6% 1/13/2051  | 190000 | 137528 |
| Walt Disney Co/The 3.8% 3/22/2030 (e) | 110000 | 107940 |
| Walt Disney Co/The 3.8% 5/13/2060  | 120000 | 85560 |
| Walt Disney Co/The 4% 3/14/2031 (e) | 100000 | 98458 |
| Walt Disney Co/The 4.7% 3/23/2050  | 100000 | 87159 |
|  |  | 2060165 |
| Interactive Media & Services - 0.5% |  |  |
| Alphabet Inc 1.1% 8/15/2030  | 200000 | 175868 |
| Alphabet Inc 1.9% 8/15/2040  | 264000 | 176155 |
| Alphabet Inc 2.05% 8/15/2050  | 170000 | 91203 |
| Alphabet Inc 3.7% 2/15/2029  | 200000 | 198281 |
| Alphabet Inc 3.875% 11/15/2028  | 380000 | 378768 |
| Alphabet Inc 4% 5/15/2030  | 30000 | 29776 |
| Alphabet Inc 4.1% 11/15/2030  | 120000 | 119182 |
| Alphabet Inc 4.1% 2/15/2031  | 250000 | 248263 |
| Alphabet Inc 4.5% 5/15/2035  | 10000 | 9836 |
| Alphabet Inc 4.7% 11/15/2035  | 30000 | 29638 |
| Alphabet Inc 4.8% 2/15/2036  | 330000 | 328586 |
| Alphabet Inc 5.25% 5/15/2055  | 10000 | 9442 |
| Alphabet Inc 5.45% 11/15/2055  | 420000 | 406645 |
| Alphabet Inc 5.65% 2/15/2056  | 300000 | 299035 |
| Meta Platforms Inc 3.5% 8/15/2027  | 60000 | 59559 |
| Meta Platforms Inc 3.85% 8/15/2032  | 60000 | 57269 |
| Meta Platforms Inc 4.2% 11/15/2030  | 880000 | 871462 |
| Meta Platforms Inc 4.3% 8/15/2029  | 370000 | 371651 |
| Meta Platforms Inc 4.45% 8/15/2052  | 150000 | 117999 |
| Meta Platforms Inc 4.6% 11/15/2032  | 160000 | 158430 |
| Meta Platforms Inc 4.6% 5/15/2028  | 70000 | 70771 |
| Meta Platforms Inc 4.75% 8/15/2034  | 70000 | 69238 |
| Meta Platforms Inc 4.875% 11/15/2035  | 170000 | 166777 |
| Meta Platforms Inc 4.95% 5/15/2033  | 100000 | 100848 |
| Meta Platforms Inc 5.4% 8/15/2054  | 220000 | 199266 |
| Meta Platforms Inc 5.5% 11/15/2045  | 160000 | 151410 |
| Meta Platforms Inc 5.55% 8/15/2064  | 140000 | 125826 |
| Meta Platforms Inc 5.6% 5/15/2053  | 60000 | 55981 |
| Meta Platforms Inc 5.625% 11/15/2055  | 310000 | 290591 |
| Meta Platforms Inc 5.75% 11/15/2065  | 160000 | 148609 |
|  |  | 5516365 |
| Media - 0.2% |  |  |
| Charter Communications Operating LLC / Charter Communications Operating Capital 2.25% 1/15/2029  | 50000 | 46731 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.5% 6/1/2041  | 120000 | 84149 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.7% 4/1/2051  | 120000 | 74270 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.75% 2/15/2028  | 100000 | 98252 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 3.95% 6/30/2062  | 260000 | 152765 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.2% 3/15/2028  | 48000 | 47581 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 4.8% 3/1/2050  | 100000 | 73936 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.125% 7/1/2049  | 60000 | 46066 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 4/1/2038  | 42000 | 37642 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.375% 5/1/2047  | 190000 | 152891 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 5.85% 12/1/2035 (e) | 110000 | 108195 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.384% 10/23/2035  | 621000 | 630615 |
| Charter Communications Operating LLC / Charter Communications Operating Capital 6.7% 12/1/2055 (e) | 70000 | 66876 |
| Fox Corp 4.709% 1/25/2029  | 34000 | 34088 |
| Fox Corp 5.476% 1/25/2039  | 189000 | 182821 |
| Fox Corp 5.576% 1/25/2049  | 23000 | 21198 |
| Time Warner Cable LLC 5.5% 9/1/2041  | 351000 | 302510 |
| TWDC Enterprises 18 Corp 2.95% 6/15/2027  | 98000 | 96764 |
| TWDC Enterprises 18 Corp 3% 7/30/2046  | 100000 | 68253 |
|  |  | 2325603 |
| Wireless Telecommunication Services - 0.1% |  |  |
| T-Mobile USA Inc 3% 2/15/2041  | 529000 | 386766 |
| T-Mobile USA Inc 3.6% 11/15/2060  | 210000 | 136298 |
| T-Mobile USA Inc 3.75% 4/15/2027  | 80000 | 79505 |
| T-Mobile USA Inc 3.875% 4/15/2030  | 80000 | 77910 |
| T-Mobile USA Inc 4.375% 4/15/2040  | 74000 | 65047 |
| T-Mobile USA Inc 4.5% 4/15/2050  | 80000 | 64592 |
| T-Mobile USA Inc 4.8% 7/15/2028  | 125000 | 126196 |
| T-Mobile USA Inc 5.05% 7/15/2033  | 125000 | 125866 |
| T-Mobile USA Inc 5.2% 1/15/2033  | 605000 | 615827 |
| T-Mobile USA Inc 5.65% 1/15/2053  | 55000 | 52014 |
| T-Mobile USA Inc 5.8% 9/15/2062 (e) | 170000 | 163019 |
| T-Mobile USA Inc 5.85% 2/15/2056  | 100000 | 97048 |
|  |  | 1990088 |
| TOTAL COMMUNICATION SERVICES |  | 22037877 |
| Consumer Discretionary - 1.6% |  |  |
| Automobile Components - 0.0% |  |  |
| Aptiv Swiss Holdings Ltd 3.1% 12/1/2051  | 120000 | 74028 |
| Aptiv Swiss Holdings Ltd 4.65% 9/13/2029  | 400000 | 407794 |
| Lear Corp 5.25% 5/15/2049  | 50000 | 44501 |
|  |  | 526323 |
| Automobiles - 0.3% |  |  |
| American Honda Finance Corp 4.25% 9/1/2028  | 90000 | 89255 |
| American Honda Finance Corp 4.45% 1/8/2031 (e) | 120000 | 117620 |
| American Honda Finance Corp 4.55% 7/9/2027  | 300000 | 300124 |
| American Honda Finance Corp 4.8% 3/5/2030  | 60000 | 59971 |
| American Honda Finance Corp 4.9% 1/10/2034 (e) | 130000 | 126424 |
| American Honda Finance Corp 5.1% 1/8/2036  | 30000 | 28944 |
| American Honda Finance Corp 5.125% 7/7/2028  | 60000 | 60639 |
| American Honda Finance Corp 5.15% 7/9/2032  | 30000 | 30057 |
| American Honda Finance Corp 5.2% 3/5/2035  | 40000 | 39241 |
| American Honda Finance Corp 5.65% 11/15/2028  | 160000 | 163901 |
| Ford Motor Co 3.25% 2/12/2032  | 30000 | 26057 |
| Ford Motor Co 4.75% 1/15/2043  | 130000 | 98199 |
| Ford Motor Co 5.291% 12/8/2046 (e) | 110000 | 86089 |
| Ford Motor Co 6.1% 8/19/2032  | 270000 | 272212 |
| General Motors Co 5.4% 10/15/2029  | 100000 | 102252 |
| General Motors Co 5.4% 4/1/2048  | 40000 | 35027 |
| General Motors Co 5.95% 4/1/2049 (e) | 290000 | 271358 |
| General Motors Co 6.75% 4/1/2046  | 69000 | 71433 |
| General Motors Financial Co Inc 4.6% 1/8/2031  | 100000 | 98557 |
| General Motors Financial Co Inc 5.45% 7/15/2030  | 140000 | 143303 |
| General Motors Financial Co Inc 5.6% 6/18/2031  | 80000 | 81880 |
| General Motors Financial Co Inc 5.65% 1/17/2029  | 250000 | 255698 |
| General Motors Financial Co Inc 5.8% 6/23/2028  | 660000 | 676105 |
| General Motors Financial Co Inc 6.1% 1/7/2034  | 70000 | 72712 |
| General Motors Financial Co Inc 6.4% 1/9/2033  | 100000 | 105964 |
|  |  | 3413022 |
| Broadline Retail - 0.4% |  |  |
| Amazon.com Inc 2.1% 5/12/2031  | 105000 | 94095 |
| Amazon.com Inc 2.5% 6/3/2050  | 110000 | 64214 |
| Amazon.com Inc 2.7% 6/3/2060  | 160000 | 87355 |
| Amazon.com Inc 2.875% 5/12/2041  | 220000 | 162091 |
| Amazon.com Inc 3.1% 5/12/2051  | 105000 | 68615 |
| Amazon.com Inc 3.15% 8/22/2027  | 460000 | 454434 |
| Amazon.com Inc 3.875% 8/22/2037  | 440000 | 396000 |
| Amazon.com Inc 3.9% 11/20/2028  | 850000 | 846367 |
| Amazon.com Inc 4% 3/13/2029  | 100000 | 99495 |
| Amazon.com Inc 4.05% 8/22/2047  | 280000 | 223891 |
| Amazon.com Inc 4.1% 11/20/2030  | 300000 | 296485 |
| Amazon.com Inc 4.25% 3/13/2031  | 100000 | 99263 |
| Amazon.com Inc 4.65% 11/20/2035  | 100000 | 98055 |
| Amazon.com Inc 4.875% 3/13/2036  | 72000 | 71344 |
| Amazon.com Inc 5.45% 11/20/2055  | 280000 | 267475 |
| Amazon.com Inc 5.65% 3/13/2046  | 400000 | 398616 |
| Amazon.com Inc 5.8% 3/13/2056  | 391000 | 390686 |
| eBay Inc 2.6% 5/10/2031  | 60000 | 54146 |
| eBay Inc 2.7% 3/11/2030  | 20000 | 18608 |
| eBay Inc 4% 7/15/2042  | 80000 | 64152 |
| eBay Inc 5.95% 11/22/2027  | 170000 | 173897 |
|  |  | 4429284 |
| Diversified Consumer Services - 0.1% |  |  |
| American University/The 3.672% 4/1/2049  | 130000 | 96383 |
| Cornell University 4.169% 6/15/2030  | 15000 | 14889 |
| Cornell University 4.733% 6/15/2035  | 100000 | 99109 |
| Duke University 2.832% 10/1/2055  | 30000 | 18510 |
| George Washington University/The 4.126% 9/15/2048  | 100000 | 80185 |
| Massachusetts Institute of Technology 2.989% 7/1/2050  | 250000 | 165527 |
| Massachusetts Institute of Technology 3.067% 4/1/2052  | 200000 | 133686 |
| Northwestern University 3.662% 12/1/2057  | 100000 | 71943 |
| President and Fellows of Harvard College 2.517% 10/15/2050  | 130000 | 78245 |
| President and Fellows of Harvard College 5.259% 3/15/2036  | 160000 | 165465 |
| Trustees of Columbia University in the City of New York/The 4.355% 10/1/2035  | 50000 | 48399 |
| Trustees of Princeton University/The 5.7% 3/1/2039  | 100000 | 106169 |
| University of Chicago/The 3% 10/1/2052  | 100000 | 66775 |
| University of Southern California 2.945% 10/1/2051  | 240000 | 153925 |
|  |  | 1299210 |
| Hotels, Restaurants & Leisure - 0.3% |  |  |
| Expedia Group Inc 3.8% 2/15/2028  | 50000 | 49323 |
| Expedia Group Inc 4.625% 8/1/2027  | 130000 | 130107 |
| Las Vegas Sands Corp 5.625% 6/15/2028  | 260000 | 263386 |
| Marriott International Inc/MD 3.125% 6/15/2026  | 390000 | 389006 |
| Marriott International Inc/MD 4.875% 5/15/2029  | 300000 | 303406 |
| Marriott International Inc/MD 5.25% 10/15/2035  | 80000 | 79575 |
| Marriott International Inc/MD 5.35% 3/15/2035  | 100000 | 100651 |
| Marriott International Inc/MD 5.5% 4/15/2037  | 80000 | 79650 |
| McDonald's Corp 2.125% 3/1/2030  | 400000 | 367386 |
| McDonald's Corp 2.625% 9/1/2029 (e) | 150000 | 142195 |
| McDonald's Corp 3.5% 7/1/2027  | 91000 | 90188 |
| McDonald's Corp 3.6% 7/1/2030 (e) | 340000 | 330352 |
| McDonald's Corp 3.625% 5/1/2043  | 20000 | 15351 |
| McDonald's Corp 3.625% 9/1/2049  | 100000 | 71972 |
| McDonald's Corp 3.8% 4/1/2028  | 84000 | 83405 |
| McDonald's Corp 4.2% 4/1/2050  | 80000 | 63052 |
| McDonald's Corp 4.7% 12/9/2035  | 109000 | 106772 |
| McDonald's Corp 5% 2/13/2036  | 170000 | 169279 |
| McDonald's Corp 5.15% 9/9/2052  | 50000 | 45175 |
| Starbucks Corp 2.55% 11/15/2030  | 597000 | 546074 |
| Starbucks Corp 4.5% 11/15/2048  | 70000 | 57750 |
| Starbucks Corp 5.4% 5/15/2035  | 90000 | 92021 |
|  |  | 3576076 |
| Household Durables - 0.0% |  |  |
| DR Horton Inc 5% 10/15/2034  | 50000 | 49341 |
| DR Horton Inc 5.5% 10/15/2035  | 30000 | 30441 |
| Toll Brothers Finance Corp 4.35% 2/15/2028  | 60000 | 59743 |
|  |  | 139525 |
| Leisure Products - 0.0% |  |  |
| Brunswick Corp/DE 4.4% 9/15/2032  | 70000 | 65858 |
| Hasbro Inc 3.55% 11/19/2026  | 190000 | 189062 |
| Hasbro Inc 3.9% 11/19/2029  | 30000 | 29279 |
| Hasbro Inc 6.05% 5/14/2034  | 100000 | 104231 |
|  |  | 388430 |
| Specialty Retail - 0.4% |  |  |
| AutoNation Inc 1.95% 8/1/2028 (e) | 100000 | 94044 |
| AutoNation Inc 4.45% 1/15/2029  | 200000 | 198337 |
| AutoZone Inc 4% 4/15/2030  | 150000 | 146389 |
| AutoZone Inc 4.75% 2/1/2033  | 40000 | 39389 |
| AutoZone Inc 5.1% 7/15/2029  | 10000 | 10164 |
| AutoZone Inc 5.165% 6/15/2030  | 50000 | 50860 |
| AutoZone Inc 5.4% 7/15/2034  | 10000 | 10153 |
| Home Depot Inc/The 2.7% 4/15/2030  | 146000 | 137352 |
| Home Depot Inc/The 2.8% 9/14/2027  | 84000 | 82559 |
| Home Depot Inc/The 2.95% 6/15/2029  | 686000 | 660002 |
| Home Depot Inc/The 3.125% 12/15/2049  | 20000 | 13251 |
| Home Depot Inc/The 3.35% 4/15/2050  | 100000 | 69018 |
| Home Depot Inc/The 3.5% 9/15/2056  | 50000 | 34113 |
| Home Depot Inc/The 3.9% 6/15/2047  | 29000 | 22422 |
| Home Depot Inc/The 4.25% 4/1/2046  | 104000 | 85976 |
| Home Depot Inc/The 4.5% 12/6/2048  | 90000 | 75555 |
| Home Depot Inc/The 4.65% 9/15/2035  | 120000 | 116994 |
| Home Depot Inc/The 4.95% 6/25/2034  | 200000 | 201448 |
| Home Depot Inc/The 5.3% 6/25/2054  | 250000 | 233675 |
| Home Depot Inc/The 5.875% 12/16/2036  | 110000 | 117100 |
| Lowe's Cos Inc 3.5% 4/1/2051  | 300000 | 203711 |
| Lowe's Cos Inc 3.65% 4/5/2029  | 80000 | 78255 |
| Lowe's Cos Inc 3.95% 10/15/2027  | 450000 | 448451 |
| Lowe's Cos Inc 4.05% 5/3/2047  | 53000 | 40648 |
| Lowe's Cos Inc 4.25% 3/15/2031  | 30000 | 29443 |
| Lowe's Cos Inc 4.85% 10/15/2035 (e) | 130000 | 126598 |
| Lowe's Cos Inc 5% 4/15/2033  | 470000 | 472449 |
| Lowe's Cos Inc 5.75% 7/1/2053  | 30000 | 28911 |
| Lowe's Cos Inc 5.85% 4/1/2063  | 110000 | 105294 |
| O'Reilly Automotive Inc 3.6% 9/1/2027 (e) | 260000 | 257310 |
| O'Reilly Automotive Inc 5.1% 3/12/2036  | 100000 | 98691 |
| TJX Cos Inc/The 3.875% 4/15/2030  | 687000 | 674902 |
|  |  | 4963464 |
| Textiles, Apparel & Luxury Goods - 0.1% |  |  |
| NIKE Inc 2.85% 3/27/2030  | 570000 | 538358 |
| NIKE Inc 3.375% 3/27/2050  | 40000 | 27820 |
| Tapestry Inc 5.1% 3/11/2030  | 50000 | 50519 |
| Tapestry Inc 5.5% 3/11/2035  | 50000 | 50086 |
|  |  | 666783 |
| TOTAL CONSUMER DISCRETIONARY |  | 19402117 |
| Consumer Staples - 1.3% |  |  |
| Beverages - 0.2% |  |  |
| Coca-Cola Co/The 1.45% 6/1/2027  | 30000 | 29144 |
| Coca-Cola Co/The 1.65% 6/1/2030  | 30000 | 27119 |
| Coca-Cola Co/The 2.25% 1/5/2032 (e) | 240000 | 214853 |
| Coca-Cola Co/The 2.5% 6/1/2040  | 30000 | 21924 |
| Coca-Cola Co/The 2.6% 6/1/2050  | 30000 | 18228 |
| Coca-Cola Co/The 2.75% 6/1/2060  | 30000 | 17184 |
| Coca-Cola Co/The 2.875% 5/5/2041  | 150000 | 113170 |
| Coca-Cola Co/The 3.45% 3/25/2030  | 186000 | 181120 |
| Coca-Cola Co/The 4.2% 3/25/2050  | 150000 | 123203 |
| Coca-Cola Co/The 5% 5/13/2034  | 50000 | 51504 |
| Coca-Cola Co/The 5.2% 1/14/2055  | 160000 | 151512 |
| Constellation Brands Inc 3.6% 2/15/2028  | 63000 | 62088 |
| Constellation Brands Inc 3.75% 5/1/2050  | 90000 | 64853 |
| Constellation Brands Inc 4.95% 11/1/2035  | 40000 | 38613 |
| Constellation Brands Inc 5.25% 11/15/2048  | 50000 | 44937 |
| Keurig Dr Pepper Inc 2.55% 9/15/2026  | 50000 | 49541 |
| Keurig Dr Pepper Inc 3.8% 5/1/2050  | 190000 | 132382 |
| Keurig Dr Pepper Inc 4.6% 5/15/2030  | 50000 | 49480 |
| Keurig Dr Pepper Inc 5.085% 5/25/2048  | 20000 | 17172 |
| Keurig Dr Pepper Inc 5.15% 5/15/2035  | 50000 | 48732 |
| Molson Coors Beverage Co 4.2% 7/15/2046  | 142000 | 110894 |
| PepsiCo Inc 1.4% 2/25/2031 (e) | 440000 | 383865 |
| PepsiCo Inc 1.625% 5/1/2030  | 267000 | 240445 |
| PepsiCo Inc 2.75% 10/21/2051  | 90000 | 55232 |
| PepsiCo Inc 4% 3/5/2042  | 190000 | 160778 |
| PepsiCo Inc 4% 5/2/2047  | 116000 | 93070 |
| PepsiCo Inc 5% 7/23/2035  | 130000 | 131557 |
| PepsiCo Inc 5.25% 7/17/2054  | 70000 | 67309 |
| Pepsico Singapore Financing I Pte Ltd 4.7% 2/16/2034  | 50000 | 49733 |
|  |  | 2749642 |
| Consumer Staples Distribution & Retail - 0.3% |  |  |
| Costco Wholesale Corp 1.375% 6/20/2027  | 395000 | 383185 |
| Dollar General Corp 3.5% 4/3/2030  | 40000 | 38086 |
| Dollar General Corp 5% 11/1/2032  | 110000 | 109304 |
| Dollar General Corp 5.45% 7/5/2033  | 40000 | 40466 |
| Kroger Co/The 1.7% 1/15/2031  | 400000 | 349507 |
| Kroger Co/The 2.65% 10/15/2026  | 230000 | 227917 |
| Kroger Co/The 3.7% 8/1/2027  | 100000 | 99171 |
| Kroger Co/The 5.4% 1/15/2049  | 28000 | 26039 |
| Kroger Co/The 5.5% 9/15/2054  | 120000 | 111441 |
| Kroger Co/The 5.65% 9/15/2064  | 90000 | 83447 |
| Sysco Corp 3.3% 2/15/2050  | 50000 | 32409 |
| Sysco Corp 4.45% 3/15/2048  | 52000 | 41037 |
| Sysco Corp 6.6% 4/1/2050  | 220000 | 227324 |
| Target Corp 2.65% 9/15/2030  | 77000 | 71566 |
| Target Corp 2.95% 1/15/2052  | 100000 | 62896 |
| Target Corp 3.375% 4/15/2029  | 70000 | 68423 |
| Target Corp 3.9% 11/15/2047  | 40000 | 31152 |
| Target Corp 4% 7/1/2042  | 15000 | 12423 |
| Target Corp 4.35% 6/15/2028  | 100000 | 100465 |
| Target Corp 5% 4/15/2035 (e) | 80000 | 80317 |
| Target Corp 5.25% 2/15/2036  | 140000 | 141643 |
| Walmart Inc 1.8% 9/22/2031  | 80000 | 70872 |
| Walmart Inc 3.625% 12/15/2047  | 20000 | 15393 |
| Walmart Inc 3.7% 6/26/2028  | 170000 | 169111 |
| Walmart Inc 3.9% 4/15/2028  | 250000 | 249799 |
| Walmart Inc 3.95% 6/28/2038  | 150000 | 138492 |
| Walmart Inc 4.05% 6/29/2048  | 80000 | 65281 |
| Walmart Inc 4.1% 4/15/2033  | 350000 | 344612 |
| Walmart Inc 4.5% 4/15/2053 (e) | 70000 | 60577 |
| Walmart Inc 4.9% 4/28/2035 (e) | 360000 | 365032 |
|  |  | 3817387 |
| Food Products - 0.5% |  |  |
| Archer-Daniels-Midland Co 2.5% 8/11/2026  | 450000 | 447390 |
| Archer-Daniels-Midland Co 2.9% 3/1/2032  | 230000 | 209828 |
| Archer-Daniels-Midland Co 4.5% 8/15/2033  | 100000 | 98733 |
| Bunge Ltd Finance Corp 4.2% 9/17/2029 (e) | 60000 | 59433 |
| Bunge Ltd Finance Corp 4.65% 9/17/2034  | 60000 | 58089 |
| Bunge Ltd Finance Corp 4.8% 3/19/2033  | 50000 | 49354 |
| Bunge Ltd Finance Corp 5.15% 3/19/2036  | 50000 | 49321 |
| Campbell's Company/The 4.15% 3/15/2028  | 80000 | 79032 |
| Campbell's Company/The 4.75% 3/23/2035  | 100000 | 92063 |
| Campbell's Company/The 4.8% 3/15/2048  | 60000 | 47393 |
| Campbell's Company/The 5.4% 3/21/2034  | 40000 | 38821 |
| Conagra Brands Inc 4.85% 11/1/2028 (e) | 190000 | 190188 |
| Conagra Brands Inc 5% 8/1/2030  | 100000 | 99810 |
| Conagra Brands Inc 5.3% 11/1/2038  | 13000 | 12090 |
| Conagra Brands Inc 5.4% 11/1/2048  | 60000 | 50990 |
| Conagra Brands Inc 5.75% 8/1/2035  | 30000 | 30076 |
| General Mills Inc 2.875% 4/15/2030  | 40000 | 37313 |
| General Mills Inc 3% 2/1/2051  | 80000 | 49107 |
| General Mills Inc 4.2% 4/17/2028  | 89000 | 88536 |
| General Mills Inc 4.7% 4/17/2048  | 20000 | 16733 |
| General Mills Inc 4.875% 1/30/2030  | 150000 | 150997 |
| Hormel Foods Corp 3.05% 6/3/2051  | 40000 | 25453 |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings 3% 5/15/2032  | 100000 | 88864 |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings 5.5% 1/15/2036  | 200000 | 200092 |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings 5.75% 4/1/2033  | 330000 | 340639 |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings 6.25% 3/1/2056  | 50000 | 49015 |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings 6.375% 2/25/2055  | 40000 | 39862 |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings 6.4% 5/10/2057 (b)(d) | 75000 | 74861 |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings 6.75% 3/15/2034  | 80000 | 87988 |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings 7.25% 11/15/2053  | 60000 | 66011 |
| JM Smucker Co 4.375% 3/15/2045  | 20000 | 16304 |
| JM Smucker Co 6.2% 11/15/2033 (e) | 270000 | 286086 |
| Kellanova 3.25% 4/1/2026  | 200000 | 200000 |
| Kellanova 4.5% 4/1/2046  | 32000 | 27170 |
| Kraft Heinz Foods Co 3.75% 4/1/2030  | 220000 | 212943 |
| Kraft Heinz Foods Co 4.375% 6/1/2046  | 140000 | 109458 |
| Kraft Heinz Foods Co 4.625% 10/1/2039  | 100000 | 88163 |
| Kraft Heinz Foods Co 5% 7/15/2035  | 150000 | 145708 |
| Kraft Heinz Foods Co 5.2% 3/15/2032  | 130000 | 131336 |
| Kraft Heinz Foods Co 5.2% 7/15/2045  | 100000 | 87280 |
| Kraft Heinz Foods Co 5.4% 3/15/2035  | 30000 | 29945 |
| McCormick & Co Inc/MD 2.5% 4/15/2030  | 110000 | 101345 |
| Mondelez International Inc 4.125% 5/7/2028  | 270000 | 268608 |
| Pilgrim's Pride Corp 3.5% 3/1/2032  | 100000 | 90774 |
| Tyson Foods Inc 4.875% 8/15/2034  | 70000 | 68844 |
| Tyson Foods Inc 5.1% 9/28/2048  | 120000 | 107983 |
| Tyson Foods Inc 5.4% 3/15/2029  | 290000 | 297576 |
|  |  | 5197605 |
| Household Products - 0.1% |  |  |
| Church & Dwight Co Inc 5% 6/15/2052  | 40000 | 35836 |
| Colgate-Palmolive Co 3.1% 8/15/2027 (e) | 430000 | 425328 |
| Kimberly-Clark Corp 1.05% 9/15/2027  | 110000 | 105354 |
| Kimberly-Clark Corp 3.1% 3/26/2030  | 22000 | 20975 |
| Kimberly-Clark Corp 6.625% 8/1/2037  | 40000 | 45252 |
| Procter & Gamble Co/The 3% 3/25/2030  | 105000 | 100497 |
| Procter & Gamble Co/The 3.55% 3/25/2040  | 160000 | 136274 |
| Procter & Gamble Co/The 4.1% 11/3/2032 (e) | 200000 | 196773 |
|  |  | 1066289 |
| Personal Care Products - 0.0% |  |  |
| Estee Lauder Cos Inc/The 1.95% 3/15/2031  | 200000 | 176370 |
| Estee Lauder Cos Inc/The 4.375% 6/15/2045  | 100000 | 81617 |
| Kenvue Inc 4.85% 5/22/2032  | 110000 | 111172 |
| Kenvue Inc 4.9% 3/22/2033  | 65000 | 65523 |
| Kenvue Inc 5.05% 3/22/2028 (e) | 65000 | 65992 |
| Kenvue Inc 5.05% 3/22/2053  | 65000 | 58774 |
| Kenvue Inc 5.2% 3/22/2063  | 50000 | 44780 |
|  |  | 604228 |
| Tobacco - 0.2% |  |  |
| Altria Group Inc 2.625% 9/16/2026  | 110000 | 109259 |
| Altria Group Inc 3.4% 5/6/2030  | 300000 | 286686 |
| Altria Group Inc 3.7% 2/4/2051  | 110000 | 75719 |
| Altria Group Inc 3.875% 9/16/2046  | 38000 | 27833 |
| Altria Group Inc 4.45% 5/6/2050  | 80000 | 62506 |
| Altria Group Inc 4.8% 2/14/2029  | 120000 | 120970 |
| Altria Group Inc 5.625% 2/6/2035  | 150000 | 153635 |
| Altria Group Inc 5.8% 2/14/2039  | 160000 | 160632 |
| Altria Group Inc 5.95% 2/14/2049  | 30000 | 29086 |
| Altria Group Inc 6.2% 11/1/2028  | 70000 | 73009 |
| Philip Morris International Inc 3.125% 3/2/2028  | 54000 | 52893 |
| Philip Morris International Inc 3.875% 10/27/2028  | 200000 | 198306 |
| Philip Morris International Inc 4% 10/29/2030  | 400000 | 391525 |
| Philip Morris International Inc 4.375% 11/15/2041  | 265000 | 230051 |
| Philip Morris International Inc 4.625% 11/1/2029  | 30000 | 30264 |
| Philip Morris International Inc 4.875% 2/15/2028  | 30000 | 30307 |
| Philip Morris International Inc 4.9% 11/1/2034  | 30000 | 29839 |
| Philip Morris International Inc 5.125% 2/15/2030  | 190000 | 193865 |
| Philip Morris International Inc 5.375% 2/15/2033  | 100000 | 102774 |
| Philip Morris International Inc 6.375% 5/16/2038  | 100000 | 109001 |
|  |  | 2468160 |
| TOTAL CONSUMER STAPLES |  | 15903311 |
| Energy - 1.5% |  |  |
| Energy Equipment & Services - 0.0% |  |  |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc 4.08% 12/15/2047  | 172000 | 135077 |
| Halliburton Co 2.92% 3/1/2030  | 60000 | 56555 |
| Halliburton Co 4.5% 11/15/2041  | 200000 | 172970 |
| Halliburton Co 4.85% 11/15/2035  | 170000 | 165322 |
| NOV Inc 3.6% 12/1/2029  | 110000 | 106224 |
|  |  | 636148 |
| Oil, Gas & Consumable Fuels - 1.5% |  |  |
| APA Corp 5.25% 2/1/2042  | 43000 | 36716 |
| APA Corp 6.75% 2/15/2055  | 20000 | 20041 |
| Cheniere Corpus Christi Holdings LLC 3.7% 11/15/2029  | 70000 | 68009 |
| Cheniere Energy Partners LP 4.5% 10/1/2029  | 150000 | 149344 |
| Chevron Corp 1.995% 5/11/2027  | 80000 | 78304 |
| Chevron Corp 2.236% 5/11/2030  | 80000 | 73860 |
| Chevron Corp 2.978% 5/11/2040  | 80000 | 60808 |
| Chevron Corp 3.078% 5/11/2050  | 80000 | 53888 |
| Chevron USA Inc 3.85% 1/15/2028  | 55000 | 54822 |
| Chevron USA Inc 4.05% 8/13/2028 (e) | 430000 | 430522 |
| Chevron USA Inc 4.95% 8/15/2047  | 30000 | 28259 |
| Columbia Pipeline Group Inc 5.8% 6/1/2045  | 20000 | 19502 |
| ConocoPhillips 6.5% 2/1/2039  | 260000 | 287017 |
| ConocoPhillips Co 4.7% 1/15/2030  | 160000 | 161418 |
| ConocoPhillips Co 5% 1/15/2035  | 110000 | 110388 |
| ConocoPhillips Co 5.5% 1/15/2055  | 150000 | 143295 |
| ConocoPhillips Co 5.65% 1/15/2065  | 20000 | 19018 |
| ConocoPhillips Co 5.7% 9/15/2063  | 50000 | 48120 |
| ConocoPhillips Co 5.95% 3/15/2046  | 86000 | 87801 |
| Continental Resources Inc/OK 4.9% 6/1/2044  | 30000 | 23670 |
| Devon Energy Corp 5% 6/15/2045  | 100000 | 87792 |
| Devon Energy Corp 5.75% 9/15/2054  | 90000 | 84579 |
| Diamondback Energy Inc 4.25% 3/15/2052  | 120000 | 92872 |
| Diamondback Energy Inc 5.15% 1/30/2030  | 330000 | 336718 |
| Diamondback Energy Inc 5.55% 4/1/2035  | 20000 | 20410 |
| Diamondback Energy Inc 5.9% 4/18/2064  | 30000 | 28387 |
| Diamondback Energy Inc 6.25% 3/15/2053  | 120000 | 121366 |
| Eastern Gas Transmission & Storage Inc 3.9% 11/15/2049  | 60000 | 43697 |
| Energy Transfer LP 5% 5/15/2050  | 160000 | 132780 |
| Energy Transfer LP 5.2% 4/1/2030  | 100000 | 102232 |
| Energy Transfer LP 5.35% 1/15/2036  | 60000 | 59583 |
| Energy Transfer LP 5.75% 2/15/2033  | 490000 | 509602 |
| Energy Transfer LP 5.8% 6/15/2038  | 70000 | 70759 |
| Energy Transfer LP 6% 6/15/2048  | 356000 | 341726 |
| Energy Transfer LP 6.2% 4/1/2055  | 110000 | 106794 |
| Energy Transfer LP 6.25% 4/15/2049  | 50000 | 49036 |
| Energy Transfer LP 6.55% 12/1/2033  | 170000 | 183543 |
| Enterprise Products Operating LLC 3.125% 7/31/2029  | 70000 | 67456 |
| Enterprise Products Operating LLC 3.95% 2/15/2027  | 85000 | 84827 |
| Enterprise Products Operating LLC 4.2% 1/31/2050  | 418000 | 332235 |
| Enterprise Products Operating LLC 4.25% 2/15/2048  | 105000 | 84568 |
| Enterprise Products Operating LLC 4.95% 2/15/2035  | 50000 | 49846 |
| Enterprise Products Operating LLC 5.25% 8/16/2077 (c) | 290000 | 287414 |
| Enterprise Products Operating LLC 5.35% 1/31/2033  | 100000 | 103144 |
| Enterprise Products Operating LLC 5.55% 2/16/2055  | 50000 | 48096 |
| Enterprise Products Operating LLC 7.55% 4/15/2038  | 20000 | 23685 |
| EOG Resources Inc 4.375% 4/15/2030  | 510000 | 508458 |
| EOG Resources Inc 5% 7/15/2032  | 150000 | 151866 |
| EOG Resources Inc 5.65% 12/1/2054  | 80000 | 77912 |
| EQT Corp 5.75% 2/1/2034 (e) | 100000 | 103093 |
| EQT Corp 7% 2/1/2030 (f) | 90000 | 96289 |
| Exxon Mobil Corp 3.452% 4/15/2051  | 330000 | 235052 |
| Exxon Mobil Corp 4.227% 3/19/2040  | 421000 | 380956 |
| Hess Corp 4.3% 4/1/2027  | 150000 | 150087 |
| Hess Corp 7.125% 3/15/2033  | 130000 | 148102 |
| HF Sinclair Corp 5.5% 9/1/2032  | 80000 | 80182 |
| Kinder Morgan Energy Partners LP 5% 3/1/2043  | 215000 | 192709 |
| Kinder Morgan Energy Partners LP 5% 8/15/2042  | 100000 | 90130 |
| Kinder Morgan Inc 4.3% 3/1/2028  | 112000 | 111857 |
| Kinder Morgan Inc 5.2% 3/1/2048  | 30000 | 27075 |
| Kinder Morgan Inc 5.2% 6/1/2033  | 250000 | 254137 |
| Kinder Morgan Inc 5.45% 8/1/2052  | 20000 | 18463 |
| Kinder Morgan Inc 5.55% 6/1/2045  | 220000 | 209842 |
| Kinder Morgan Inc 7.75% 1/15/2032  | 110000 | 126126 |
| Marathon Petroleum Corp 4.75% 9/15/2044  | 21000 | 17854 |
| Marathon Petroleum Corp 5.125% 12/15/2026  | 410000 | 411353 |
| Marathon Petroleum Corp 5.7% 3/1/2035 (e) | 260000 | 266916 |
| MPLX LP 4.7% 4/15/2048  | 28000 | 22758 |
| MPLX LP 4.8% 2/15/2029  | 30000 | 30250 |
| MPLX LP 4.8% 2/15/2031  | 350000 | 350801 |
| MPLX LP 5.4% 9/15/2035  | 130000 | 129419 |
| MPLX LP 5.5% 2/15/2049  | 310000 | 280187 |
| MPLX LP 5.65% 3/1/2053  | 120000 | 109614 |
| Occidental Petroleum Corp 5.55% 10/1/2034 (e) | 80000 | 81357 |
| Occidental Petroleum Corp 6.6% 3/15/2046 (e) | 220000 | 227875 |
| Occidental Petroleum Corp 6.625% 9/1/2030  | 72000 | 77423 |
| ONEOK Inc 3.95% 3/1/2050  | 75000 | 53145 |
| ONEOK Inc 4.25% 9/24/2027  | 30000 | 29922 |
| ONEOK Inc 4.4% 10/15/2029  | 20000 | 19867 |
| ONEOK Inc 4.45% 9/1/2049  | 40000 | 31544 |
| ONEOK Inc 4.55% 7/15/2028  | 59000 | 59074 |
| ONEOK Inc 4.75% 10/15/2031  | 90000 | 89044 |
| ONEOK Inc 4.95% 10/15/2032  | 200000 | 198380 |
| ONEOK Inc 5.05% 11/1/2034  | 70000 | 68089 |
| ONEOK Inc 5.65% 11/1/2028  | 50000 | 51334 |
| ONEOK Inc 5.7% 11/1/2054  | 70000 | 63863 |
| ONEOK Inc 6.05% 9/1/2033  | 130000 | 136321 |
| ONEOK Inc 6.1% 11/15/2032  | 220000 | 231765 |
| ONEOK Inc 6.25% 10/15/2055  | 130000 | 127446 |
| ONEOK Inc 6.625% 9/1/2053  | 100000 | 102619 |
| Ovintiv Inc 6.5% 2/1/2038  | 50000 | 52383 |
| Ovintiv Inc 6.625% 8/15/2037  | 50000 | 53134 |
| Phillips 66 2.15% 12/15/2030  | 70000 | 62755 |
| Phillips 66 3.3% 3/15/2052  | 140000 | 90206 |
| Phillips 66 3.9% 3/15/2028  | 94000 | 93209 |
| Phillips 66 Co 3.15% 12/15/2029  | 170000 | 162162 |
| Phillips 66 Co 4.95% 3/15/2035  | 240000 | 236311 |
| Phillips 66 Co 5.25% 6/15/2031  | 230000 | 235763 |
| Phillips 66 Co 5.5% 3/15/2055  | 40000 | 36666 |
| Phillips 66 Co 5.65% 6/15/2054  | 30000 | 27983 |
| Pioneer Natural Resources Co 1.9% 8/15/2030  | 19000 | 17089 |
| Plains All American Pipeline LP / PAA Finance Corp 4.7% 1/15/2031 (e) | 100000 | 99696 |
| Plains All American Pipeline LP / PAA Finance Corp 5.15% 6/1/2042  | 100000 | 89729 |
| Plains All American Pipeline LP / PAA Finance Corp 5.6% 1/15/2036  | 133000 | 133431 |
| Sabine Pass Liquefaction LLC 4.5% 5/15/2030  | 850000 | 843829 |
| Shell Finance US Inc 2.375% 11/7/2029  | 250000 | 234508 |
| Shell Finance US Inc 3.125% 11/7/2049 (d) | 100000 | 66310 |
| Shell Finance US Inc 3.25% 4/6/2050  | 100000 | 68043 |
| Shell Finance US Inc 3.75% 9/12/2046  | 70000 | 53540 |
| Shell Finance US Inc 4.125% 11/6/2030  | 370000 | 366370 |
| Shell Finance US Inc 4.375% 5/11/2045  | 293000 | 249139 |
| Shell Finance US Inc 4.75% 1/6/2036  | 150000 | 147463 |
| Spectra Energy Partners LP 3.375% 10/15/2026  | 158000 | 157208 |
| Targa Resources Corp 4.1% 5/15/2056  | 50000 | 48340 |
| Targa Resources Corp 4.35% 1/15/2029  | 20000 | 19916 |
| Targa Resources Corp 4.9% 9/15/2030  | 70000 | 70591 |
| Targa Resources Corp 5.4% 7/30/2036  | 90000 | 89343 |
| Targa Resources Corp 6.125% 3/15/2033  | 250000 | 264395 |
| Targa Resources Corp 6.125% 5/15/2055  | 110000 | 107695 |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp 5.5% 3/1/2030  | 230000 | 232101 |
| Transcontinental Gas Pipe Line Co LLC 3.25% 5/15/2030  | 66000 | 62738 |
| Transcontinental Gas Pipe Line Co LLC 3.95% 5/15/2050  | 180000 | 135203 |
| Transcontinental Gas Pipe Line Co LLC 5.1% 3/15/2036 (d) | 90000 | 89206 |
| Transcontinental Gas Pipe Line Co LLC 5.75% 3/15/2056 (d) | 20000 | 19523 |
| Valero Energy Corp 3.65% 12/1/2051  | 100000 | 67877 |
| Valero Energy Corp 4.35% 6/1/2028  | 20000 | 20007 |
| Valero Energy Corp 5.15% 3/10/2036  | 100000 | 98577 |
| Valero Energy Corp 6.625% 6/15/2037  | 30000 | 32835 |
| Western Gas Partners LP 5.25% 2/1/2050 (f) | 20000 | 16868 |
| Western Gas Partners LP 5.3% 3/1/2048  | 100000 | 84895 |
| Western Gas Partners LP 5.5% 12/15/2035  | 110000 | 108178 |
| Williams Cos Inc/The 2.6% 3/15/2031  | 160000 | 144837 |
| Williams Cos Inc/The 3.5% 10/15/2051  | 130000 | 88381 |
| Williams Cos Inc/The 3.75% 6/15/2027  | 35000 | 34735 |
| Williams Cos Inc/The 4.625% 6/30/2030  | 350000 | 349682 |
| Williams Cos Inc/The 4.85% 3/1/2048  | 83000 | 70811 |
| Williams Cos Inc/The 5.6% 3/15/2035  | 30000 | 30659 |
| Williams Cos Inc/The 5.65% 3/15/2033  | 160000 | 165239 |
| Williams Cos Inc/The 5.95% 3/15/2056  | 50000 | 49209 |
|  |  | 17717273 |
| TOTAL ENERGY |  | 18353421 |
| Financials - 6.1% |  |  |
| Banks - 2.5% |  |  |
| Bank of America Corp 2.482% 9/21/2036 (c) | 280000 | 242229 |
| Bank of America Corp 2.651% 3/11/2032 (c) | 180000 | 163245 |
| Bank of America Corp 2.676% 6/19/2041 (c) | 200000 | 143330 |
| Bank of America Corp 2.687% 4/22/2032 (c) | 356000 | 322614 |
| Bank of America Corp 2.972% 2/4/2033 (c) | 90000 | 81469 |
| Bank of America Corp 2.972% 7/21/2052 (c) | 370000 | 233898 |
| Bank of America Corp 3.419% 12/20/2028 (c) | 220000 | 216122 |
| Bank of America Corp 3.946% 1/23/2049 (c) | 23000 | 17733 |
| Bank of America Corp 3.97% 3/5/2029 (c) | 125000 | 123866 |
| Bank of America Corp 3.974% 2/7/2030 (c) | 60000 | 59174 |
| Bank of America Corp 4.083% 3/20/2051 (c) | 320000 | 247523 |
| Bank of America Corp 4.271% 7/23/2029 (c) | 80000 | 79674 |
| Bank of America Corp 4.33% 3/15/2050 (c) | 60000 | 48645 |
| Bank of America Corp 4.456% 2/6/2032 (c) | 800000 | 789988 |
| Bank of America Corp 4.623% 5/9/2029 (c) | 700000 | 703043 |
| Bank of America Corp 5% 1/21/2044  | 400000 | 372145 |
| Bank of America Corp 5.162% 1/24/2031 (c) | 790000 | 805052 |
| Bank of America Corp 5.288% 4/25/2034 (c) | 500000 | 506077 |
| Bank of America Corp 5.425% 8/15/2035 (c) | 130000 | 129696 |
| Bank of America Corp 5.511% 1/24/2036 (c) | 150000 | 152967 |
| Bank of America Corp 5.518% 10/25/2035 (c) | 80000 | 79998 |
| Bank of America Corp 5.872% 9/15/2034 (c) | 260000 | 272262 |
| Bank of America Corp 6.204% 11/10/2028 (c) | 500000 | 513647 |
| Citibank NA 4.914% 5/29/2030 (e) | 900000 | 914031 |
| Citigroup Inc 2.976% 11/5/2030 (c) | 270000 | 255017 |
| Citigroup Inc 3.52% 10/27/2028 (c) | 205000 | 201950 |
| Citigroup Inc 3.98% 3/20/2030 (c) | 160000 | 157418 |
| Citigroup Inc 4.412% 3/31/2031 (c) | 370000 | 365771 |
| Citigroup Inc 4.503% 9/11/2031 (c) | 100000 | 98863 |
| Citigroup Inc 4.643% 5/7/2028 (c) | 200000 | 200331 |
| Citigroup Inc 4.65% 7/23/2048  | 78000 | 66016 |
| Citigroup Inc 5.3% 5/6/2044  | 80000 | 73682 |
| Citigroup Inc 5.316% 3/26/2041 (c) | 617000 | 595982 |
| Citigroup Inc 5.411% 9/19/2039 (c) | 330000 | 322363 |
| Citigroup Inc 5.612% 3/4/2056 (c)(e) | 60000 | 57625 |
| Citigroup Inc 5.875% 2/22/2033  | 410000 | 428966 |
| Citigroup Inc 6.27% 11/17/2033 (c) | 100000 | 106879 |
| Citigroup Inc 8.125% 7/15/2039  | 220000 | 274004 |
| Citizens Bank NA/Providence RI 4.192% 1/29/2029 (c)(e) | 250000 | 248431 |
| Citizens Financial Group Inc 2.5% 2/6/2030  | 30000 | 27645 |
| Citizens Financial Group Inc 2.638% 9/30/2032  | 78000 | 66599 |
| Citizens Financial Group Inc 2.85% 7/27/2026  | 100000 | 99527 |
| Citizens Financial Group Inc 5.253% 3/5/2031 (c) | 90000 | 91072 |
| Citizens Financial Group Inc 5.718% 7/23/2032 (c) | 90000 | 92512 |
| Fifth Third Bancorp 2.55% 5/5/2027  | 200000 | 196014 |
| Fifth Third Bancorp 4.337% 4/25/2033 (c) | 70000 | 67457 |
| Fifth Third Bancorp 4.566% 4/29/2032 (c) | 50000 | 49013 |
| Fifth Third Bancorp 5.141% 1/29/2037 (c) | 40000 | 38964 |
| Fifth Third Bancorp 5.631% 1/29/2032 (c) | 40000 | 41233 |
| Fifth Third Bancorp 6.361% 10/27/2028 (c) | 120000 | 123392 |
| Fifth Third Bancorp 8.25% 3/1/2038  | 40000 | 48087 |
| Fifth Third Financial Corp 5.982% 1/30/2030 (c) | 50000 | 51593 |
| Huntington Bancshares Inc/OH 2.55% 2/4/2030 (e) | 90000 | 83305 |
| Huntington Bancshares Inc/OH 4.443% 8/4/2028 (c) | 70000 | 69949 |
| Huntington Bancshares Inc/OH 4.623% 1/28/2032 (c) | 200000 | 197082 |
| Huntington Bancshares Inc/OH 5.272% 1/15/2031 (c) | 130000 | 131970 |
| Huntington Bancshares Inc/OH 6.208% 8/21/2029 (c) | 130000 | 134864 |
| JPMorgan Chase & Co 1.47% 9/22/2027 (c) | 390000 | 384663 |
| JPMorgan Chase & Co 1.578% 4/22/2027 (c) | 188000 | 187697 |
| JPMorgan Chase & Co 1.953% 2/4/2032 (c) | 250000 | 220124 |
| JPMorgan Chase & Co 2.522% 4/22/2031 (c) | 150000 | 138616 |
| JPMorgan Chase & Co 2.545% 11/8/2032 (c) | 40000 | 35557 |
| JPMorgan Chase & Co 2.58% 4/22/2032 (c) | 239000 | 215975 |
| JPMorgan Chase & Co 2.739% 10/15/2030 (c) | 720000 | 678104 |
| JPMorgan Chase & Co 2.95% 10/1/2026  | 224000 | 222818 |
| JPMorgan Chase & Co 2.956% 5/13/2031 (c) | 50000 | 46589 |
| JPMorgan Chase & Co 3.109% 4/22/2051 (c) | 100000 | 65283 |
| JPMorgan Chase & Co 3.328% 4/22/2052 (c) | 390000 | 265486 |
| JPMorgan Chase & Co 3.54% 5/1/2028 (c) | 660000 | 653873 |
| JPMorgan Chase & Co 3.882% 7/24/2038 (c) | 734000 | 643793 |
| JPMorgan Chase & Co 4.005% 4/23/2029 (c) | 43000 | 42660 |
| JPMorgan Chase & Co 4.203% 7/23/2029 (c) | 30000 | 29828 |
| JPMorgan Chase & Co 4.347% 1/22/2032 (c) | 100000 | 98589 |
| JPMorgan Chase & Co 4.452% 12/5/2029 (c) | 200000 | 200239 |
| JPMorgan Chase & Co 4.565% 6/14/2030 (c) | 470000 | 470442 |
| JPMorgan Chase & Co 4.81% 10/22/2036 (c) | 370000 | 359257 |
| JPMorgan Chase & Co 4.898% 1/22/2037 (c) | 100000 | 97851 |
| JPMorgan Chase & Co 4.95% 6/1/2045  | 135000 | 122563 |
| JPMorgan Chase & Co 4.995% 7/22/2030 (c) | 200000 | 202839 |
| JPMorgan Chase & Co 5.103% 4/22/2031 (c) | 150000 | 152724 |
| JPMorgan Chase & Co 5.14% 1/24/2031 (c) | 340000 | 346222 |
| JPMorgan Chase & Co 5.294% 7/22/2035 (c) | 150000 | 151857 |
| JPMorgan Chase & Co 5.35% 6/1/2034 (c) | 880000 | 897851 |
| JPMorgan Chase & Co 5.534% 11/29/2045 (c) | 160000 | 157152 |
| JPMorgan Chase & Co 5.572% 4/22/2036 (c) | 200000 | 206097 |
| JPMorgan Chase & Co 5.576% 7/23/2036 (c) | 120000 | 121525 |
| JPMorgan Chase & Co 5.717% 9/14/2033 (c) | 120000 | 124244 |
| KeyCorp 2.25% 4/6/2027 (e) | 350000 | 342436 |
| KeyCorp 4.789% 6/1/2033 (c) | 30000 | 29316 |
| KeyCorp 5.121% 4/4/2031 (c) | 40000 | 40395 |
| KeyCorp 5.305% 1/28/2037 (c) | 35000 | 34277 |
| KeyCorp 6.401% 3/6/2035 (c) | 50000 | 53012 |
| M&T Bank Corp 4.553% 8/16/2028 (c) | 170000 | 169880 |
| M&T Bank Corp 5.053% 1/27/2034 (c) | 40000 | 39509 |
| M&T Bank Corp 5.179% 7/8/2031 (c) | 110000 | 111153 |
| Morgan Stanley Private Bank NA 4.204% 11/17/2028 (c) | 250000 | 249134 |
| Morgan Stanley Private Bank NA 4.465% 11/19/2031 (c) | 250000 | 246120 |
| PNC Financial Services Group Inc/The 1.15% 8/13/2026 (e) | 514000 | 508361 |
| PNC Financial Services Group Inc/The 3.15% 5/19/2027  | 430000 | 424838 |
| PNC Financial Services Group Inc/The 5.222% 1/29/2031 (c) | 60000 | 61206 |
| PNC Financial Services Group Inc/The 5.354% 12/2/2028 (c) | 90000 | 91402 |
| PNC Financial Services Group Inc/The 5.373% 7/21/2036 (c) | 80000 | 80349 |
| PNC Financial Services Group Inc/The 5.401% 7/23/2035 (c) | 90000 | 91143 |
| PNC Financial Services Group Inc/The 5.575% 1/29/2036 (c) | 40000 | 40836 |
| PNC Financial Services Group Inc/The 5.582% 6/12/2029 (c) | 100000 | 102473 |
| PNC Financial Services Group Inc/The 5.676% 1/22/2035 (c) | 230000 | 236603 |
| PNC Financial Services Group Inc/The 5.939% 8/18/2034 (c) | 100000 | 104733 |
| PNC Financial Services Group Inc/The 6.037% 10/28/2033 (c) | 30000 | 31728 |
| Santander Holdings USA Inc 5.741% 3/20/2031 (c)(e) | 100000 | 102608 |
| Santander Holdings USA Inc 6.124% 5/31/2027 (c) | 350000 | 350717 |
| Santander Holdings USA Inc 6.565% 6/12/2029 (c)(e) | 100000 | 103467 |
| Santander Holdings USA Inc 7.66% 11/9/2031 (c) | 40000 | 44001 |
| Truist Bank 4.144% 1/27/2029 (c) | 500000 | 497318 |
| Truist Financial Corp 4.916% 7/28/2033 (c) | 50000 | 49030 |
| Truist Financial Corp 5.153% 8/5/2032 (c) | 10000 | 10131 |
| Truist Financial Corp 5.711% 1/24/2035 (c) | 230000 | 237256 |
| Truist Financial Corp 5.867% 6/8/2034 (c) | 100000 | 104193 |
| Truist Financial Corp 6.123% 10/28/2033 (c) | 30000 | 31716 |
| US Bancorp 1.375% 7/22/2030  | 210000 | 184567 |
| US Bancorp 2.491% 11/3/2036 (c) | 50000 | 43226 |
| US Bancorp 3.1% 4/27/2026  | 240000 | 239813 |
| US Bancorp 4.481% 1/26/2032 (c)(e) | 50000 | 49472 |
| US Bancorp 4.653% 2/1/2029 (c) | 240000 | 241098 |
| US Bancorp 4.839% 2/1/2034 (c) | 150000 | 148242 |
| US Bancorp 5.033% 1/26/2037 (c) | 130000 | 128088 |
| US Bancorp 5.046% 2/12/2031 (c) | 130000 | 131894 |
| US Bancorp 5.775% 6/12/2029 (c) | 270000 | 277717 |
| US Bancorp 5.836% 6/12/2034 (c) | 60000 | 62624 |
| US Bancorp 5.85% 10/21/2033 (c) | 70000 | 73547 |
| Wachovia Corp 5.5% 8/1/2035  | 140000 | 141272 |
| Wells Fargo & Co 2.572% 2/11/2031 (c) | 690000 | 638236 |
| Wells Fargo & Co 3.068% 4/30/2041 (c) | 100000 | 75075 |
| Wells Fargo & Co 3.584% 5/22/2028 (c) | 82000 | 81225 |
| Wells Fargo & Co 4.182% 1/23/2030 (c) | 70000 | 69380 |
| Wells Fargo & Co 4.611% 4/25/2053 (c) | 250000 | 207279 |
| Wells Fargo & Co 4.75% 12/7/2046  | 257000 | 215444 |
| Wells Fargo & Co 4.892% 9/15/2036 (c) | 180000 | 175123 |
| Wells Fargo & Co 4.897% 7/25/2033 (c)(e) | 130000 | 129335 |
| Wells Fargo & Co 4.96% 1/23/2037 (c) | 70000 | 68190 |
| Wells Fargo & Co 5.013% 4/4/2051 (c) | 130000 | 114529 |
| Wells Fargo & Co 5.15% 4/23/2031 (c) | 100000 | 101709 |
| Wells Fargo & Co 5.244% 1/24/2031 (c) | 400000 | 407752 |
| Wells Fargo & Co 5.375% 2/7/2035  | 100000 | 102663 |
| Wells Fargo & Co 5.389% 4/24/2034 (c) | 280000 | 284193 |
| Wells Fargo & Co 5.433% 1/23/2047 (c) | 70000 | 66328 |
| Wells Fargo & Co 5.557% 7/25/2034 (c) | 200000 | 204973 |
| Wells Fargo & Co 5.574% 7/25/2029 (c) | 200000 | 204595 |
| Wells Fargo & Co 5.605% 4/23/2036 (c) | 100000 | 102333 |
| Wells Fargo & Co 5.606% 1/15/2044  | 180000 | 172242 |
| Wells Fargo & Co 6.491% 10/23/2034 (c) | 430000 | 465584 |
|  |  | 30049611 |
| Capital Markets - 1.6% |  |  |
| Ameriprise Financial Inc 5.15% 5/15/2033  | 40000 | 40698 |
| Apollo Debt Solutions BDC 6.55% 3/15/2032  | 100000 | 100384 |
| Ares Capital Corp 2.15% 7/15/2026  | 234000 | 232064 |
| Ares Capital Corp 2.875% 6/15/2027  | 120000 | 116832 |
| Ares Capital Corp 3.2% 11/15/2031  | 50000 | 43268 |
| Ares Capital Corp 5.100% 1/15/2031  | 40000 | 38460 |
| Ares Capital Corp 5.25% 4/12/2031  | 40000 | 38668 |
| Ares Capital Corp 5.5% 9/1/2030  | 30000 | 29465 |
| Ares Capital Corp 5.8% 3/8/2032 (e) | 50000 | 49332 |
| Ares Capital Corp 5.95% 7/15/2029  | 70000 | 70345 |
| Ares Strategic Income Fund 4.85% 1/15/2029 (d) | 70000 | 67778 |
| Ares Strategic Income Fund 5.55% 4/15/2031 (d) | 80000 | 76638 |
| Ares Strategic Income Fund 5.6% 2/15/2030  | 140000 | 136228 |
| Ares Strategic Income Fund 6.2% 3/21/2032  | 50000 | 49005 |
| Bank of New York Mellon Corp/The 1.8% 7/28/2031  | 80000 | 69741 |
| Bank of New York Mellon Corp/The 3.85% 4/28/2028  | 27000 | 26881 |
| Bank of New York Mellon Corp/The 4.543% 2/1/2029 (c) | 240000 | 241198 |
| Bank of New York Mellon Corp/The 4.942% 2/11/2031 (c) | 60000 | 60792 |
| Bank of New York Mellon Corp/The 4.967% 4/26/2034 (c) | 120000 | 120307 |
| Bank of New York Mellon Corp/The 4.975% 3/14/2030 (c) | 150000 | 152521 |
| Bank of New York Mellon Corp/The 5.316% 6/6/2036 (c) | 60000 | 60838 |
| Bank of New York Mellon Corp/The 5.802% 10/25/2028 (c) | 110000 | 112461 |
| Bank of New York Mellon Corp/The 6.474% 10/25/2034 (c) | 140000 | 153023 |
| BlackRock Funding Inc 4.6% 7/26/2027  | 30000 | 30204 |
| BlackRock Funding Inc 5.25% 3/14/2054  | 100000 | 93019 |
| BlackRock Funding Inc 5.35% 1/8/2055  | 30000 | 28399 |
| Blackrock Inc 1.9% 1/28/2031  | 200000 | 178177 |
| Blackrock Inc 2.1% 2/25/2032  | 50000 | 43684 |
| Blackrock Inc 4.75% 5/25/2033  | 160000 | 160838 |
| Blackstone Private Credit Fund 5.05% 9/10/2030  | 50000 | 47140 |
| Blackstone Private Credit Fund 5.25% 4/1/2030  | 70000 | 66704 |
| Blackstone Private Credit Fund 5.35% 3/12/2031  | 50000 | 47491 |
| Blackstone Private Credit Fund 5.95% 7/16/2029  | 100000 | 98522 |
| Blackstone Private Credit Fund 6% 1/29/2032  | 40000 | 38791 |
| Blackstone Private Credit Fund 6% 11/22/2034 (e) | 30000 | 28046 |
| Blackstone Private Credit Fund 7.3% 11/27/2028  | 50000 | 51023 |
| Blackstone Secured Lending Fund 5.35% 4/13/2028  | 100000 | 99245 |
| Blue Owl Capital Corp 5.95% 3/15/2029  | 150000 | 148196 |
| Charles Schwab Corp/The 1.65% 3/11/2031  | 70000 | 60995 |
| Charles Schwab Corp/The 2% 3/20/2028  | 215000 | 206243 |
| Charles Schwab Corp/The 3.2% 3/2/2027 (e) | 350000 | 346944 |
| Charles Schwab Corp/The 4.343% 11/14/2031 (c)(e) | 70000 | 69221 |
| Charles Schwab Corp/The 4.914% 11/14/2036 (c) | 50000 | 48600 |
| Charles Schwab Corp/The 6.136% 8/24/2034 (c) | 170000 | 180946 |
| Charles Schwab Corp/The 6.196% 11/17/2029 (c) | 60000 | 62709 |
| CME Group Inc 2.65% 3/15/2032  | 70000 | 63378 |
| CME Group Inc 3.75% 6/15/2028  | 110000 | 109178 |
| CME Group Inc 5.3% 9/15/2043  | 40000 | 39360 |
| Franklin Resources Inc 2.95% 8/12/2051  | 30000 | 18475 |
| Goldman Sachs Group Inc/The 2.615% 4/22/2032 (c) | 255000 | 229055 |
| Goldman Sachs Group Inc/The 3.691% 6/5/2028 (c) | 440000 | 436109 |
| Goldman Sachs Group Inc/The 4.017% 10/31/2038 (c) | 887000 | 774310 |
| Goldman Sachs Group Inc/The 4.148% 1/21/2029 (c) | 100000 | 99383 |
| Goldman Sachs Group Inc/The 4.153% 10/21/2029 (c)(e) | 1170000 | 1159083 |
| Goldman Sachs Group Inc/The 4.223% 5/1/2029 (c) | 60000 | 59661 |
| Goldman Sachs Group Inc/The 4.369% 10/21/2031 (c) | 40000 | 39221 |
| Goldman Sachs Group Inc/The 4.411% 4/23/2039 (c) | 230000 | 205983 |
| Goldman Sachs Group Inc/The 4.516% 1/21/2032 (c) | 100000 | 98484 |
| Goldman Sachs Group Inc/The 4.75% 10/21/2045  | 28000 | 24252 |
| Goldman Sachs Group Inc/The 4.937% 4/23/2028 (c) | 400000 | 401954 |
| Goldman Sachs Group Inc/The 5.065% 1/21/2037 (c) | 320000 | 312855 |
| Goldman Sachs Group Inc/The 5.15% 5/22/2045  | 20000 | 17886 |
| Goldman Sachs Group Inc/The 5.207% 1/28/2031 (c) | 200000 | 203207 |
| Goldman Sachs Group Inc/The 5.536% 1/28/2036 (c) | 300000 | 304946 |
| Goldman Sachs Group Inc/The 5.541% 1/21/2047 (c) | 120000 | 114355 |
| Goldman Sachs Group Inc/The 5.561% 11/19/2045 (c) | 230000 | 221268 |
| Goldman Sachs Group Inc/The 5.734% 1/28/2056 (c) | 10000 | 9763 |
| Goldman Sachs Group Inc/The 6.75% 10/1/2037  | 350000 | 377536 |
| Golub Capital BDC Inc 6% 7/15/2029  | 50000 | 49838 |
| HPS Corporate Lending Fund 5.45% 11/15/2030 (d) | 80000 | 76499 |
| HPS Corporate Lending Fund 5.65% 4/2/2031 (d) | 50000 | 47965 |
| HPS Corporate Lending Fund 5.95% 4/14/2032  | 20000 | 19323 |
| HPS Corporate Lending Fund 6.25% 9/30/2029 (e) | 40000 | 39919 |
| HPS Corporate Lending Fund 6.75% 1/30/2029  | 20000 | 20267 |
| Intercontinental Exchange Inc 1.85% 9/15/2032  | 180000 | 151223 |
| Intercontinental Exchange Inc 2.65% 9/15/2040  | 80000 | 58519 |
| Intercontinental Exchange Inc 3% 6/15/2050  | 138000 | 87582 |
| Intercontinental Exchange Inc 3% 9/15/2060  | 40000 | 22962 |
| Intercontinental Exchange Inc 3.75% 9/21/2028  | 50000 | 49375 |
| Intercontinental Exchange Inc 4.6% 3/15/2033  | 240000 | 237059 |
| Intercontinental Exchange Inc 4.95% 6/15/2052  | 130000 | 114608 |
| Jefferies Financial Group Inc 2.75% 10/15/2032  | 100000 | 84677 |
| Jefferies Financial Group Inc 4.15% 1/23/2030  | 40000 | 38563 |
| Jefferies Financial Group Inc 4.85% 1/15/2027  | 100000 | 100087 |
| Jefferies Financial Group Inc 5.5% 2/15/2036  | 300000 | 287938 |
| Jefferies Financial Group Inc 5.875% 7/21/2028  | 140000 | 142950 |
| Jefferies Financial Group Inc 6.2% 4/14/2034  | 10000 | 10198 |
| Jefferies Financial Group Inc 6.5% 1/20/2043  | 20000 | 19428 |
| Lazard Group LLC 4.5% 9/19/2028  | 100000 | 99545 |
| Legg Mason Inc 5.625% 1/15/2044  | 20000 | 19331 |
| LPL Holdings Inc 5.15% 6/15/2030  | 80000 | 80348 |
| LPL Holdings Inc 5.65% 3/15/2035  | 40000 | 39657 |
| LPL Holdings Inc 6.75% 11/17/2028  | 30000 | 31431 |
| Moody's Corp 4.875% 12/17/2048  | 123000 | 107413 |
| Moody's Corp 5% 8/5/2034  | 80000 | 79970 |
| Morgan Stanley 2.699% 1/22/2031 (c) | 1340000 | 1244222 |
| Morgan Stanley 3.591% 7/22/2028 (c) | 210000 | 207531 |
| Morgan Stanley 3.625% 1/20/2027  | 96000 | 95599 |
| Morgan Stanley 3.772% 1/24/2029 (c) | 300000 | 295981 |
| Morgan Stanley 3.95% 4/23/2027  | 200000 | 198815 |
| Morgan Stanley 3.971% 7/22/2038 (c) | 120000 | 104696 |
| Morgan Stanley 4.238% 1/9/2030 (c) | 230000 | 227679 |
| Morgan Stanley 4.375% 1/22/2047  | 148000 | 121410 |
| Morgan Stanley 4.457% 4/22/2039 (c) | 295000 | 270438 |
| Morgan Stanley 4.493% 1/16/2032 (c) | 230000 | 226133 |
| Morgan Stanley 5.042% 7/19/2030 (c) | 40000 | 40463 |
| Morgan Stanley 5.073% 1/30/2037 (c) | 100000 | 97972 |
| Morgan Stanley 5.164% 4/20/2029 (c) | 200000 | 202304 |
| Morgan Stanley 5.192% 4/17/2031 (c) | 90000 | 91340 |
| Morgan Stanley 5.25% 4/21/2034 (c) | 420000 | 421311 |
| Morgan Stanley 5.297% 4/20/2037 (c) | 140000 | 139659 |
| Morgan Stanley 5.32% 7/19/2035 (c) | 40000 | 40139 |
| Morgan Stanley 5.424% 7/21/2034 (c) | 530000 | 537769 |
| Morgan Stanley 5.516% 11/19/2055 (c) | 210000 | 199395 |
| Morgan Stanley 5.587% 1/18/2036 (c) | 50000 | 50976 |
| Morgan Stanley 5.597% 3/24/2051 (c) | 90000 | 87306 |
| Morgan Stanley 5.664% 4/17/2036 (c) | 90000 | 92184 |
| Morgan Stanley 5.948% 1/19/2038 (c) | 190000 | 194638 |
| Morgan Stanley 6.342% 10/18/2033 (c) | 320000 | 342392 |
| Morgan Stanley 6.375% 7/24/2042  | 190000 | 203563 |
| MSCI Inc 5.25% 9/1/2035  | 80000 | 78365 |
| Nasdaq Inc 2.5% 12/21/2040  | 100000 | 69513 |
| Nasdaq Inc 5.35% 6/28/2028  | 90000 | 91845 |
| Nasdaq Inc 5.55% 2/15/2034  | 40000 | 41147 |
| Nasdaq Inc 5.95% 8/15/2053  | 8000 | 8024 |
| Nasdaq Inc 6.1% 6/28/2063  | 40000 | 40103 |
| Northern Trust Corp 1.95% 5/1/2030  | 220000 | 200220 |
| Raymond James Financial Inc 4.9% 9/11/2035  | 30000 | 29215 |
| Raymond James Financial Inc 4.95% 7/15/2046  | 70000 | 62221 |
| Raymond James Financial Inc 5.65% 9/11/2055  | 20000 | 18931 |
| S&P Global Inc 2.3% 8/15/2060  | 100000 | 48310 |
| S&P Global Inc 2.45% 3/1/2027  | 590000 | 580596 |
| S&P Global Inc 2.9% 3/1/2032  | 150000 | 136787 |
| S&P Global Inc 4.75% 8/1/2028  | 140000 | 141484 |
| S&P Global Inc 4.8% 12/4/2035 (d) | 70000 | 68592 |
| Sixth Street Specialty Lending Inc 6.125% 3/1/2029  | 30000 | 30249 |
| State Street Corp 1.684% 11/18/2027 (c) | 204000 | 200638 |
| State Street Corp 4.729% 2/28/2030  | 100000 | 101219 |
| State Street Corp 4.784% 10/23/2036 (c) | 70000 | 68036 |
| State Street Corp 4.821% 1/26/2034 (c) | 100000 | 99454 |
| State Street Corp 4.834% 4/24/2030  | 90000 | 91416 |
| State Street Corp 5.146% 2/28/2036 (c)(e) | 70000 | 70156 |
| State Street Corp 5.684% 11/21/2029 (c) | 110000 | 113800 |
| State Street Corp 6.123% 11/21/2034 (c) | 30000 | 31700 |
|  |  | 19814377 |
| Consumer Finance - 0.7% |  |  |
| Ally Financial Inc 6.184% 7/26/2035 (c) | 70000 | 70203 |
| Ally Financial Inc 6.848% 1/3/2030 (c) | 120000 | 125163 |
| Ally Financial Inc 6.992% 6/13/2029 (c) | 120000 | 124987 |
| American Express Co 2.55% 3/4/2027  | 100000 | 98549 |
| American Express Co 3.3% 5/3/2027  | 30000 | 29747 |
| American Express Co 4.05% 12/3/2042  | 160000 | 132732 |
| American Express Co 4.351% 7/20/2029 (c) | 300000 | 299787 |
| American Express Co 4.456% 2/10/2032 (c) | 200000 | 197929 |
| American Express Co 4.804% 10/24/2036 (c) | 100000 | 96691 |
| American Express Co 4.989% 5/26/2033 (c) | 30000 | 29845 |
| American Express Co 5.043% 5/1/2034 (c) | 90000 | 90136 |
| American Express Co 5.442% 1/30/2036 (c) | 110000 | 111975 |
| American Express Co 5.532% 4/25/2030 (c) | 270000 | 278007 |
| Capital One Financial Corp 3.75% 7/28/2026  | 70000 | 69838 |
| Capital One Financial Corp 3.8% 1/31/2028  | 251000 | 248052 |
| Capital One Financial Corp 4.493% 9/11/2031 (c) | 260000 | 255285 |
| Capital One Financial Corp 5.399% 1/30/2037 (c) | 110000 | 107785 |
| Capital One Financial Corp 5.817% 2/1/2034 (c) | 250000 | 255793 |
| Capital One Financial Corp 6.377% 6/8/2034 (c) | 100000 | 105386 |
| Capital One Financial Corp 7.624% 10/30/2031 (c) | 120000 | 132540 |
| Ford Motor Credit Co LLC 2.9% 2/16/2028  | 330000 | 316392 |
| Ford Motor Credit Co LLC 5.73% 9/5/2030  | 400000 | 399596 |
| Ford Motor Credit Co LLC 5.918% 3/20/2028  | 290000 | 293676 |
| Ford Motor Credit Co LLC 6.798% 11/7/2028  | 280000 | 289853 |
| Ford Motor Credit Co LLC 6.8% 5/12/2028  | 310000 | 319331 |
| Ford Motor Credit Co LLC 7.2% 6/10/2030  | 200000 | 210666 |
| John Deere Capital Corp 2.8% 7/18/2029  | 220000 | 210291 |
| John Deere Capital Corp 4.375% 10/15/2030  | 80000 | 79882 |
| John Deere Capital Corp 4.55% 6/5/2030 (e) | 370000 | 372498 |
| John Deere Capital Corp 4.75% 6/8/2026  | 740000 | 740805 |
| John Deere Capital Corp 4.85% 10/11/2029 (e) | 400000 | 410376 |
| John Deere Capital Corp 5.05% 6/12/2034  | 50000 | 50774 |
| PACCAR Financial Corp 4% 9/26/2029  | 160000 | 158959 |
| Synchrony Financial 3.95% 12/1/2027  | 150000 | 148144 |
| Synchrony Financial 5.15% 3/19/2029  | 159000 | 159386 |
| Toyota Motor Credit Corp 2.15% 2/13/2030  | 100000 | 91829 |
| Toyota Motor Credit Corp 4.05% 3/13/2029  | 270000 | 268380 |
| Toyota Motor Credit Corp 4.2% 1/10/2031  | 50000 | 49311 |
| Toyota Motor Credit Corp 4.55% 8/9/2029  | 80000 | 80475 |
| Toyota Motor Credit Corp 4.6% 10/10/2031  | 50000 | 49946 |
| Toyota Motor Credit Corp 4.7% 1/12/2033  | 70000 | 69738 |
| Toyota Motor Credit Corp 4.8% 1/11/2036 (e) | 50000 | 48794 |
| Toyota Motor Credit Corp 4.8% 1/5/2034  | 120000 | 119341 |
| Toyota Motor Credit Corp 5.45% 11/10/2027  | 380000 | 387433 |
| Toyota Motor Credit Corp 5.55% 11/20/2030  | 10000 | 10413 |
|  |  | 8196719 |
| Financial Services - 0.5% |  |  |
| Aon Corp / Aon Global Holdings PLC 3.9% 2/28/2052  | 20000 | 14584 |
| Aon Corp / Aon Global Holdings PLC 5.35% 2/28/2033  | 200000 | 204825 |
| Apollo Global Management Inc 5.15% 8/12/2035  | 200000 | 193701 |
| Berkshire Hathaway Inc 4.5% 2/11/2043 (e) | 33000 | 29967 |
| Blackstone Reg Finance Co LLC 4.3% 11/3/2030  | 30000 | 29528 |
| Blackstone Reg Finance Co LLC 4.95% 2/15/2036  | 60000 | 57907 |
| Blue Owl Credit Income Corp 5.8% 3/15/2030  | 50000 | 48212 |
| Blue Owl Credit Income Corp 6.6% 9/15/2029  | 80000 | 79696 |
| Blue Owl Credit Income Corp 6.65% 3/15/2031  | 70000 | 69043 |
| BP Capital Markets America Inc 3% 2/24/2050  | 240000 | 154266 |
| BP Capital Markets America Inc 3.001% 3/17/2052  | 100000 | 63279 |
| BP Capital Markets America Inc 3.379% 2/8/2061  | 20000 | 12837 |
| BP Capital Markets America Inc 4.234% 11/6/2028  | 400000 | 400106 |
| BP Capital Markets America Inc 4.812% 2/13/2033  | 300000 | 300971 |
| BP Capital Markets America Inc 5.017% 11/17/2027  | 60000 | 60788 |
| BP Capital Markets America Inc 5.227% 11/17/2034  | 180000 | 183698 |
| CNH Industrial Capital LLC 4.375% 3/7/2031  | 50000 | 48829 |
| CNH Industrial Capital LLC 5.5% 1/12/2029  | 120000 | 122983 |
| Corebridge Financial Inc 3.85% 4/5/2029  | 80000 | 78099 |
| Corebridge Financial Inc 3.9% 4/5/2032  | 80000 | 75024 |
| Corebridge Financial Inc 4.35% 4/5/2042  | 20000 | 16436 |
| Corebridge Financial Inc 5.75% 1/15/2034  | 40000 | 41027 |
| Corebridge Financial Inc 6.875% 12/15/2052 (c) | 100000 | 100757 |
| CRH SMW Finance DAC 5.125% 1/9/2030  | 300000 | 305175 |
| DH Europe Finance II Sarl 2.6% 11/15/2029  | 80000 | 75314 |
| DH Europe Finance II Sarl 3.4% 11/15/2049  | 50000 | 35087 |
| Equitable Holdings Inc 4.35% 4/20/2028  | 120000 | 119716 |
| Equitable Holdings Inc 5% 4/20/2048  | 60000 | 51932 |
| Equitable Holdings Inc 6.7% 3/28/2055 (c) | 20000 | 20184 |
| FedEx Corp 2020-1 Class AA Pass Through Trust equipment trust certificate 1.875% 8/20/2035  | 27530 | 23697 |
| Fidelity National Information Services Inc 2.25% 3/1/2031  | 200000 | 177067 |
| Fiserv Inc 3.5% 7/1/2029  | 80000 | 76624 |
| Fiserv Inc 4.4% 7/1/2049  | 240000 | 181467 |
| Fiserv Inc 4.55% 2/15/2031 (e) | 300000 | 293697 |
| Fiserv Inc 5.25% 8/11/2035  | 30000 | 29175 |
| Global Payments Inc 4.15% 8/15/2049  | 20000 | 14232 |
| Global Payments Inc 4.875% 11/15/2030  | 140000 | 137486 |
| Global Payments Inc 5.4% 8/15/2032 (e) | 140000 | 138841 |
| Global Payments Inc 5.55% 11/15/2035  | 100000 | 96364 |
| Global Payments Inc 5.95% 8/15/2052  | 20000 | 18404 |
| Goldman Sachs Private Credit Corp 5.875% 5/6/2028 (d)(e) | 30000 | 29921 |
| HA Sustainable Infrastructure Capital Inc 6.75% 7/15/2035  | 70000 | 71881 |
| Jackson Financial Inc 4% 11/23/2051  | 40000 | 26641 |
| Mastercard Inc 2% 11/18/2031 (e) | 240000 | 212120 |
| Mastercard Inc 2.95% 6/1/2029  | 50000 | 48190 |
| Mastercard Inc 3.3% 3/26/2027  | 38000 | 37716 |
| Mastercard Inc 3.35% 3/26/2030  | 103000 | 99604 |
| Mastercard Inc 3.85% 3/26/2050  | 115000 | 87476 |
| Mastercard Inc 4.55% 1/15/2035  | 140000 | 137522 |
| National Rural Utilities Cooperative Finance Corp 4.15% 12/15/2032  | 170000 | 164512 |
| National Rural Utilities Cooperative Finance Corp 4.85% 2/7/2029  | 100000 | 101255 |
| National Rural Utilities Cooperative Finance Corp 5.8% 1/15/2033  | 60000 | 63491 |
| PayPal Holdings Inc 2.3% 6/1/2030  | 230000 | 210376 |
| PayPal Holdings Inc 4.4% 6/1/2032  | 100000 | 98194 |
| PayPal Holdings Inc 5.25% 6/1/2062  | 30000 | 25824 |
| PayPal Holdings Inc 5.5% 6/1/2054  | 80000 | 72960 |
| Sixth Street Lending Partners 6.5% 3/11/2029  | 50000 | 50689 |
| Takeoff Merger Sub Inc 4.85% 3/24/2031 (d) | 20000 | 19750 |
| Visa Inc 1.1% 2/15/2031  | 250000 | 216299 |
| Visa Inc 2.05% 4/15/2030  | 350000 | 321695 |
| Visa Inc 2.7% 4/15/2040  | 150000 | 113213 |
| Visa Inc 4.15% 12/14/2035  | 38000 | 36202 |
| Visa Inc 4.7% 2/12/2036  | 200000 | 197834 |
| Voya Financial Inc 3.745% 3/2/2036  | 80000 | 77277 |
| Voya Financial Inc 4.7% 1/23/2048 (c) | 20000 | 18907 |
| Western Union Co/The 6.2% 11/17/2036  | 20000 | 20351 |
|  |  | 6740925 |
| Insurance - 0.8% |  |  |
| AFLAC Inc 3.6% 4/1/2030  | 224000 | 217118 |
| Allstate Corp/The 1.45% 12/15/2030  | 110000 | 95509 |
| Allstate Corp/The 4.2% 12/15/2046  | 30000 | 23791 |
| Allstate Corp/The 5.55% 5/9/2035  | 156000 | 161262 |
| American International Group Inc 4.375% 6/30/2050  | 240000 | 194388 |
| American International Group Inc 4.5% 7/16/2044  | 25000 | 21374 |
| American International Group Inc 4.75% 4/1/2048  | 100000 | 86771 |
| Aon Corp 3.75% 5/2/2029  | 120000 | 117775 |
| Aon Global Ltd 4.75% 5/15/2045  | 50000 | 43122 |
| Aon North America Inc 5.45% 3/1/2034  | 250000 | 255309 |
| Aon North America Inc 5.75% 3/1/2054  | 50000 | 48176 |
| Arch Capital Group Ltd 7.35% 5/1/2034  | 20000 | 22644 |
| Arch Capital Group US Inc 5.144% 11/1/2043  | 50000 | 46155 |
| Arthur J Gallagher & Co 3.5% 5/20/2051  | 150000 | 102610 |
| Arthur J Gallagher & Co 4.85% 12/15/2029  | 60000 | 60641 |
| Arthur J Gallagher & Co 5.15% 2/15/2035  | 90000 | 89271 |
| Arthur J Gallagher & Co 5.55% 2/15/2055  | 43000 | 40141 |
| Arthur J Gallagher & Co 5.75% 3/2/2053  | 45000 | 43111 |
| Arthur J Gallagher & Co 6.75% 2/15/2054  | 30000 | 32395 |
| Assurant Inc 4.9% 3/27/2028  | 60000 | 60252 |
| Assured Guaranty US Holdings Inc 6.125% 9/15/2028  | 70000 | 72460 |
| Athene Holding Ltd 3.5% 1/15/2031  | 20000 | 18550 |
| Athene Holding Ltd 4.125% 1/12/2028  | 84000 | 82942 |
| Athene Holding Ltd 6.15% 4/3/2030 (e) | 180000 | 185778 |
| Athene Holding Ltd 6.625% 10/15/2054 (c) | 40000 | 36945 |
| Athene Holding Ltd 6.625% 5/19/2055  | 100000 | 96334 |
| Athene Holding Ltd 6.65% 2/1/2033  | 100000 | 103938 |
| Baylor Scott & White Holdings 2.839% 11/15/2050  | 120000 | 74807 |
| Berkshire Hathaway Fin Corp 1.45% 10/15/2030  | 300000 | 266441 |
| Berkshire Hathaway Fin Corp 1.85% 3/12/2030 (e) | 170000 | 155931 |
| Berkshire Hathaway Fin Corp 2.85% 10/15/2050  | 220000 | 138098 |
| Berkshire Hathaway Fin Corp 2.875% 3/15/2032  | 150000 | 138900 |
| Berkshire Hathaway Fin Corp 3.85% 3/15/2052  | 20000 | 15095 |
| Berkshire Hathaway Fin Corp 4.2% 8/15/2048  | 243000 | 198062 |
| Brighthouse Financial Inc 3.85% 12/22/2051  | 50000 | 27793 |
| Brighthouse Financial Inc 5.625% 5/15/2030 (e) | 80000 | 79603 |
| Brown & Brown Inc 4.2% 3/17/2032  | 110000 | 103831 |
| Brown & Brown Inc 4.7% 6/23/2028  | 100000 | 100289 |
| Brown & Brown Inc 4.9% 6/23/2030  | 90000 | 89878 |
| Brown & Brown Inc 5.55% 6/23/2035  | 50000 | 49934 |
| Brown & Brown Inc 6.25% 6/23/2055  | 70000 | 69802 |
| Chubb INA Holdings LLC 1.375% 9/15/2030  | 350000 | 305521 |
| Chubb INA Holdings LLC 3.05% 12/15/2061  | 120000 | 72060 |
| Chubb INA Holdings LLC 4.35% 11/3/2045  | 128000 | 107767 |
| CNA Financial Corp 3.9% 5/1/2029  | 160000 | 156638 |
| CNA Financial Corp 5.2% 8/15/2035  | 20000 | 19571 |
| First American Financial Corp 2.4% 8/15/2031  | 60000 | 51630 |
| Globe Life Inc 2.15% 8/15/2030  | 50000 | 44873 |
| Hartford Insurance Group Inc/The 2.9% 9/15/2051  | 30000 | 18592 |
| Hartford Insurance Group Inc/The 4.4% 3/15/2048  | 70000 | 57770 |
| Hartford Insurance Group Inc/The 6.1% 10/1/2041  | 30000 | 31499 |
| Lincoln National Corp 5.35% 11/15/2035 (e) | 110000 | 107217 |
| Markel Group Inc 3.35% 9/17/2029  | 30000 | 28742 |
| Markel Group Inc 3.5% 11/1/2027  | 100000 | 98396 |
| Markel Group Inc 4.15% 9/17/2050  | 40000 | 29860 |
| Markel Group Inc 5% 5/20/2049  | 50000 | 42709 |
| Markel Group Inc 6% 5/16/2054  | 20000 | 19465 |
| Marsh & McLennan Cos Inc 4.2% 3/1/2048  | 110000 | 88057 |
| Marsh & McLennan Cos Inc 4.65% 3/15/2030  | 70000 | 70499 |
| Marsh & McLennan Cos Inc 4.85% 11/15/2031  | 70000 | 70571 |
| Marsh & McLennan Cos Inc 4.9% 3/15/2049  | 70000 | 61762 |
| Marsh & McLennan Cos Inc 4.95% 3/15/2036  | 100000 | 99055 |
| Marsh & McLennan Cos Inc 5% 3/15/2035  | 110000 | 109537 |
| Marsh & McLennan Cos Inc 5.35% 11/15/2044  | 40000 | 37870 |
| Marsh & McLennan Cos Inc 5.4% 3/15/2055  | 50000 | 46882 |
| Marsh & McLennan Cos Inc 5.45% 3/15/2053  | 40000 | 37765 |
| Marsh & McLennan Cos Inc 5.7% 9/15/2053  | 40000 | 39187 |
| Marsh & McLennan Cos Inc 5.75% 11/1/2032  | 100000 | 105413 |
| MetLife Inc 4.05% 3/1/2045  | 18000 | 14461 |
| MetLife Inc 4.55% 3/23/2030  | 1050000 | 1055049 |
| MetLife Inc 4.875% 11/13/2043  | 100000 | 89548 |
| MetLife Inc 5.25% 1/15/2054  | 140000 | 128686 |
| MetLife Inc 6.35% 3/15/2055 (c) | 10000 | 10148 |
| MetLife Inc 6.4% 12/15/2066 (c) | 100000 | 102104 |
| Principal Financial Group Inc 4.35% 5/15/2043  | 30000 | 25038 |
| Principal Financial Group Inc 5.375% 3/15/2033  | 120000 | 122518 |
| Progressive Corp/The 2.5% 3/15/2027  | 100000 | 98464 |
| Progressive Corp/The 3.2% 3/26/2030  | 100000 | 95662 |
| Progressive Corp/The 4.2% 3/15/2048  | 135000 | 108369 |
| Progressive Corp/The 4.6% 3/26/2031  | 200000 | 200457 |
| Prudential Financial Inc 3.878% 3/27/2028  | 23000 | 22836 |
| Prudential Financial Inc 3.935% 12/7/2049  | 38000 | 28312 |
| Prudential Financial Inc 4.35% 2/25/2050  | 285000 | 228735 |
| Prudential Financial Inc 4.5% 9/15/2047 (c) | 110000 | 107295 |
| Prudential Financial Inc 5.125% 3/1/2052 (c) | 50000 | 47844 |
| Prudential Financial Inc 5.2% 3/14/2035  | 30000 | 30231 |
| Prudential Financial Inc 6% 9/1/2052 (c) | 70000 | 70172 |
| Prudential Financial Inc 6.5% 3/15/2054 (c) | 60000 | 61461 |
| Reinsurance Group of America Inc 3.95% 9/15/2026  | 50000 | 49949 |
| Reinsurance Group of America Inc 5.75% 9/15/2034  | 100000 | 101582 |
| Reinsurance Group of America Inc 6% 9/15/2033  | 30000 | 31151 |
| Selective Insurance Group Inc 5.9% 4/15/2035  | 40000 | 41120 |
| Travelers Companies Inc/The 2.55% 4/27/2050  | 200000 | 117917 |
| Travelers Companies Inc/The 4% 5/30/2047  | 32000 | 25106 |
| Travelers Companies Inc/The 4.1% 3/4/2049  | 50000 | 39501 |
| Travelers Companies Inc/The 5.05% 7/24/2035  | 190000 | 190305 |
| Travelers Companies Inc/The 5.7% 7/24/2055  | 40000 | 39717 |
| Unum Group 4% 6/15/2029  | 100000 | 98008 |
| Unum Group 4.125% 6/15/2051  | 20000 | 14722 |
| Unum Group 5.25% 12/15/2035  | 30000 | 29341 |
| Unum Group 6% 6/15/2054  | 30000 | 28311 |
| Willis North America Inc 2.95% 9/15/2029  | 250000 | 236734 |
| Willis North America Inc 5.15% 3/15/2036  | 60000 | 58431 |
| Willis North America Inc 5.35% 5/15/2033  | 20000 | 20209 |
| Willis North America Inc 5.9% 3/5/2054 (e) | 40000 | 38826 |
|  |  | 9634454 |
| TOTAL FINANCIALS |  | 74436086 |
| Health Care - 2.9% |  |  |
| Biotechnology - 0.4% |  |  |
| AbbVie Inc 2.95% 11/21/2026  | 50000 | 49639 |
| AbbVie Inc 3.2% 11/21/2029  | 80000 | 77125 |
| AbbVie Inc 4.05% 11/21/2039  | 50000 | 43885 |
| AbbVie Inc 4.25% 11/21/2049  | 390000 | 316576 |
| AbbVie Inc 4.3% 5/14/2036  | 140000 | 132261 |
| AbbVie Inc 4.5% 5/14/2035  | 440000 | 425519 |
| AbbVie Inc 4.55% 3/15/2035  | 80000 | 77675 |
| AbbVie Inc 4.7% 5/14/2045  | 120000 | 107020 |
| AbbVie Inc 4.8% 3/15/2029  | 150000 | 152410 |
| AbbVie Inc 4.875% 11/14/2048  | 100000 | 89669 |
| AbbVie Inc 5% 3/15/2056  | 150000 | 146701 |
| AbbVie Inc 5.05% 3/15/2034  | 220000 | 223290 |
| AbbVie Inc 5.4% 3/15/2054  | 150000 | 143229 |
| Amgen Inc 3% 1/15/2052  | 30000 | 19277 |
| Amgen Inc 3.15% 2/21/2040  | 410000 | 318886 |
| Amgen Inc 3.2% 11/2/2027  | 56000 | 55126 |
| Amgen Inc 3.375% 2/21/2050  | 110000 | 77407 |
| Amgen Inc 4.2% 3/1/2033  | 260000 | 250926 |
| Amgen Inc 4.4% 5/1/2045  | 102000 | 86033 |
| Amgen Inc 4.663% 6/15/2051  | 190000 | 159404 |
| Amgen Inc 4.875% 3/1/2053  | 50000 | 43314 |
| Amgen Inc 5.15% 3/2/2028  | 480000 | 487034 |
| Amgen Inc 5.25% 3/2/2033  | 100000 | 102623 |
| Amgen Inc 5.65% 3/2/2053  | 182000 | 176275 |
| Amgen Inc 5.75% 3/2/2063  | 140000 | 134667 |
| Amgen Inc 6.4% 2/1/2039  | 100000 | 108119 |
| Biogen Inc 3.25% 2/15/2051  | 270000 | 170834 |
| Gilead Sciences Inc 1.65% 10/1/2030  | 150000 | 133609 |
| Gilead Sciences Inc 2.8% 10/1/2050  | 180000 | 111543 |
| Gilead Sciences Inc 4% 9/1/2036  | 40000 | 36879 |
| Gilead Sciences Inc 4.15% 3/1/2047  | 60000 | 48540 |
| Gilead Sciences Inc 4.5% 2/1/2045  | 311000 | 268552 |
| Gilead Sciences Inc 4.8% 11/15/2029  | 220000 | 224091 |
| Gilead Sciences Inc 5.5% 11/15/2054 (e) | 50000 | 48471 |
|  |  | 5046609 |
| Health Care Equipment & Supplies - 0.3% |  |  |
| Abbott Laboratories 4.75% 11/30/2036  | 180000 | 176835 |
| Abbott Laboratories 4.9% 11/30/2046  | 160000 | 146868 |
| Abbott Laboratories 5.625% 3/15/2031  | 200000 | 196832 |
| Abbott Laboratories 5.625% 3/15/2033  | 200000 | 195731 |
| Abbott Laboratories 5.625% 3/9/2029  | 200000 | 197621 |
| Abbott Laboratories 5.65% 3/15/2036  | 200000 | 195572 |
| Abbott Laboratories 5.75% 3/15/2056  | 250000 | 245132 |
| Augusta SpinCo Corp 4.656% 3/23/2031  | 100000 | 99542 |
| Augusta SpinCo Corp 5.245% 3/23/2036  | 30000 | 30007 |
| Baxter International Inc 1.915% 2/1/2027  | 79000 | 77132 |
| Baxter International Inc 2.539% 2/1/2032  | 180000 | 151716 |
| Baxter International Inc 3.132% 12/1/2051  | 20000 | 11449 |
| Baxter International Inc 5.65% 12/15/2035 (e) | 60000 | 58597 |
| Becton Dickinson & Co 2.823% 5/20/2030  | 150000 | 139873 |
| Becton Dickinson & Co 3.7% 6/6/2027  | 52000 | 51572 |
| Becton Dickinson & Co 5.11% 2/8/2034  | 200000 | 201244 |
| Boston Scientific Corp 4% 3/1/2029  | 100000 | 99337 |
| Boston Scientific Corp 4.7% 3/1/2049  | 140000 | 122940 |
| GE HealthCare Technologies Inc 5.5% 6/15/2035  | 140000 | 142862 |
| GE HealthCare Technologies Inc 5.857% 3/15/2030  | 100000 | 104354 |
| GE HealthCare Technologies Inc 5.905% 11/22/2032  | 140000 | 147674 |
| Medtronic Inc 4.625% 3/15/2045  | 168000 | 149801 |
| Solventum Corp 5.6% 3/23/2034  | 200000 | 204462 |
| Stryker Corp 2.9% 6/15/2050  | 140000 | 88687 |
| Stryker Corp 4.625% 9/11/2034  | 100000 | 97616 |
| Stryker Corp 4.85% 2/10/2030  | 40000 | 40545 |
| Zimmer Biomet Holdings Inc 5.05% 2/19/2030  | 200000 | 203170 |
|  |  | 3577171 |
| Health Care Providers & Services - 1.3% |  |  |
| Aetna Inc 4.75% 3/15/2044  | 60000 | 50495 |
| Aetna Inc 6.625% 6/15/2036  | 60000 | 64657 |
| AHS Hospital Corp 2.78% 7/1/2051  | 250000 | 153130 |
| Allina Health System 3.887% 4/15/2049  | 20000 | 15352 |
| Ascension Health 4.078% 11/15/2028  | 46000 | 45747 |
| Ascension Health 4.294% 11/15/2030  | 55000 | 54457 |
| Ascension Health 4.923% 11/15/2035  | 404000 | 399182 |
| Banner Health 2.913% 1/1/2051  | 100000 | 63153 |
| Baptist Healthcare System Obligated Group 3.54% 8/15/2050  | 100000 | 71471 |
| Cardinal Health Inc 3.41% 6/15/2027  | 67000 | 66206 |
| Cardinal Health Inc 4.5% 9/15/2030  | 370000 | 368045 |
| Cardinal Health Inc 5.45% 2/15/2034  | 110000 | 112335 |
| Cencora Inc 4.25% 3/1/2045  | 20000 | 16598 |
| Cencora Inc 4.85% 12/15/2029  | 30000 | 30409 |
| Cencora Inc 4.9% 2/13/2036  | 100000 | 97974 |
| Cencora Inc 5.125% 2/15/2034  | 110000 | 110919 |
| Cencora Inc 5.15% 2/15/2035  | 30000 | 30214 |
| Centene Corp 2.45% 7/15/2028  | 100000 | 93094 |
| Centene Corp 2.5% 3/1/2031  | 70000 | 58741 |
| Centene Corp 2.625% 8/1/2031  | 130000 | 108603 |
| Centene Corp 3.375% 2/15/2030  | 260000 | 234868 |
| Children's Hospital of Philadelphia/The 2.704% 7/1/2050  | 79000 | 48559 |
| Cigna Group/The 4.375% 10/15/2028  | 30000 | 29976 |
| Cigna Group/The 4.5% 9/15/2030  | 290000 | 289021 |
| Cigna Group/The 4.8% 7/15/2046  | 465000 | 401296 |
| Cigna Group/The 4.8% 8/15/2038  | 200000 | 188039 |
| Cigna Group/The 4.9% 12/15/2048  | 30000 | 26047 |
| CommonSpirit Health 3.91% 10/1/2050  | 145000 | 106317 |
| CommonSpirit Health 4.35% 11/1/2042  | 100000 | 85000 |
| CommonSpirit Health 4.352% 9/1/2030  | 35000 | 34468 |
| CommonSpirit Health 4.975% 9/1/2035  | 13000 | 12685 |
| CommonSpirit Health 5.318% 12/1/2034  | 100000 | 100163 |
| CommonSpirit Health 5.662% 9/1/2055  | 9000 | 8663 |
| Corewell Health Obligated Group 3.487% 7/15/2049  | 97000 | 68920 |
| CVS Health Corp 3% 8/15/2026  | 20000 | 19880 |
| CVS Health Corp 3.25% 8/15/2029  | 195000 | 186860 |
| CVS Health Corp 3.625% 4/1/2027  | 170000 | 168541 |
| CVS Health Corp 3.75% 4/1/2030  | 630000 | 608758 |
| CVS Health Corp 4.25% 4/1/2050  | 480000 | 364466 |
| CVS Health Corp 4.3% 3/25/2028  | 264000 | 263064 |
| CVS Health Corp 5% 1/30/2029  | 40000 | 40520 |
| CVS Health Corp 5% 9/15/2032  | 100000 | 100080 |
| CVS Health Corp 5.05% 3/25/2048  | 131000 | 112398 |
| CVS Health Corp 5.25% 2/21/2033  | 250000 | 252857 |
| CVS Health Corp 5.3% 6/1/2033  | 70000 | 70554 |
| CVS Health Corp 5.45% 9/15/2035 (e) | 110000 | 110428 |
| CVS Health Corp 5.55% 6/1/2031  | 100000 | 103172 |
| CVS Health Corp 5.625% 2/21/2053  | 130000 | 119118 |
| CVS Health Corp 6% 6/1/2063  | 90000 | 85377 |
| CVS Health Corp 6.05% 6/1/2054  | 50000 | 48506 |
| Elevance Health Inc 2.25% 5/15/2030  | 270000 | 246000 |
| Elevance Health Inc 3.65% 12/1/2027  | 320000 | 316325 |
| Elevance Health Inc 4% 9/15/2028  | 100000 | 99132 |
| Elevance Health Inc 4.101% 3/1/2028  | 50000 | 49667 |
| Elevance Health Inc 4.375% 12/1/2047  | 175000 | 140766 |
| Elevance Health Inc 4.55% 3/1/2048  | 250000 | 206661 |
| Elevance Health Inc 4.625% 5/15/2042  | 140000 | 122587 |
| Elevance Health Inc 5.2% 2/15/2035  | 140000 | 139770 |
| Elevance Health Inc 5.7% 2/15/2055  | 10000 | 9451 |
| Elevance Health Inc 5.7% 9/15/2055  | 90000 | 85580 |
| Franciscan Missionaries of Our Lady Health System Inc 3.914% 7/1/2049  | 120000 | 89606 |
| HCA Inc 4.3% 11/15/2030  | 300000 | 295045 |
| HCA Inc 4.5% 2/15/2027  | 1013000 | 1013001 |
| HCA Inc 5.25% 6/15/2049  | 100000 | 88245 |
| HCA Inc 5.5% 3/1/2032  | 250000 | 256289 |
| HCA Inc 5.6% 4/1/2034  | 200000 | 204249 |
| HCA Inc 5.7% 11/15/2055  | 30000 | 27906 |
| HCA Inc 5.75% 3/1/2035  | 110000 | 113097 |
| HCA Inc 6% 4/1/2054  | 300000 | 289561 |
| HCA Inc 6.1% 4/1/2064  | 70000 | 67577 |
| Humana Inc 3.95% 3/15/2027  | 445000 | 443024 |
| Humana Inc 4.625% 12/1/2042  | 80000 | 65703 |
| Humana Inc 5.75% 12/1/2028  | 70000 | 71780 |
| Humana Inc 5.75% 4/15/2054 (e) | 70000 | 62904 |
| Humana Inc 6% 5/1/2055  | 70000 | 64894 |
| Integris Baptist Medical Center Inc 3.875% 8/15/2050  | 83000 | 60061 |
| Kaiser Foundation Hospitals 2.81% 6/1/2041  | 63000 | 45704 |
| Kaiser Foundation Hospitals 3.266% 11/1/2049  | 80000 | 54764 |
| Kaiser Foundation Hospitals 4.15% 5/1/2047  | 130000 | 105808 |
| Mass General Brigham Inc 3.342% 7/1/2060  | 70000 | 45051 |
| McKesson Corp 4.65% 5/30/2030  | 30000 | 30181 |
| McKesson Corp 5.25% 5/30/2035  | 60000 | 61138 |
| MyMichigan Health 3.409% 6/1/2050  | 33000 | 23055 |
| New York and Presbyterian Hospital/The 4.024% 8/1/2045  | 80000 | 65003 |
| Novant Health Inc 3.168% 11/1/2051  | 105000 | 68619 |
| NYU Langone Hospitals 3.38% 7/1/2055  | 70000 | 47424 |
| Orlando Health Obligated Group 3.327% 10/1/2050  | 57000 | 39908 |
| PeaceHealth Obligated Group 4.335% 11/15/2028  | 10000 | 9952 |
| PeaceHealth Obligated Group 4.855% 11/15/2032  | 20000 | 19906 |
| Piedmont Healthcare Inc 2.719% 1/1/2042  | 37000 | 25959 |
| Providence St Joseph Health Obligated Group 2.7% 10/1/2051  | 130000 | 75791 |
| Sutter Health 3.361% 8/15/2050  | 130000 | 90033 |
| Sutter Health 5.537% 8/15/2035  | 390000 | 402384 |
| Trinity Health Corp 2.632% 12/1/2040  | 50000 | 35892 |
| UnitedHealth Group Inc 2.9% 5/15/2050  | 120000 | 74703 |
| UnitedHealth Group Inc 3.05% 5/15/2041  | 230000 | 170500 |
| UnitedHealth Group Inc 3.5% 8/15/2039  | 772000 | 624410 |
| UnitedHealth Group Inc 3.7% 8/15/2049  | 40000 | 28766 |
| UnitedHealth Group Inc 3.75% 10/15/2047  | 30000 | 22188 |
| UnitedHealth Group Inc 4.25% 1/15/2029  | 100000 | 99822 |
| UnitedHealth Group Inc 4.45% 12/15/2048  | 102000 | 83243 |
| UnitedHealth Group Inc 4.625% 7/15/2035  | 100000 | 96759 |
| UnitedHealth Group Inc 4.7% 4/15/2029  | 340000 | 343392 |
| UnitedHealth Group Inc 4.95% 5/15/2062  | 90000 | 75561 |
| UnitedHealth Group Inc 5% 4/15/2034  | 40000 | 40031 |
| UnitedHealth Group Inc 5.05% 4/15/2053  | 100000 | 87970 |
| UnitedHealth Group Inc 5.15% 7/15/2034  | 150000 | 151279 |
| UnitedHealth Group Inc 5.25% 2/15/2028  | 90000 | 91580 |
| UnitedHealth Group Inc 5.35% 2/15/2033  | 90000 | 92401 |
| UnitedHealth Group Inc 5.5% 4/15/2064  | 100000 | 91561 |
| UnitedHealth Group Inc 5.5% 7/15/2044  | 210000 | 202649 |
| UnitedHealth Group Inc 5.625% 7/15/2054  | 250000 | 238268 |
| UnitedHealth Group Inc 6.05% 2/15/2063  | 60000 | 59976 |
| Universal Health Services Inc 4.625% 10/15/2029  | 100000 | 98834 |
| West Virginia United Health System Obligated Group 3.129% 6/1/2050  | 70000 | 43997 |
|  |  | 14992726 |
| Life Sciences Tools & Services - 0.1% |  |  |
| Agilent Technologies Inc 4.2% 9/9/2027  | 60000 | 59876 |
| Agilent Technologies Inc 4.75% 9/9/2034  | 60000 | 59080 |
| Revvity Inc 2.25% 9/15/2031  | 90000 | 78609 |
| Thermo Fisher Scientific Inc 2.6% 10/1/2029  | 250000 | 236236 |
| Thermo Fisher Scientific Inc 4.794% 10/7/2035  | 120000 | 118579 |
| Thermo Fisher Scientific Inc 4.902% 2/12/2036  | 150000 | 148935 |
| Thermo Fisher Scientific Inc 4.95% 11/21/2032 (e) | 210000 | 213527 |
| Thermo Fisher Scientific Inc 5.086% 8/10/2033  | 20000 | 20392 |
|  |  | 935234 |
| Pharmaceuticals - 0.8% |  |  |
| Bristol-Myers Squibb Co 1.45% 11/13/2030  | 600000 | 527582 |
| Bristol-Myers Squibb Co 3.7% 3/15/2052  | 330000 | 237927 |
| Bristol-Myers Squibb Co 3.9% 3/15/2062  | 100000 | 70813 |
| Bristol-Myers Squibb Co 4.125% 6/15/2039  | 100000 | 89072 |
| Bristol-Myers Squibb Co 4.55% 2/20/2048  | 42000 | 35523 |
| Bristol-Myers Squibb Co 5.2% 2/22/2034  | 190000 | 194790 |
| Bristol-Myers Squibb Co 5.55% 2/22/2054  | 171000 | 164657 |
| Bristol-Myers Squibb Co 5.75% 2/1/2031  | 70000 | 73918 |
| Eli Lilly & Co 2.25% 5/15/2050  | 200000 | 112723 |
| Eli Lilly & Co 4.2% 8/14/2029  | 100000 | 100095 |
| Eli Lilly & Co 4.25% 3/15/2031  | 430000 | 427942 |
| Eli Lilly & Co 4.6% 8/14/2034  | 100000 | 98988 |
| Eli Lilly & Co 4.75% 2/12/2030  | 130000 | 132356 |
| Eli Lilly & Co 4.875% 2/27/2053  | 50000 | 44668 |
| Eli Lilly & Co 4.9% 10/15/2035  | 150000 | 149927 |
| Eli Lilly & Co 5.05% 8/14/2054  | 100000 | 91754 |
| Eli Lilly & Co 5.1% 2/9/2064  | 100000 | 89953 |
| Eli Lilly & Co 5.5% 2/12/2055  | 180000 | 176434 |
| GlaxoSmithKline Capital Inc 3.875% 5/15/2028  | 130000 | 129338 |
| Haleon US Capital LLC 3.625% 3/24/2032  | 250000 | 234912 |
| Johnson & Johnson 2.1% 9/1/2040  | 220000 | 153371 |
| Johnson & Johnson 2.25% 9/1/2050  | 50000 | 28963 |
| Johnson & Johnson 2.45% 9/1/2060  | 110000 | 58953 |
| Johnson & Johnson 3.4% 1/15/2038  | 116000 | 100563 |
| Johnson & Johnson 3.55% 3/1/2036  | 110000 | 100289 |
| Johnson & Johnson 4.9% 6/1/2031  | 100000 | 103327 |
| Johnson & Johnson 5% 3/1/2035 (e) | 140000 | 144129 |
| Merck & Co Inc 1.45% 6/24/2030  | 100000 | 89066 |
| Merck & Co Inc 3.7% 2/10/2045  | 45000 | 35020 |
| Merck & Co Inc 3.850% 9/15/2027  | 30000 | 29961 |
| Merck & Co Inc 4.05% 5/17/2028  | 100000 | 100117 |
| Merck & Co Inc 4.15% 3/15/2031  | 170000 | 168100 |
| Merck & Co Inc 4.15% 5/18/2043  | 266000 | 224610 |
| Merck & Co Inc 4.150% 9/15/2030  | 60000 | 59656 |
| Merck & Co Inc 4.5% 5/17/2033  | 150000 | 149563 |
| Merck & Co Inc 4.75% 12/4/2035  | 180000 | 176623 |
| Merck & Co Inc 5% 5/17/2053  | 150000 | 135181 |
| Merck & Co Inc 5.55% 12/4/2055  | 130000 | 126243 |
| Merck & Co Inc 5.700% 9/15/2055  | 130000 | 128993 |
| Mylan Inc 4.55% 4/15/2028  | 20000 | 19896 |
| Novartis Capital Corp 2% 2/14/2027  | 320000 | 314618 |
| Novartis Capital Corp 2.75% 8/14/2050  | 50000 | 31427 |
| Novartis Capital Corp 3.1% 5/17/2027  | 90000 | 89163 |
| Novartis Capital Corp 4% 11/20/2045  | 35000 | 28745 |
| Novartis Capital Corp 4.1% 3/16/2029 (e) | 200000 | 199760 |
| Novartis Capital Corp 4.4% 3/18/2031  | 150000 | 149968 |
| Novartis Capital Corp 4.6% 11/5/2035  | 310000 | 303772 |
| Novartis Capital Corp 4.9% 3/18/2036  | 50000 | 49880 |
| Novartis Capital Corp 5.3% 11/5/2055  | 80000 | 76456 |
| Novartis Capital Corp 5.7% 3/18/2056  | 100000 | 100713 |
| Pfizer Inc 2.55% 5/28/2040  | 125000 | 90612 |
| Pfizer Inc 2.7% 5/28/2050  | 380000 | 233064 |
| Pfizer Inc 3.45% 3/15/2029  | 70000 | 68811 |
| Pfizer Inc 4% 12/15/2036  | 36000 | 33156 |
| Pfizer Inc 4.2% 11/15/2030 (e) | 1200000 | 1191664 |
| Pfizer Inc 4.875% 11/15/2035  | 60000 | 59401 |
| Pfizer Investment Enterprises Pte Ltd 4.45% 5/19/2028  | 270000 | 271603 |
| Pfizer Investment Enterprises Pte Ltd 4.65% 5/19/2030  | 113000 | 113857 |
| Pfizer Investment Enterprises Pte Ltd 4.75% 5/19/2033  | 200000 | 199238 |
| Pfizer Investment Enterprises Pte Ltd 5.11% 5/19/2043  | 150000 | 141539 |
| Pfizer Investment Enterprises Pte Ltd 5.3% 5/19/2053  | 154000 | 143123 |
| Pfizer Investment Enterprises Pte Ltd 5.34% 5/19/2063  | 250000 | 227082 |
| Royalty Pharma PLC 3.3% 9/2/2040  | 100000 | 75817 |
| Royalty Pharma PLC 5.200% 9/25/2035  | 180000 | 177648 |
| Viatris Inc 2.7% 6/22/2030  | 100000 | 90600 |
| Viatris Inc 3.85% 6/22/2040  | 120000 | 91076 |
| Viatris Inc 4% 6/22/2050  | 100000 | 65541 |
| Zoetis Inc 4.15% 8/17/2028  | 70000 | 69783 |
| Zoetis Inc 4.45% 8/20/2048  | 60000 | 50337 |
| Zoetis Inc 5% 8/17/2035  | 80000 | 79349 |
|  |  | 10133799 |
| TOTAL HEALTH CARE |  | 34685539 |
| Industrials - 1.7% |  |  |
| Aerospace & Defense - 0.5% |  |  |
| Boeing Co 3.2% 3/1/2029  | 126000 | 121526 |
| Boeing Co 3.6% 5/1/2034  | 170000 | 152180 |
| Boeing Co 5.705% 5/1/2040  | 836000 | 837315 |
| Boeing Co 5.805% 5/1/2050  | 130000 | 125674 |
| Boeing Co 6.528% 5/1/2034  | 250000 | 272336 |
| Boeing Co 6.858% 5/1/2054  | 190000 | 209109 |
| GE Aerospace 4.35% 5/1/2050  | 489000 | 410365 |
| General Dynamics Corp 3.625% 4/1/2030  | 140000 | 135928 |
| General Dynamics Corp 4.25% 4/1/2050  | 50000 | 41725 |
| General Dynamics Corp 4.95% 8/15/2035  | 60000 | 60408 |
| Honeywell Aerospace Inc 4% 3/16/2029 (d) | 120000 | 118879 |
| Honeywell Aerospace Inc 4.3% 3/16/2031 (d) | 100000 | 98918 |
| Honeywell Aerospace Inc 4.95% 3/16/2036 (d) | 100000 | 99220 |
| Honeywell Aerospace Inc 5.622% 3/16/2046 (d) | 130000 | 128111 |
| Honeywell Aerospace Inc 5.732% 3/16/2056 (d) | 150000 | 148269 |
| Huntington Ingalls Industries Inc 4.2% 5/1/2030  | 60000 | 58821 |
| L3Harris Technologies Inc 4.854% 4/27/2035  | 100000 | 98092 |
| L3Harris Technologies Inc 5.05% 6/1/2029 (e) | 200000 | 203477 |
| L3Harris Technologies Inc 5.5% 8/15/2054  | 50000 | 47858 |
| Lockheed Martin Corp 4.07% 12/15/2042  | 70000 | 59228 |
| Lockheed Martin Corp 4.09% 9/15/2052  | 70000 | 54634 |
| Lockheed Martin Corp 4.7% 12/15/2031  | 210000 | 212749 |
| Lockheed Martin Corp 4.7% 5/15/2046  | 28000 | 24802 |
| Lockheed Martin Corp 5% 8/15/2035  | 60000 | 60540 |
| Lockheed Martin Corp 5.2% 2/15/2055  | 40000 | 37199 |
| Lockheed Martin Corp 5.2% 2/15/2064  | 20000 | 18158 |
| Lockheed Martin Corp 5.9% 11/15/2063  | 200000 | 204489 |
| Northrop Grumman Corp 3.25% 1/15/2028  | 80000 | 78570 |
| Northrop Grumman Corp 4.03% 10/15/2047  | 106000 | 83436 |
| Northrop Grumman Corp 4.4% 5/1/2030 (e) | 300000 | 299125 |
| Northrop Grumman Corp 4.7% 3/15/2033  | 30000 | 29967 |
| Northrop Grumman Corp 5.2% 6/1/2054  | 60000 | 55285 |
| Northrop Grumman Corp 5.25% 5/1/2050  | 120000 | 111293 |
| RTX Corp 3.75% 11/1/2046  | 30000 | 22817 |
| RTX Corp 4.05% 5/4/2047  | 18000 | 14249 |
| RTX Corp 4.125% 11/16/2028  | 260000 | 258909 |
| RTX Corp 4.35% 4/15/2047  | 260000 | 215279 |
| RTX Corp 4.45% 11/16/2038  | 370000 | 341783 |
| RTX Corp 5.15% 2/27/2033  | 240000 | 244764 |
| RTX Corp 6.1% 3/15/2034  | 230000 | 247675 |
| RTX Corp 6.4% 3/15/2054  | 60000 | 64699 |
|  |  | 6107861 |
| Air Freight & Logistics - 0.1% |  |  |
| FedEx Corp 4.05% 2/15/2048  | 150000 | 114369 |
| FedEx Corp 4.25% 5/15/2030  | 175000 | 173176 |
| FedEx Corp 4.55% 4/1/2046  | 60000 | 49974 |
| FedEx Corp 4.75% 11/15/2045  | 20000 | 17080 |
| FedEx Corp 4.95% 10/17/2048  | 102000 | 88463 |
| United Parcel Service Inc 4.875% 3/3/2033 (e) | 360000 | 366957 |
| United Parcel Service Inc 5.05% 3/3/2053  | 20000 | 17792 |
| United Parcel Service Inc 5.25% 5/14/2035 (e) | 130000 | 132854 |
| United Parcel Service Inc 5.5% 5/22/2054  | 140000 | 133563 |
| United Parcel Service Inc 5.6% 5/22/2064  | 50000 | 47212 |
| United Parcel Service Inc 5.95% 5/14/2055  | 130000 | 131299 |
|  |  | 1272739 |
| Building Products - 0.1% |  |  |
| Carrier Global Corp 2.493% 2/15/2027  | 50000 | 49200 |
| Carrier Global Corp 2.722% 2/15/2030  | 100000 | 93392 |
| Carrier Global Corp 3.377% 4/5/2040  | 195000 | 153603 |
| Carrier Global Corp 3.577% 4/5/2050  | 50000 | 35735 |
| Carrier Global Corp 5.9% 3/15/2034  | 80000 | 84404 |
| Johnson Controls International PLC / Tyco Fire & Security Finance SCA 4.9% 12/1/2032  | 150000 | 150575 |
| Johnson Controls International plc 5.125% 9/14/2045  | 6000 | 5408 |
| Masco Corp 2% 2/15/2031  | 103000 | 90760 |
| Masco Corp 3.125% 2/15/2051  | 52000 | 33045 |
| Owens Corning 3.875% 6/1/2030  | 100000 | 96804 |
| Owens Corning 4.4% 1/30/2048  | 20000 | 16065 |
| Owens Corning 5.95% 6/15/2054  | 60000 | 59214 |
| Trane Technologies Holdco Inc 3.75% 8/21/2028  | 210000 | 208050 |
| Trane Technologies Holdco Inc 4.3% 2/21/2048  | 20000 | 16453 |
|  |  | 1092708 |
| Commercial Services & Supplies - 0.1% |  |  |
| Republic Services Inc 1.45% 2/15/2031  | 500000 | 433525 |
| Republic Services Inc 3.95% 5/15/2028  | 28000 | 27836 |
| Republic Services Inc 5.15% 3/15/2035  | 60000 | 61182 |
| Veralto Corp 5.45% 9/18/2033  | 40000 | 40847 |
| Waste Connections Inc 2.2% 1/15/2032  | 130000 | 114212 |
| Waste Connections Inc 5% 3/1/2034  | 90000 | 90584 |
| Waste Management Inc 4.65% 3/15/2030  | 60000 | 60549 |
| Waste Management Inc 4.875% 2/15/2029  | 390000 | 396536 |
| Waste Management Inc 4.875% 2/15/2034  | 80000 | 80894 |
| Waste Management Inc 4.95% 3/15/2035  | 60000 | 60148 |
| Waste Management Inc 4.95% 7/3/2027  | 40000 | 40387 |
| Waste Management Inc 4.95% 7/3/2031  | 40000 | 40912 |
| Waste Management Inc 5.35% 10/15/2054 (e) | 60000 | 57233 |
|  |  | 1504845 |
| Electrical Equipment - 0.0% |  |  |
| ABB Finance USA Inc 4.375% 5/8/2042  | 30000 | 26165 |
| Emerson Electric Co 2% 12/21/2028  | 290000 | 274495 |
| Emerson Electric Co 5% 3/15/2035  | 80000 | 80524 |
| Regal Rexnord Corp 6.05% 4/15/2028  | 170000 | 174361 |
| Regal Rexnord Corp 6.4% 4/15/2033  | 40000 | 42279 |
| Rockwell Automation Inc 4.2% 3/1/2049  | 50000 | 40423 |
|  |  | 638247 |
| Ground Transportation - 0.3% |  |  |
| Burlington Northern Santa Fe LLC 3.05% 2/15/2051  | 211000 | 136108 |
| Burlington Northern Santa Fe LLC 3.25% 6/15/2027  | 30000 | 29746 |
| Burlington Northern Santa Fe LLC 4.05% 6/15/2048  | 207000 | 163080 |
| Burlington Northern Santa Fe LLC 4.45% 3/15/2043  | 100000 | 87117 |
| Burlington Northern Santa Fe LLC 4.9% 4/1/2044  | 100000 | 91675 |
| Burlington Northern Santa Fe LLC 5.2% 4/15/2054  | 80000 | 73618 |
| Burlington Northern Santa Fe LLC 5.55% 3/15/2056  | 50000 | 48477 |
| Burlington Northern Santa Fe LLC 5.8% 3/15/2056  | 100000 | 100886 |
| Burlington Northern Santa Fe LLC 6.15% 5/1/2037  | 20000 | 21713 |
| CSX Corp 2.4% 2/15/2030  | 80000 | 74362 |
| CSX Corp 4.3% 3/1/2048  | 140000 | 114279 |
| CSX Corp 4.5% 3/15/2049  | 160000 | 133467 |
| CSX Corp 4.75% 11/15/2048  | 70000 | 60815 |
| CSX Corp 5.05% 6/15/2035  | 20000 | 20074 |
| CSX Corp 6.15% 5/1/2037  | 140000 | 151457 |
| Norfolk Southern Corp 2.9% 8/25/2051  | 110000 | 67562 |
| Norfolk Southern Corp 3.8% 8/1/2028  | 63000 | 62364 |
| Norfolk Southern Corp 4.05% 8/15/2052  | 90000 | 68107 |
| Norfolk Southern Corp 4.1% 5/15/2121  | 60000 | 40353 |
| Norfolk Southern Corp 4.15% 2/28/2048  | 38000 | 30072 |
| Norfolk Southern Corp 4.45% 3/1/2033  | 150000 | 147031 |
| Norfolk Southern Corp 5.1% 5/1/2035  | 100000 | 100292 |
| Norfolk Southern Corp 5.35% 8/1/2054  | 90000 | 83910 |
| Ryder System Inc 4.85% 6/15/2030  | 50000 | 50344 |
| Ryder System Inc 6.6% 12/1/2033  | 60000 | 65728 |
| Uber Technologies Inc 4.15% 1/15/2031  | 110000 | 107557 |
| Uber Technologies Inc 4.3% 1/15/2030  | 50000 | 49579 |
| Uber Technologies Inc 4.8% 9/15/2034  | 50000 | 48950 |
| Uber Technologies Inc 4.8% 9/15/2035  | 140000 | 135850 |
| Uber Technologies Inc 5.35% 9/15/2054  | 50000 | 46041 |
| Union Pacific Corp 2.891% 4/6/2036  | 79000 | 66288 |
| Union Pacific Corp 2.973% 9/16/2062  | 290000 | 166401 |
| Union Pacific Corp 3.25% 2/5/2050  | 50000 | 33862 |
| Union Pacific Corp 3.55% 8/15/2039  | 130000 | 109114 |
| Union Pacific Corp 3.6% 9/15/2037  | 38000 | 33241 |
| Union Pacific Corp 3.839% 3/20/2060  | 70000 | 49517 |
| Union Pacific Corp 4.05% 11/15/2045  | 170000 | 136561 |
| Union Pacific Corp 5.1% 2/20/2035  | 20000 | 20355 |
| Union Pacific Corp 5.15% 1/20/2063  | 120000 | 107337 |
| Union Pacific Corp 5.6% 12/1/2054 (e) | 20000 | 19600 |
|  |  | 3152890 |
| Industrial Conglomerates - 0.0% |  |  |
| 3M Co 2.375% 8/26/2029  | 177000 | 165965 |
| 3M Co 3.05% 4/15/2030  | 19000 | 18003 |
| 3M Co 3.625% 10/15/2047  | 50000 | 36162 |
| 3M Co 3.7% 4/15/2050  | 24000 | 17291 |
| 3M Co 3.875% 6/15/2044  | 70000 | 54576 |
| 3M Co 4% 9/14/2048  | 60000 | 46145 |
| 3M Co 5.15% 3/15/2035  | 100000 | 100592 |
| Honeywell International Inc 3.812% 11/21/2047  | 20000 | 15156 |
| Trane Technologies Financing Ltd 3.8% 3/21/2029  | 125000 | 123450 |
|  |  | 577340 |
| Machinery - 0.3% |  |  |
| Caterpillar Financial Services Corp 1.1% 9/14/2027  | 530000 | 508599 |
| Caterpillar Financial Services Corp 4.1% 8/15/2028  | 450000 | 449607 |
| Caterpillar Financial Services Corp 4.15% 1/8/2031  | 150000 | 148594 |
| Caterpillar Inc 3.25% 9/19/2049  | 110000 | 76152 |
| Caterpillar Inc 4.75% 5/15/2064  | 40000 | 34492 |
| Caterpillar Inc 5.2% 5/15/2035  | 120000 | 122931 |
| Caterpillar Inc 5.2% 5/27/2041  | 100000 | 98868 |
| Cummins Inc 4.875% 10/1/2043  | 110000 | 102645 |
| Cummins Inc 4.9% 2/20/2029  | 60000 | 61025 |
| Cummins Inc 5.3% 5/9/2035  | 60000 | 61157 |
| Deere & Co 2.875% 9/7/2049  | 130000 | 85099 |
| Deere & Co 5.7% 1/19/2055  | 80000 | 81545 |
| Eaton Corp 3.85% 3/6/2028  | 400000 | 397065 |
| Eaton Corp 4.15% 3/15/2033 (e) | 260000 | 252764 |
| Eaton Corp 4.7% 8/23/2052  | 20000 | 17508 |
| Eaton Corp 4.8% 3/6/2036  | 400000 | 394917 |
| Illinois Tool Works Inc 4.875% 9/15/2041  | 70000 | 66074 |
| Ingersoll Rand Inc 5.7% 8/14/2033  | 270000 | 280499 |
| Otis Worldwide Corp 2.565% 2/15/2030  | 70000 | 64984 |
| Otis Worldwide Corp 3.362% 2/15/2050  | 80000 | 54631 |
| Otis Worldwide Corp 5.131% 9/4/2035  | 10000 | 9974 |
| Parker-Hannifin Corp 3.25% 6/14/2029  | 60000 | 58117 |
| Parker-Hannifin Corp 4% 6/14/2049  | 110000 | 85680 |
| Stanley Black & Decker Inc 2.75% 11/15/2050  | 150000 | 84949 |
| Westinghouse Air Brake Technologies Corp 5.5% 5/29/2035  | 60000 | 61255 |
|  |  | 3659131 |
| Passenger Airlines - 0.1% |  |  |
| American Airlines 2017-1 Class AA Pass Through Trust equipment trust certificate 3.65% 8/15/2030  | 85125 | 82763 |
| Delta Air Lines Inc 4.95% 7/10/2028  | 80000 | 80295 |
| Delta Air Lines Inc 5.25% 7/10/2030  | 40000 | 40263 |
| Southwest Airlines Co 5.125% 6/15/2027  | 595000 | 596910 |
| United Airlines 2016-1 Class AA Pass Through Trust equipment trust certificate 3.1% 1/7/2030  | 151660 | 147673 |
| United Airlines 2023-1 Class A Pass Through Trust equipment trust certificate 5.8% 7/15/2037  | 45531 | 46864 |
|  |  | 994768 |
| Professional Services - 0.1% |  |  |
| Booz Allen Hamilton Inc 5.95% 8/4/2033  | 60000 | 61231 |
| Leidos Inc 2.3% 2/15/2031  | 110000 | 97891 |
| Leidos Inc 3.685% 3/15/2036  | 100000 | 96680 |
| Paychex Inc 5.1% 4/15/2030  | 100000 | 100896 |
| Paychex Inc 5.6% 4/15/2035 (e) | 133000 | 133575 |
| Verisk Analytics Inc 5.125% 3/15/2036 (e) | 100000 | 97693 |
| Verisk Analytics Inc 5.25% 3/15/2035  | 100000 | 99145 |
|  |  | 687111 |
| Trading Companies & Distributors - 0.1% |  |  |
| Air Lease Corp 3.125% 12/1/2030  | 40000 | 36822 |
| Air Lease Corp 3.75% 6/1/2026  | 158000 | 157750 |
| Air Lease Corp 5.2% 7/15/2031  | 70000 | 70150 |
| Ferguson Enterprises Inc 4.35% 3/15/2031  | 70000 | 68821 |
| GATX Corp 4.55% 11/7/2028  | 130000 | 130308 |
| GATX Corp 4.9% 3/15/2033  | 80000 | 78578 |
| GATX Corp 6.9% 5/1/2034  | 100000 | 109631 |
| WW Grainger Inc 4.45% 9/15/2034  | 110000 | 108167 |
|  |  | 760227 |
| TOTAL INDUSTRIALS |  | 20447867 |
| Information Technology - 2.1% |  |  |
| Communications Equipment - 0.1% |  |  |
| Cisco Systems Inc 4.75% 2/24/2030 (e) | 80000 | 81537 |
| Cisco Systems Inc 4.8% 2/26/2027  | 370000 | 372251 |
| Cisco Systems Inc 4.85% 2/26/2029  | 110000 | 112014 |
| Cisco Systems Inc 5.05% 2/26/2034  | 110000 | 111591 |
| Cisco Systems Inc 5.1% 2/24/2035  | 130000 | 131773 |
| Cisco Systems Inc 5.3% 2/26/2054  | 50000 | 46894 |
| Cisco Systems Inc 5.5% 1/15/2040  | 90000 | 91585 |
| Cisco Systems Inc 5.5% 2/24/2055  | 40000 | 38783 |
| Cisco Systems Inc 5.9% 2/15/2039  | 130000 | 137263 |
| Motorola Solutions Inc 5.2% 8/15/2032  | 30000 | 30428 |
| Motorola Solutions Inc 5.4% 4/15/2034  | 160000 | 161919 |
|  |  | 1316038 |
| Electronic Equipment, Instruments & Components - 0.2% |  |  |
| Amphenol Corp 3.8% 11/15/2027  | 250000 | 248498 |
| Amphenol Corp 4.125% 11/15/2030  | 310000 | 305426 |
| Amphenol Corp 4.625% 2/15/2036  | 20000 | 19340 |
| Amphenol Corp 5.25% 4/5/2034  | 130000 | 132835 |
| Amphenol Corp 5.3% 11/15/2055  | 80000 | 75129 |
| Amphenol Corp 5.375% 11/15/2054  | 26000 | 24861 |
| Corning Inc 4.375% 11/15/2057  | 70000 | 55124 |
| Corning Inc 5.35% 11/15/2048  | 140000 | 131785 |
| Dell International LLC / EMC Corp 5.3% 10/1/2029  | 390000 | 398010 |
| Dell International LLC / EMC Corp 8.1% 7/15/2036  | 80000 | 95093 |
| Dell International LLC / EMC Corp 8.35% 7/15/2046  | 187000 | 231465 |
| Flex Ltd 5.25% 1/15/2032  | 100000 | 100396 |
| Vontier Corp 2.4% 4/1/2028  | 60000 | 57510 |
|  |  | 1875472 |
| IT Services - 0.2% |  |  |
| CDW LLC / CDW Finance Corp 2.67% 12/1/2026  | 150000 | 148251 |
| CDW LLC / CDW Finance Corp 3.569% 12/1/2031  | 40000 | 36562 |
| CDW LLC / CDW Finance Corp 5.1% 3/1/2030  | 60000 | 59908 |
| CDW LLC / CDW Finance Corp 5.55% 8/22/2034  | 40000 | 39309 |
| IBM Corporation 1.95% 5/15/2030  | 175000 | 158033 |
| IBM Corporation 2.95% 5/15/2050  | 175000 | 107173 |
| IBM Corporation 3.5% 5/15/2029  | 843000 | 819473 |
| IBM Corporation 4% 6/20/2042  | 90000 | 73028 |
| IBM Corporation 4.15% 5/15/2039 (e) | 100000 | 86738 |
| IBM Corporation 4.95% 2/3/2036  | 100000 | 97412 |
| IBM Corporation 5.2% 2/10/2035  | 100000 | 100516 |
| IBM Corporation 5.6% 11/30/2039  | 50000 | 50319 |
| IBM Corporation 5.7% 2/10/2055 (e) | 100000 | 94426 |
| IBM International Capital Pte Ltd 4.6% 2/5/2029  | 180000 | 181084 |
|  |  | 2052232 |
| Semiconductors & Semiconductor Equipment - 0.6% |  |  |
| Advanced Micro Devices Inc 4.393% 6/1/2052  | 30000 | 24878 |
| Analog Devices Inc 2.8% 10/1/2041  | 130000 | 93201 |
| Analog Devices Inc 2.95% 10/1/2051  | 40000 | 25414 |
| Analog Devices Inc 4.5% 6/15/2030  | 30000 | 30095 |
| Applied Materials Inc 4% 1/15/2031  | 80000 | 78438 |
| Applied Materials Inc 4.35% 4/1/2047  | 28000 | 23665 |
| Applied Materials Inc 5.85% 6/15/2041  | 70000 | 73027 |
| Broadcom Corp / Broadcom Cayman Finance Ltd 3.5% 1/15/2028  | 1324000 | 1307959 |
| Broadcom Inc 3.187% 11/15/2036 (d) | 90000 | 75209 |
| Broadcom Inc 3.419% 4/15/2033  | 82000 | 74983 |
| Broadcom Inc 3.5% 2/15/2041  | 100000 | 79781 |
| Broadcom Inc 4% 4/15/2029 (d) | 70000 | 69306 |
| Broadcom Inc 4.3% 11/15/2032  | 250000 | 243437 |
| Broadcom Inc 4.55% 2/15/2032  | 190000 | 188348 |
| Broadcom Inc 4.6% 7/15/2030  | 250000 | 251244 |
| Broadcom Inc 4.75% 4/15/2029  | 50000 | 50558 |
| Broadcom Inc 4.8% 10/15/2034  | 190000 | 187123 |
| Broadcom Inc 4.8% 2/15/2036  | 90000 | 87744 |
| Broadcom Inc 4.9% 2/15/2038  | 230000 | 221991 |
| Broadcom Inc 4.926% 5/15/2037 (d) | 80000 | 77594 |
| Broadcom Inc 4.95% 1/15/2036  | 200000 | 197250 |
| Broadcom Inc 5% 4/15/2030  | 50000 | 50907 |
| Broadcom Inc 5.15% 11/15/2031  | 240000 | 246199 |
| Broadcom Inc 5.7% 1/15/2056  | 100000 | 99481 |
| Intel Corp 3.25% 11/15/2049  | 110000 | 69498 |
| Intel Corp 3.734% 12/8/2047  | 617000 | 431142 |
| Intel Corp 4.875% 2/10/2028  | 100000 | 100704 |
| Intel Corp 5.15% 2/21/2034  | 50000 | 49862 |
| Intel Corp 5.2% 2/10/2033  | 710000 | 715561 |
| Intel Corp 5.7% 2/10/2053  | 80000 | 73661 |
| Intel Corp 5.9% 2/10/2063  | 90000 | 83486 |
| KLA Corp 4.65% 7/15/2032 (e) | 110000 | 110488 |
| KLA Corp 4.95% 7/15/2052  | 110000 | 98460 |
| Lam Research Corp 2.875% 6/15/2050  | 150000 | 94530 |
| Marvell Technology Inc 4.75% 7/15/2030  | 50000 | 50170 |
| Marvell Technology Inc 5.45% 7/15/2035  | 20000 | 20322 |
| Marvell Technology Inc 5.95% 9/15/2033  | 60000 | 63497 |
| Micron Technology Inc 3.366% 11/1/2041  | 30000 | 23274 |
| Micron Technology Inc 5.65% 11/1/2032  | 40000 | 42225 |
| Micron Technology Inc 5.8% 1/15/2035  | 70000 | 74532 |
| Micron Technology Inc 6.05% 11/1/2035  | 50000 | 53952 |
| NVIDIA Corp 2% 6/15/2031  | 216000 | 193477 |
| NVIDIA Corp 2.85% 4/1/2030  | 100000 | 94935 |
| NVIDIA Corp 3.5% 4/1/2040  | 50000 | 41632 |
| NVIDIA Corp 3.5% 4/1/2050  | 50000 | 36875 |
| QUALCOMM Inc 1.65% 5/20/2032  | 54000 | 45736 |
| QUALCOMM Inc 4.5% 5/20/2030  | 130000 | 130758 |
| QUALCOMM Inc 5% 5/20/2035  | 130000 | 129802 |
| QUALCOMM Inc 5.4% 5/20/2033  | 250000 | 260157 |
| QUALCOMM Inc 6% 5/20/2053  | 140000 | 142393 |
| Texas Instruments Inc 4.15% 5/15/2048  | 70000 | 56723 |
| Texas Instruments Inc 4.5% 5/23/2030  | 140000 | 140644 |
| Texas Instruments Inc 4.85% 2/8/2034  | 60000 | 60544 |
| Texas Instruments Inc 4.9% 3/14/2033  | 200000 | 203407 |
| Texas Instruments Inc 5.05% 5/18/2063  | 40000 | 35144 |
| Texas Instruments Inc 5.1% 5/23/2035  | 140000 | 141743 |
|  |  | 7727166 |
| Software - 0.7% |  |  |
| Adobe Inc 4.95% 4/4/2034  | 70000 | 70095 |
| AppLovin Corp 5.125% 12/1/2029  | 60000 | 60348 |
| AppLovin Corp 5.5% 12/1/2034  | 120000 | 119007 |
| Cadence Design Systems Inc 4.3% 9/10/2029  | 70000 | 69779 |
| Cadence Design Systems Inc 4.7% 9/10/2034  | 40000 | 39270 |
| Intuit Inc 5.2% 9/15/2033  | 30000 | 30520 |
| Intuit Inc 5.5% 9/15/2053  | 70000 | 64385 |
| Microsoft Corp 2.525% 6/1/2050  | 326000 | 195471 |
| Microsoft Corp 2.921% 3/17/2052  | 734000 | 472057 |
| Microsoft Corp 3.3% 2/6/2027  | 115000 | 114384 |
| Microsoft Corp 3.4% 6/15/2027  | 210000 | 208911 |
| Microsoft Corp 3.45% 8/8/2036 (e) | 481000 | 433577 |
| Microsoft Corp 4.2% 11/3/2035 (e) | 170000 | 166689 |
| Oracle Corp 2.95% 4/1/2030  | 360000 | 328621 |
| Oracle Corp 3.25% 11/15/2027  | 96000 | 93684 |
| Oracle Corp 3.6% 4/1/2050  | 300000 | 181118 |
| Oracle Corp 3.8% 11/15/2037  | 110000 | 87356 |
| Oracle Corp 3.85% 4/1/2060  | 80000 | 47078 |
| Oracle Corp 3.9% 5/15/2035 (e) | 220000 | 186258 |
| Oracle Corp 4% 11/15/2047  | 397000 | 262732 |
| Oracle Corp 4.2% 9/27/2029  | 290000 | 281048 |
| Oracle Corp 4.45% 9/26/2030  | 100000 | 96368 |
| Oracle Corp 4.7% 9/27/2034  | 70000 | 63883 |
| Oracle Corp 4.9% 2/6/2033  | 250000 | 236922 |
| Oracle Corp 4.95% 2/4/2031  | 200000 | 195688 |
| Oracle Corp 5.2% 9/26/2035 (e) | 270000 | 253259 |
| Oracle Corp 5.375% 7/15/2040  | 641000 | 561224 |
| Oracle Corp 5.375% 9/27/2054  | 70000 | 54147 |
| Oracle Corp 5.5% 8/3/2035  | 50000 | 47730 |
| Oracle Corp 5.7% 2/4/2036  | 200000 | 192298 |
| Oracle Corp 5.875% 9/26/2045  | 160000 | 138039 |
| Oracle Corp 5.95% 9/26/2055  | 180000 | 151429 |
| Oracle Corp 6% 8/3/2055  | 120000 | 100606 |
| Oracle Corp 6.55% 2/4/2046  | 200000 | 186591 |
| Oracle Corp 6.7% 2/4/2056  | 330000 | 306274 |
| Roper Technologies Inc 1.4% 9/15/2027  | 50000 | 47834 |
| Roper Technologies Inc 1.75% 2/15/2031  | 50000 | 43164 |
| Roper Technologies Inc 2% 6/30/2030  | 330000 | 294509 |
| Roper Technologies Inc 5.1% 9/15/2035  | 30000 | 29171 |
| Salesforce Inc 2.7% 7/15/2041  | 220000 | 149829 |
| Salesforce Inc 2.9% 7/15/2051  | 20000 | 11715 |
| Salesforce Inc 4.9% 9/15/2031  | 600000 | 599150 |
| Salesforce Inc 6.55% 3/15/2056  | 270000 | 270937 |
| Synopsys Inc 4.65% 4/1/2028  | 240000 | 240881 |
| Synopsys Inc 4.85% 4/1/2030  | 60000 | 60441 |
| Synopsys Inc 5% 4/1/2032  | 120000 | 121041 |
| Synopsys Inc 5.15% 4/1/2035  | 110000 | 110210 |
| Synopsys Inc 5.7% 4/1/2055  | 100000 | 95608 |
| VMware LLC 2.2% 8/15/2031  | 50000 | 43886 |
| VMware LLC 4.7% 5/15/2030  | 100000 | 100613 |
|  |  | 8315835 |
| Technology Hardware, Storage & Peripherals - 0.3% |  |  |
| Apple Inc 1.2% 2/8/2028  | 440000 | 419020 |
| Apple Inc 1.25% 8/20/2030  | 50000 | 44281 |
| Apple Inc 2.375% 2/8/2041  | 330000 | 234047 |
| Apple Inc 2.55% 8/20/2060  | 200000 | 106576 |
| Apple Inc 2.65% 2/8/2051  | 390000 | 236028 |
| Apple Inc 2.8% 2/8/2061  | 120000 | 68504 |
| Apple Inc 2.95% 9/11/2049  | 240000 | 157193 |
| Apple Inc 3% 11/13/2027 (e) | 96000 | 94686 |
| Apple Inc 3.2% 5/11/2027 (e) | 200000 | 198529 |
| Apple Inc 3.75% 11/13/2047  | 57000 | 44091 |
| Apple Inc 3.85% 5/4/2043  | 369000 | 305057 |
| Apple Inc 4.2% 5/12/2030  | 650000 | 653361 |
| Apple Inc 4.3% 5/10/2033  | 250000 | 250355 |
| Apple Inc 4.5% 2/23/2036 (e) | 90000 | 89607 |
| Hewlett Packard Enterprise Co 4.4% 10/15/2030  | 300000 | 294548 |
| Hewlett Packard Enterprise Co 4.55% 10/15/2029  | 130000 | 129354 |
| Hewlett Packard Enterprise Co 5% 10/15/2034  | 130000 | 125838 |
| Hewlett Packard Enterprise Co 5.25% 4/1/2033  | 20000 | 19881 |
| Hewlett Packard Enterprise Co 5.6% 10/15/2054  | 80000 | 71413 |
| HP Inc 4.2% 4/15/2032  | 110000 | 104602 |
| HP Inc 5.4% 4/25/2030  | 30000 | 30630 |
| HP Inc 6.1% 4/25/2035  | 100000 | 104043 |
|  |  | 3781644 |
| TOTAL INFORMATION TECHNOLOGY |  | 25068387 |
| Materials - 0.4% |  |  |
| Chemicals - 0.2% |  |  |
| Air Products and Chemicals Inc 2.05% 5/15/2030  | 60000 | 54631 |
| Air Products and Chemicals Inc 2.7% 5/15/2040  | 60000 | 44139 |
| Air Products and Chemicals Inc 2.8% 5/15/2050  | 100000 | 61881 |
| CF Industries Inc 4.95% 6/1/2043  | 70000 | 62452 |
| CF Industries Inc 5.375% 3/15/2044  | 20000 | 18634 |
| Dow Chemical Co/The 2.1% 11/15/2030  | 250000 | 219803 |
| Dow Chemical Co/The 3.6% 11/15/2050  | 200000 | 128614 |
| Dow Chemical Co/The 4.625% 10/1/2044  | 100000 | 78980 |
| Dow Chemical Co/The 4.8% 1/15/2031  | 50000 | 49376 |
| Dow Chemical Co/The 4.8% 5/15/2049  | 50000 | 38682 |
| Dow Chemical Co/The 5.65% 3/15/2036 (e) | 70000 | 69343 |
| Dow Chemical Co/The 7.375% 11/1/2029  | 46000 | 49771 |
| Eastman Chemical Co 4.5% 12/1/2028  | 174000 | 174091 |
| Eastman Chemical Co 5.625% 2/20/2034  | 30000 | 30418 |
| Eastman Chemical Co 5.75% 3/8/2033  | 80000 | 82690 |
| Ecolab Inc 1.3% 1/30/2031  | 300000 | 259277 |
| Ecolab Inc 2.7% 12/15/2051  | 50000 | 29999 |
| Ecolab Inc 5% 9/1/2035  | 40000 | 40045 |
| International Flavors & Fragrances Inc 4.375% 6/1/2047  | 50000 | 39313 |
| Linde Inc/CT 2% 8/10/2050  | 60000 | 31477 |
| LYB International Finance II BV 3.5% 3/2/2027  | 166000 | 164371 |
| LYB International Finance III LLC 3.375% 10/1/2040  | 20000 | 14476 |
| LYB International Finance III LLC 3.625% 4/1/2051  | 120000 | 77382 |
| LYB International Finance III LLC 4.2% 10/15/2049  | 100000 | 70758 |
| LYB International Finance III LLC 5.5% 3/1/2034  | 50000 | 49700 |
| LYB International Finance III LLC 5.875% 1/15/2036  | 110000 | 110363 |
| Mosaic Co/The 4.05% 11/15/2027  | 90000 | 89409 |
| Mosaic Co/The 5.45% 11/15/2033 (e) | 50000 | 50532 |
| RPM International Inc 5.25% 6/1/2045  | 30000 | 27814 |
| Sherwin-Williams Co/The 3.45% 6/1/2027  | 290000 | 286916 |
| Sherwin-Williams Co/The 3.8% 8/15/2049  | 80000 | 58506 |
| Sherwin-Williams Co/The 4.5% 6/1/2047  | 50000 | 41621 |
| Westlake Corp 5.55% 11/15/2035  | 50000 | 49837 |
| Westlake Corp 6.375% 11/15/2055  | 60000 | 59119 |
|  |  | 2714420 |
| Construction Materials - 0.0% |  |  |
| Amrize Finance US LLC 5.4% 4/7/2035  | 180000 | 183040 |
| CRH America Finance Inc 4.4% 2/9/2031  | 90000 | 88693 |
| CRH America Finance Inc 5.6% 2/9/2056  | 80000 | 76795 |
| Martin Marietta Materials Inc 2.4% 7/15/2031  | 100000 | 89003 |
| Martin Marietta Materials Inc 2.5% 3/15/2030 (e) | 90000 | 83247 |
| Martin Marietta Materials Inc 3.2% 7/15/2051  | 20000 | 12967 |
| Martin Marietta Materials Inc 5.15% 12/1/2034  | 30000 | 30011 |
| Martin Marietta Materials Inc 5.5% 12/1/2054  | 60000 | 56405 |
| Vulcan Materials Co 5.35% 12/1/2034  | 110000 | 111753 |
|  |  | 731914 |
| Containers & Packaging - 0.1% |  |  |
| Amcor Flexibles North America Inc 4.25% 3/8/2029  | 200000 | 198163 |
| Amcor Flexibles North America Inc 5.1% 3/17/2030  | 210000 | 211965 |
| Amcor Flexibles North America Inc 5.125% 3/12/2036  | 100000 | 97222 |
| Amcor Flexibles North America Inc 5.5% 3/17/2035 (e) | 60000 | 60687 |
| Amcor Group Finance PLC 5.45% 5/23/2029  | 150000 | 153692 |
| Avery Dennison Corp 2.65% 4/30/2030  | 80000 | 73949 |
| International Paper Co 4.8% 6/15/2044  | 155000 | 132282 |
| Packaging Corp of America 5.2% 8/15/2035  | 20000 | 19840 |
| Packaging Corp of America 5.7% 12/1/2033  | 80000 | 83001 |
| Sonoco Products Co 5% 9/1/2034  | 100000 | 97817 |
| WestRock MWV LLC 8.2% 1/15/2030  | 220000 | 246595 |
| WRKCo Inc 4.2% 6/1/2032  | 50000 | 47995 |
|  |  | 1423208 |
| Metals & Mining - 0.1% |  |  |
| Freeport-McMoRan Inc 4.125% 3/1/2028  | 130000 | 128931 |
| Freeport-McMoRan Inc 5.4% 11/14/2034  | 140000 | 142054 |
| Freeport-McMoRan Inc 5.45% 3/15/2043  | 20000 | 18922 |
| Newmont Corp 2.6% 7/15/2032 (e) | 250000 | 226117 |
| Newmont Corp 5.45% 6/9/2044  | 80000 | 77159 |
| Nucor Corp 3.125% 4/1/2032  | 130000 | 119632 |
| Nucor Corp 4.65% 6/1/2030  | 100000 | 100930 |
| Nucor Corp 6.4% 12/1/2037  | 50000 | 55115 |
|  |  | 868860 |
| TOTAL MATERIALS |  | 5738402 |
| Real Estate - 0.9% |  |  |
| Diversified REITs - 0.1% |  |  |
| Equinix Europe 2 Financing Corp LLC 4.6% 11/15/2030  | 70000 | 69347 |
| Equinix Europe 2 Financing Corp LLC 5.127% 3/15/2033  | 100000 | 97261 |
| Equinix Europe 2 Financing Corp LLC 5.5% 6/15/2034  | 170000 | 172567 |
| GLP Capital LP / GLP Financing II Inc 5% 3/1/2036  | 50000 | 48629 |
| GLP Capital LP / GLP Financing II Inc 5.25% 2/15/2033  | 100000 | 98024 |
| GLP Capital LP / GLP Financing II Inc 5.625% 9/15/2034  | 140000 | 137815 |
| Piedmont Operating Partnership LP 3.15% 8/15/2030  | 30000 | 26959 |
| Safehold GL Holdings LLC 6.1% 4/1/2034  | 30000 | 31524 |
| VICI Properties LP 4.75% 2/15/2028  | 70000 | 70063 |
| VICI Properties LP 4.95% 2/15/2030  | 230000 | 229632 |
| VICI Properties LP 5.125% 5/15/2032  | 70000 | 68982 |
| VICI Properties LP 5.625% 4/1/2035  | 30000 | 29860 |
| VICI Properties LP 6.125% 4/1/2054  | 60000 | 57147 |
| WP Carey Inc 3.85% 7/15/2029  | 70000 | 68344 |
|  |  | 1206154 |
| Health Care REITs - 0.1% |  |  |
| Alexandria Real Estate Equities Inc 2% 5/18/2032 (e) | 125000 | 104579 |
| Alexandria Real Estate Equities Inc 4.85% 4/15/2049  | 90000 | 75125 |
| Alexandria Real Estate Equities Inc 5.25% 3/15/2036  | 150000 | 146487 |
| Healthpeak OP LLC 3% 1/15/2030  | 250000 | 235123 |
| Healthpeak OP LLC 4.75% 1/15/2033  | 40000 | 39128 |
| Omega Healthcare Investors Inc 5.2% 7/1/2030  | 90000 | 90366 |
| Ventas Realty LP 4.4% 1/15/2029  | 40000 | 39770 |
| Ventas Realty LP 4.875% 4/15/2049  | 160000 | 137387 |
| Welltower OP LLC 4.95% 9/1/2048  | 76000 | 68308 |
|  |  | 936273 |
| Industrial REITs - 0.0% |  |  |
| LXP Industrial Trust 6.75% 11/15/2028  | 13000 | 13629 |
| Prologis LP 1.75% 2/1/2031  | 370000 | 325095 |
| Prologis LP 3% 4/15/2050  | 145000 | 93657 |
| Prologis LP 4.75% 1/15/2031  | 60000 | 60618 |
| Prologis LP 5% 1/31/2035  | 90000 | 89682 |
| Prologis LP 5.25% 3/15/2054  | 20000 | 18651 |
| Prologis LP 5.25% 5/15/2035  | 50000 | 50824 |
|  |  | 652156 |
| Office REITs - 0.0% |  |  |
| Boston Properties LP 2.55% 4/1/2032  | 90000 | 77231 |
| Boston Properties LP 2.9% 3/15/2030  | 80000 | 74134 |
| Boston Properties LP 5.75% 1/15/2035  | 40000 | 39780 |
| Boston Properties LP 6.75% 12/1/2027 (e) | 180000 | 186045 |
| COPT Defense Properties LP 2.75% 4/15/2031  | 50000 | 45271 |
| Highwoods Realty LP 4.125% 3/15/2028  | 80000 | 78853 |
| Highwoods Realty LP 7.65% 2/1/2034  | 30000 | 33217 |
| Kilroy Realty LP 4.75% 12/15/2028  | 80000 | 79383 |
| Kilroy Realty LP 5.875% 10/15/2035  | 10000 | 9641 |
| Kilroy Realty LP 6.25% 1/15/2036  | 40000 | 39629 |
|  |  | 663184 |
| Real Estate Management & Development - 0.1% |  |  |
| CBRE Services Inc 5.1% 6/15/2030  | 60000 | 60120 |
| CBRE Services Inc 5.95% 8/15/2034  | 80000 | 83281 |
| Digital Realty Trust LP 4.45% 7/15/2028  | 120000 | 119677 |
| Essex Portfolio LP 2.65% 3/15/2032  | 170000 | 149456 |
| Essex Portfolio LP 5.375% 4/1/2035  | 40000 | 40332 |
| Extra Space Storage LP 4.95% 1/15/2033  | 20000 | 19737 |
| Extra Space Storage LP 5.35% 1/15/2035  | 50000 | 50167 |
| Extra Space Storage LP 5.4% 2/1/2034  | 20000 | 20164 |
| Extra Space Storage LP 5.4% 6/15/2035  | 100000 | 100249 |
| Extra Space Storage LP 5.9% 1/15/2031  | 150000 | 156591 |
| Mid-America Apartments LP 5% 3/15/2034  | 40000 | 39738 |
| Tanger Properties LP 2.75% 9/1/2031  | 30000 | 26791 |
|  |  | 866303 |
| Residential REITs - 0.1% |  |  |
| American Homes 4 Rent LP 4.9% 2/15/2029  | 130000 | 130651 |
| American Homes 4 Rent LP 4.95% 6/15/2030  | 100000 | 100366 |
| American Homes 4 Rent LP 5.5% 2/1/2034  | 30000 | 30262 |
| AvalonBay Communities Inc 2.3% 3/1/2030  | 130000 | 119815 |
| AvalonBay Communities Inc 3.2% 1/15/2028  | 203000 | 199264 |
| AvalonBay Communities Inc 3.3% 6/1/2029  | 100000 | 96832 |
| Camden Property Trust 4.9% 1/15/2034  | 60000 | 59645 |
| ERP Operating LP 3.5% 3/1/2028  | 61000 | 60082 |
| ERP Operating LP 4.15% 12/1/2028 (e) | 330000 | 328357 |
| ERP Operating LP 4.95% 6/15/2032  | 90000 | 90600 |
| Invitation Homes Operating Partnership LP 2% 8/15/2031  | 100000 | 85594 |
| Invitation Homes Operating Partnership LP 5.5% 8/15/2033  | 50000 | 50066 |
| Sun Communities Operating LP 2.7% 7/15/2031  | 130000 | 116283 |
| UDR Inc 2.1% 6/15/2033  | 80000 | 65805 |
|  |  | 1533622 |
| Retail REITs - 0.3% |  |  |
| Agree LP 2% 6/15/2028  | 140000 | 132574 |
| Brixmor Operating Partnership LP 4.05% 7/1/2030  | 41000 | 39891 |
| Brixmor Operating Partnership LP 4.125% 5/15/2029 (e) | 19000 | 18742 |
| Brixmor Operating Partnership LP 4.85% 2/15/2033  | 30000 | 29468 |
| Brixmor Operating Partnership LP 5.5% 2/15/2034  | 40000 | 40566 |
| Federal Realty OP LP 3.5% 6/1/2030  | 70000 | 66856 |
| Federal Realty OP LP 5.375% 5/1/2028  | 50000 | 50761 |
| Kimco Realty OP LLC 1.9% 3/1/2028  | 570000 | 545419 |
| Kimco Realty OP LLC 4.25% 4/1/2045  | 20000 | 16514 |
| Kimco Realty OP LLC 5.3% 2/1/2036  | 110000 | 111133 |
| Kite Realty Group LP 5.2% 8/15/2032  | 50000 | 50130 |
| Kite Realty Group LP 5.5% 3/1/2034  | 30000 | 30266 |
| NNN REIT Inc 3% 4/15/2052  | 100000 | 61507 |
| Phillips Edison Grocery Center Operating Partnership I LP 4.75% 3/15/2033  | 60000 | 58547 |
| Phillips Edison Grocery Center Operating Partnership I LP 5.25% 8/15/2032  | 60000 | 60248 |
| Realty Income Corp 2.1% 3/15/2028  | 90000 | 86238 |
| Realty Income Corp 3.25% 1/15/2031 (e) | 220000 | 206867 |
| Realty Income Corp 3.4% 1/15/2028  | 230000 | 226157 |
| Realty Income Corp 4.5% 2/1/2033  | 60000 | 58492 |
| Realty Income Corp 4.75% 4/15/2033  | 300000 | 295923 |
| Realty Income Corp 4.9% 7/15/2033  | 50000 | 49866 |
| Realty Income Corp 5.125% 2/15/2034  | 70000 | 70470 |
| Regency Centers LP 4.125% 3/15/2028  | 60000 | 59832 |
| Regency Centers LP 4.5% 3/15/2033  | 40000 | 39005 |
| Regency Centers LP 5.1% 1/15/2035  | 50000 | 49833 |
| Regency Centers LP 5.25% 1/15/2034  | 70000 | 70757 |
| Simon Property Group LP 2.65% 7/15/2030  | 125000 | 116084 |
| Simon Property Group LP 3.375% 12/1/2027  | 935000 | 921843 |
| Simon Property Group LP 4.3% 1/15/2031  | 30000 | 29566 |
| Simon Property Group LP 4.75% 9/26/2034  | 130000 | 127211 |
| Simon Property Group LP 5.125% 10/1/2035  | 100000 | 100157 |
| Simon Property Group LP 6.25% 1/15/2034  | 20000 | 21501 |
| Simon Property Group LP 6.65% 1/15/2054  | 80000 | 87648 |
|  |  | 3930072 |
| Specialized REITs - 0.2% |  |  |
| American Tower Corp 2.1% 6/15/2030  | 160000 | 143995 |
| American Tower Corp 3.1% 6/15/2050  | 160000 | 102720 |
| American Tower Corp 3.6% 1/15/2028  | 32000 | 31522 |
| American Tower Corp 3.8% 8/15/2029  | 70000 | 68323 |
| American Tower Corp 4.7% 12/15/2032  | 60000 | 58957 |
| American Tower Corp 4.9% 3/15/2030  | 70000 | 70632 |
| American Tower Corp 5.4% 1/31/2035  | 20000 | 20181 |
| American Tower Corp 5.9% 11/15/2033  | 110000 | 115208 |
| Crown Castle Inc 2.25% 1/15/2031  | 280000 | 247286 |
| Crown Castle Inc 3.25% 1/15/2051  | 40000 | 25604 |
| Crown Castle Inc 5.1% 5/1/2033  | 160000 | 157738 |
| CubeSmart LP 3% 2/15/2030  | 80000 | 75427 |
| EPR Properties 3.75% 8/15/2029  | 70000 | 67027 |
| Equinix Inc 3.9% 4/15/2032  | 170000 | 160488 |
| Public Storage Operating Co 5% 7/1/2035  | 40000 | 40070 |
| Public Storage Operating Co 5.125% 1/15/2029 (e) | 260000 | 266174 |
| Public Storage Operating Co 5.35% 8/1/2053  | 30000 | 28292 |
| Weyerhaeuser Co 4% 11/15/2029  | 160000 | 156785 |
| Weyerhaeuser Co 4% 4/15/2030  | 60000 | 58396 |
|  |  | 1894825 |
| TOTAL REAL ESTATE |  | 11682589 |
| Utilities - 2.6% |  |  |
| Electric Utilities - 2.0% |  |  |
| AEP Texas Inc 2.1% 7/1/2030  | 200000 | 181009 |
| AEP Texas Inc 5.4% 6/1/2033  | 100000 | 101333 |
| AEP Texas Inc 5.85% 10/15/2055  | 40000 | 38575 |
| AEP Transmission Co LLC 5.4% 3/15/2053  | 160000 | 150447 |
| Alabama Power Co 4.3% 3/15/2031  | 200000 | 197952 |
| Alabama Power Co 6% 3/1/2039  | 180000 | 189806 |
| American Electric Power Co Inc 5.625% 3/1/2033  | 140000 | 144665 |
| American Electric Power Co Inc 5.8% 3/15/2056 (c) | 130000 | 128416 |
| American Electric Power Co Inc 6.95% 12/15/2054 (c) | 50000 | 52993 |
| Appalachian Power Co 3.3% 6/1/2027  | 110000 | 108537 |
| Appalachian Power Co 4.45% 6/1/2045  | 18000 | 14816 |
| Appalachian Power Co 4.5% 3/1/2049  | 90000 | 72952 |
| Arizona Public Service Co 2.95% 9/15/2027  | 68000 | 66524 |
| Arizona Public Service Co 3.5% 12/1/2049  | 100000 | 68542 |
| Arizona Public Service Co 5.1% 3/15/2036  | 50000 | 49159 |
| Arizona Public Service Co 5.55% 8/1/2033  | 30000 | 30765 |
| Arizona Public Service Co 5.9% 8/15/2055  | 50000 | 49196 |
| Baltimore Gas and Electric Co 2.9% 6/15/2050  | 200000 | 125687 |
| Baltimore Gas and Electric Co 3.2% 9/15/2049  | 150000 | 99134 |
| CenterPoint Energy Houston Electric LLC 3.35% 4/1/2051  | 250000 | 170708 |
| CenterPoint Energy Houston Electric LLC 4.8% 3/15/2030  | 50000 | 50651 |
| CenterPoint Energy Houston Electric LLC 4.85% 4/1/2036  | 60000 | 58758 |
| Cleco Corporate Holdings LLC 4.973% 5/1/2046  | 20000 | 17061 |
| Commonwealth Edison Co 2.75% 9/1/2051  | 100000 | 60216 |
| Commonwealth Edison Co 3.2% 11/15/2049  | 30000 | 19803 |
| Commonwealth Edison Co 4% 3/1/2048  | 42000 | 32561 |
| Commonwealth Edison Co 4.9% 2/1/2033  | 210000 | 211808 |
| Commonwealth Edison Co 5.65% 6/1/2054  | 100000 | 97454 |
| Commonwealth Edison Co 5.95% 6/1/2055  | 30000 | 30408 |
| Commonwealth Edison Co 6.45% 1/15/2038  | 50000 | 54893 |
| Connecticut Light and Power Co/The 4.9% 7/1/2033 (e) | 140000 | 140264 |
| Consolidated Edison Co of New York Inc 3% 12/1/2060  | 80000 | 46430 |
| Consolidated Edison Co of New York Inc 3.95% 4/1/2050  | 130000 | 99749 |
| Consolidated Edison Co of New York Inc 4.5% 5/15/2058  | 150000 | 119522 |
| Consolidated Edison Co of New York Inc 4.65% 12/1/2048  | 50000 | 42529 |
| Consolidated Edison Co of New York Inc 5.2% 3/1/2033  | 100000 | 102762 |
| Consolidated Edison Co of New York Inc 5.5% 12/1/2039  | 256000 | 256280 |
| Consolidated Edison Co of New York Inc 5.75% 11/15/2055  | 60000 | 59221 |
| Consolidated Edison Co of New York Inc 6.2% 6/15/2036  | 150000 | 160508 |
| Dominion Energy South Carolina Inc 5.3% 1/15/2035  | 200000 | 204269 |
| DTE Electric Co 2.625% 3/1/2031  | 10000 | 9180 |
| DTE Electric Co 2.95% 3/1/2050  | 50000 | 32339 |
| DTE Electric Co 3% 3/1/2032  | 100000 | 92145 |
| DTE Electric Co 4.85% 3/1/2036  | 130000 | 127564 |
| DTE Electric Co 5.2% 3/1/2034  | 60000 | 61311 |
| DTE Electric Co 5.4% 4/1/2053  | 110000 | 104856 |
| DTE Electric Co 5.85% 5/15/2055  | 30000 | 30197 |
| Duke Energy Carolinas LLC 2.45% 8/15/2029 (e) | 190000 | 178819 |
| Duke Energy Carolinas LLC 3.95% 3/15/2048  | 31000 | 23808 |
| Duke Energy Carolinas LLC 4.25% 12/15/2041  | 341000 | 292506 |
| Duke Energy Carolinas LLC 4.85% 3/15/2030  | 300000 | 305465 |
| Duke Energy Corp 2.45% 6/1/2030  | 182000 | 167693 |
| Duke Energy Corp 3.75% 9/1/2046  | 80000 | 59033 |
| Duke Energy Corp 3.95% 8/15/2047  | 250000 | 185259 |
| Duke Energy Corp 4.2% 6/15/2049  | 90000 | 68550 |
| Duke Energy Corp 4.95% 9/15/2035  | 30000 | 29245 |
| Duke Energy Corp 5.7% 9/15/2055  | 20000 | 18900 |
| Duke Energy Corp 6.45% 9/1/2054 (c) | 50000 | 51632 |
| Duke Energy Florida LLC 4.2% 12/1/2030  | 150000 | 148353 |
| Duke Energy Florida LLC 6.2% 11/15/2053  | 30000 | 31415 |
| Duke Energy Florida LLC 6.35% 9/15/2037  | 110000 | 118913 |
| Duke Energy Florida LLC 6.4% 6/15/2038  | 100000 | 108828 |
| Duke Energy Indiana LLC 2.75% 4/1/2050  | 100000 | 60785 |
| Duke Energy Indiana LLC 4.95% 3/15/2036  | 70000 | 68912 |
| Duke Energy Indiana LLC 5.9% 5/15/2055  | 50000 | 49961 |
| Duke Energy Ohio Inc 2.125% 6/1/2030  | 70000 | 63668 |
| Duke Energy Ohio Inc 3.65% 2/1/2029  | 160000 | 157202 |
| Duke Energy Progress LLC 3.7% 10/15/2046  | 170000 | 126494 |
| Duke Energy Progress LLC 5.05% 3/15/2035  | 50000 | 50103 |
| Duke Energy Progress LLC 5.25% 3/15/2033  | 100000 | 102939 |
| Duke Energy Progress LLC 5.55% 3/15/2055  | 60000 | 57962 |
| Edison International 5.25% 3/15/2032  | 100000 | 98971 |
| Entergy Arkansas LLC 4.95% 1/15/2036  | 100000 | 98081 |
| Entergy Arkansas LLC 5.15% 1/15/2033  | 110000 | 111865 |
| Entergy Arkansas LLC 5.75% 6/1/2054  | 50000 | 48834 |
| Entergy Corp 7.125% 12/1/2054 (c) | 40000 | 40987 |
| Entergy Louisiana LLC 3.05% 6/1/2031 (e) | 190000 | 176767 |
| Entergy Louisiana LLC 3.1% 6/15/2041  | 110000 | 82084 |
| Entergy Louisiana LLC 4.2% 4/1/2050  | 70000 | 55042 |
| Entergy Louisiana LLC 4.9% 4/15/2036  | 18000 | 17559 |
| Entergy Louisiana LLC 5.65% 4/15/2056  | 60000 | 57640 |
| Entergy Louisiana LLC 5.8% 3/15/2055  | 30000 | 29419 |
| Entergy Mississippi LLC 5% 9/1/2033  | 90000 | 90349 |
| Entergy Mississippi LLC 5.8% 4/15/2055  | 40000 | 39424 |
| Entergy Tex Inc 3.55% 9/30/2049  | 29000 | 20284 |
| Entergy Tex Inc 5.25% 4/15/2035  | 130000 | 131178 |
| Evergy Kansas Central Inc 5.25% 3/15/2035  | 140000 | 141119 |
| Evergy Kansas Central Inc 5.7% 3/15/2053  | 20000 | 19679 |
| Evergy Metro Inc 5.125% 8/15/2035  | 30000 | 29850 |
| Eversource Energy 2.55% 3/15/2031  | 120000 | 108155 |
| Eversource Energy 3.3% 1/15/2028  | 62000 | 60716 |
| Eversource Energy 3.45% 1/15/2050  | 80000 | 54848 |
| Eversource Energy 5.45% 3/1/2028  | 150000 | 152435 |
| Exelon Corp 3.4% 4/15/2026  | 150000 | 149925 |
| Exelon Corp 4.05% 4/15/2030  | 310000 | 303587 |
| Exelon Corp 4.45% 4/15/2046  | 144000 | 118147 |
| Exelon Corp 4.95% 3/15/2036  | 100000 | 96988 |
| Exelon Corp 5.45% 3/15/2034  | 30000 | 30669 |
| Exelon Corp 5.875% 3/15/2055  | 50000 | 48740 |
| FirstEnergy Corp 4.85% 7/15/2047 (f) | 140000 | 119215 |
| Florida Power & Light Co 2.875% 12/4/2051  | 150000 | 93279 |
| Florida Power & Light Co 3.15% 10/1/2049  | 100000 | 66935 |
| Florida Power & Light Co 4.05% 10/1/2044  | 90000 | 73130 |
| Florida Power & Light Co 4.125% 6/1/2048  | 26000 | 20762 |
| Florida Power & Light Co 4.625% 5/15/2030  | 330000 | 333199 |
| Florida Power & Light Co 4.7% 2/15/2036  | 40000 | 38988 |
| Florida Power & Light Co 5.1% 4/1/2033  | 70000 | 71420 |
| Florida Power & Light Co 5.3% 6/15/2034  | 144000 | 148057 |
| Florida Power & Light Co 5.6% 2/15/2066  | 50000 | 48167 |
| Florida Power & Light Co 5.6% 6/15/2054  | 80000 | 78311 |
| Georgia Power Co 4.95% 5/17/2033  | 200000 | 201577 |
| Georgia Power Co 5.2% 3/15/2035  | 130000 | 132041 |
| Georgia Power Co 5.25% 3/15/2034  | 100000 | 102119 |
| Georgia Power Co 5.5% 10/1/2055  | 40000 | 38318 |
| Indiana Michigan Power Co 3.75% 7/1/2047  | 100000 | 73840 |
| Indiana Michigan Power Co 5.6% 3/15/2056  | 50000 | 48228 |
| Interstate Power and Light Co 2.3% 6/1/2030  | 93000 | 84987 |
| Interstate Power and Light Co 3.6% 4/1/2029  | 80000 | 78188 |
| Jersey Central Power & Light Co 4.4% 1/15/2031 (d) | 10000 | 9854 |
| Jersey Central Power & Light Co 5.1% 1/15/2035  | 50000 | 49978 |
| Kentucky Utilities Co 5.125% 11/1/2040  | 100000 | 96457 |
| Kentucky Utilities Co 5.85% 8/15/2055  | 10000 | 9942 |
| Louisville Gas and Electric Co 5.85% 8/15/2055  | 30000 | 29770 |
| MidAmerican Energy Co 3.65% 4/15/2029  | 190000 | 186557 |
| MidAmerican Energy Co 3.65% 8/1/2048  | 30000 | 21983 |
| MidAmerican Energy Co 5.5% 11/15/2056  | 60000 | 57548 |
| MidAmerican Energy Co 5.8% 10/15/2036  | 100000 | 105773 |
| MidAmerican Energy Co 5.85% 9/15/2054  | 80000 | 80320 |
| Nevada Power Co 6% 3/15/2054  | 20000 | 20028 |
| NextEra Energy Capital Holdings Inc 1.875% 1/15/2027  | 500000 | 490556 |
| NextEra Energy Capital Holdings Inc 2.44% 1/15/2032  | 500000 | 440589 |
| NextEra Energy Capital Holdings Inc 3.5% 4/1/2029  | 140000 | 136305 |
| NextEra Energy Capital Holdings Inc 5.05% 3/15/2030  | 100000 | 101853 |
| NextEra Energy Capital Holdings Inc 5.85% 3/1/2056  | 50000 | 48798 |
| NextEra Energy Capital Holdings Inc 5.9% 3/15/2055  | 80000 | 78525 |
| NextEra Energy Capital Holdings Inc 6.7% 9/1/2054 (c) | 90000 | 91921 |
| NextEra Energy Capital Holdings Inc 6.75% 6/15/2054 (c) | 240000 | 248288 |
| Northern States Power Co/MN 2.9% 3/1/2050  | 80000 | 51744 |
| Northern States Power Co/MN 3.4% 8/15/2042  | 100000 | 76726 |
| Northern States Power Co/MN 3.6% 9/15/2047  | 50000 | 36942 |
| Northern States Power Co/MN 4.85% 5/15/2036  | 100000 | 98737 |
| Northern States Power Co/MN 5.05% 5/15/2035  | 90000 | 90626 |
| Northern States Power Co/MN 5.65% 5/15/2055  | 40000 | 39257 |
| NSTAR Electric Co 4.95% 9/15/2052  | 50000 | 44254 |
| NSTAR Electric Co 5.2% 3/1/2035  | 160000 | 160998 |
| Oglethorpe Power Corp 5.8% 6/1/2054  | 140000 | 134520 |
| Ohio Power Co 5.65% 6/1/2034  | 120000 | 123224 |
| Oncor Electric Delivery Co LLC 3.1% 9/15/2049  | 100000 | 65095 |
| Oncor Electric Delivery Co LLC 3.75% 4/1/2045  | 120000 | 92326 |
| Oncor Electric Delivery Co LLC 4.55% 9/15/2032  | 150000 | 148105 |
| Oncor Electric Delivery Co LLC 5.25% 9/30/2040  | 90000 | 87419 |
| Oncor Electric Delivery Co LLC 5.35% 10/1/2052  | 20000 | 18516 |
| Oncor Electric Delivery Co LLC 5.35% 4/1/2035  | 90000 | 91965 |
| Oncor Electric Delivery Co LLC 5.8% 4/1/2055  | 20000 | 19793 |
| Oncor Electric Delivery Co LLC 5.9% 3/15/2056 (d) | 50000 | 49959 |
| Pacific Gas and Electric Co 2.1% 8/1/2027  | 210000 | 203525 |
| Pacific Gas and Electric Co 2.5% 2/1/2031  | 70000 | 62734 |
| Pacific Gas and Electric Co 3% 6/15/2028  | 100000 | 96749 |
| Pacific Gas and Electric Co 3.3% 8/1/2040  | 100000 | 74786 |
| Pacific Gas and Electric Co 3.5% 8/1/2050  | 682000 | 450933 |
| Pacific Gas and Electric Co 5% 6/4/2028  | 500000 | 504235 |
| Pacific Gas and Electric Co 5.05% 10/15/2032  | 80000 | 79480 |
| Pacific Gas and Electric Co 5.2% 5/1/2036  | 150000 | 146194 |
| Pacific Gas and Electric Co 5.45% 6/15/2027  | 770000 | 777655 |
| Pacific Gas and Electric Co 5.55% 5/15/2029  | 130000 | 133088 |
| Pacific Gas and Electric Co 6.1% 1/15/2029  | 220000 | 227652 |
| Pacific Gas and Electric Co 6.15% 3/1/2055  | 20000 | 19323 |
| Pacific Gas and Electric Co 6.75% 1/15/2053  | 100000 | 103759 |
| PacifiCorp 4.65% 4/15/2029  | 100000 | 100006 |
| PacifiCorp 5.45% 2/15/2034  | 120000 | 119551 |
| PacifiCorp 5.8% 1/15/2055  | 150000 | 137025 |
| PacifiCorp 6% 1/15/2039  | 235000 | 233391 |
| PECO Energy Co 3.05% 3/15/2051  | 100000 | 64752 |
| PECO Energy Co 3.9% 3/1/2048  | 96000 | 73335 |
| PECO Energy Co 4.875% 9/15/2035  | 50000 | 49544 |
| PG&E Wildfire Recovery Funding LLC 5.099% 6/1/2054  | 50000 | 46193 |
| PG&E Wildfire Recovery Funding LLC 5.212% 12/1/2049  | 160000 | 150785 |
| PPL Capital Funding Inc 4% 9/15/2047  | 20000 | 14247 |
| PPL Electric Utilities Corp 3% 10/1/2049  | 100000 | 64415 |
| PPL Electric Utilities Corp 5.25% 5/15/2053  | 20000 | 18537 |
| PPL Electric Utilities Corp 5.55% 8/15/2055  | 50000 | 48456 |
| Public Service Co of Colorado 3.7% 6/15/2028  | 87000 | 85847 |
| Public Service Co of Colorado 5.35% 5/15/2034  | 40000 | 40742 |
| Public Service Co of Colorado 5.85% 5/15/2055  | 120000 | 118944 |
| Public Service Co of Colorado 6.25% 9/1/2037 (e) | 182000 | 194267 |
| Public Service Co of Oklahoma 5.2% 1/15/2035  | 100000 | 99472 |
| Public Service Electric and Gas Co 2.45% 1/15/2030  | 70000 | 65253 |
| Public Service Electric and Gas Co 2.7% 5/1/2050  | 100000 | 61590 |
| Public Service Electric and Gas Co 3.15% 1/1/2050  | 70000 | 46583 |
| Public Service Electric and Gas Co 3.6% 12/1/2047  | 44000 | 32497 |
| Public Service Electric and Gas Co 3.65% 9/1/2042  | 70000 | 54989 |
| Public Service Electric and Gas Co 3.8% 3/1/2046  | 80000 | 61625 |
| Public Service Electric and Gas Co 4.2% 1/1/2031  | 200000 | 197347 |
| Public Service Electric and Gas Co 4.9% 8/15/2035  | 10000 | 9923 |
| Public Service Electric and Gas Co 5.2% 8/1/2033  | 40000 | 40856 |
| Public Service Electric and Gas Co 5.3% 8/1/2054  | 50000 | 46632 |
| Puget Sound Energy Inc 4.223% 6/15/2048  | 45000 | 35977 |
| Puget Sound Energy Inc 5.33% 6/15/2034  | 100000 | 102204 |
| Puget Sound Energy Inc 5.598% 9/15/2055  | 40000 | 38725 |
| Puget Sound Energy Inc 5.685% 6/15/2054  | 20000 | 19560 |
| Southern California Edison Co 3.45% 2/1/2052  | 90000 | 58894 |
| Southern California Edison Co 4% 4/1/2047  | 562000 | 417526 |
| Southern California Edison Co 5.75% 4/15/2054  | 20000 | 18564 |
| Southern California Edison Co 5.95% 2/1/2038  | 50000 | 50693 |
| Southern California Edison Co 6.2% 9/15/2055  | 100000 | 99171 |
| Southern Co/The 3.7% 4/30/2030  | 120000 | 116100 |
| Southern Co/The 4.25% 7/1/2036  | 110000 | 101032 |
| Southern Co/The 6.375% 3/15/2055 (c) | 10000 | 10285 |
| Southwestern Electric Power Co 3.85% 2/1/2048  | 190000 | 138563 |
| Southwestern Public Service Co 3.75% 6/15/2049  | 80000 | 57616 |
| Tampa Electric Co 4.45% 6/15/2049  | 120000 | 97798 |
| Tampa Electric Co 5.15% 3/1/2035  | 50000 | 50144 |
| Tucson Electric Power Co 5.5% 4/15/2053  | 50000 | 46653 |
| Union Electric Co 4.8% 3/15/2036  | 30000 | 29282 |
| Union Electric Co 5.125% 3/15/2055  | 70000 | 63428 |
| Union Electric Co 5.45% 3/15/2053  | 130000 | 122871 |
| Virginia Electric and Power Co 2.4% 3/30/2032  | 60000 | 52901 |
| Virginia Electric and Power Co 3.3% 12/1/2049  | 60000 | 40255 |
| Virginia Electric and Power Co 3.775% 3/15/2056  | 90000 | 86815 |
| Virginia Electric and Power Co 3.8% 4/1/2028  | 170000 | 168321 |
| Virginia Electric and Power Co 3.8% 9/15/2047  | 50000 | 37268 |
| Virginia Electric and Power Co 4.6% 12/1/2048  | 52000 | 43016 |
| Virginia Electric and Power Co 4.625% 5/15/2052  | 110000 | 90580 |
| Virginia Electric and Power Co 4.9% 9/15/2035  | 140000 | 136973 |
| Virginia Electric and Power Co 5.05% 8/15/2034  | 120000 | 119837 |
| Virginia Electric and Power Co 5.3% 8/15/2033  | 50000 | 51146 |
| Virginia Electric and Power Co 5.35% 1/15/2054  | 20000 | 18422 |
| Virginia Electric and Power Co 5.6% 9/15/2055  | 40000 | 38067 |
| Virginia Electric and Power Co 5.7% 8/15/2053  | 50000 | 48406 |
| Wisconsin Electric Power Co 4.6% 10/1/2034  | 110000 | 108359 |
| Wisconsin Electric Power Co 5.65% 3/15/2056  | 30000 | 29399 |
| Wisconsin Power and Light Co 4.95% 4/1/2033  | 100000 | 100345 |
| Wisconsin Public Service Corp 4.25% 1/15/2031  | 220000 | 217486 |
| Wisconsin Public Service Corp 4.55% 12/1/2029  | 165000 | 165630 |
| Xcel Energy Inc 3.4% 6/1/2030  | 63000 | 60154 |
| Xcel Energy Inc 4% 6/15/2028  | 76000 | 75524 |
|  |  | 23410661 |
| Gas Utilities - 0.1% |  |  |
| Atmos Energy Corp 5.2% 8/15/2035  | 50000 | 50944 |
| Atmos Energy Corp 5.45% 1/15/2056  | 50000 | 47725 |
| Atmos Energy Corp 5.45% 10/15/2032  | 180000 | 187132 |
| Atmos Energy Corp 5.9% 11/15/2033  | 80000 | 85414 |
| Atmos Energy Corp 6.2% 11/15/2053  | 60000 | 63352 |
| CenterPoint Energy Resources Corp 5.4% 7/1/2034  | 130000 | 132669 |
| Eastern Energy Gas Holdings LLC 5.8% 1/15/2035  | 100000 | 103706 |
| Eastern Energy Gas Holdings LLC 6.2% 1/15/2055  | 100000 | 101350 |
| Piedmont Natural Gas Co Inc 2.5% 3/15/2031  | 100000 | 90325 |
| Piedmont Natural Gas Co Inc 5.1% 2/15/2035  | 50000 | 49768 |
| Southern California Gas Co 3.75% 9/15/2042  | 100000 | 77612 |
| Southern California Gas Co 5.05% 9/1/2034  | 60000 | 60242 |
| Southern California Gas Co 5.2% 6/1/2033  | 100000 | 101753 |
| Southern California Gas Co 6% 6/15/2055  | 90000 | 90079 |
| Southern Co Gas Capital Corp 3.95% 10/1/2046  | 308000 | 234609 |
| Southwest Gas Corp 5.45% 3/23/2028  | 76000 | 77394 |
|  |  | 1554074 |
| Independent Power and Renewable Electricity Producers - 0.0% |  |  |
| AES Corp/The 2.45% 1/15/2031  | 70000 | 61928 |
| AES Corp/The 5.8% 3/15/2032  | 10000 | 10055 |
| Constellation Energy Generation LLC 4.4% 1/15/2031  | 80000 | 78957 |
| Constellation Energy Generation LLC 5.8% 3/1/2033  | 130000 | 136154 |
| Constellation Energy Generation LLC 5.875% 1/15/2066  | 60000 | 57603 |
| Constellation Energy Generation LLC 6.5% 10/1/2053  | 70000 | 74289 |
| Southern Power Co 4.95% 12/15/2046  | 80000 | 69740 |
|  |  | 488726 |
| Multi-Utilities - 0.5% |  |  |
| Ameren Corp 5% 5/15/2036  | 100000 | 97318 |
| Ameren Corp 5.7% 12/1/2026  | 200000 | 201445 |
| Ameren Illinois Co 4.5% 3/15/2049  | 30000 | 24990 |
| Ameren Illinois Co 4.95% 6/1/2033  | 140000 | 140690 |
| Ameren Illinois Co 5.55% 7/1/2054  | 50000 | 48056 |
| Berkshire Hathaway Energy Co 3.7% 7/15/2030  | 100000 | 97179 |
| Berkshire Hathaway Energy Co 4.25% 10/15/2050  | 290000 | 225647 |
| Berkshire Hathaway Energy Co 4.45% 1/15/2049  | 54000 | 43805 |
| Berkshire Hathaway Energy Co 4.5% 2/1/2045  | 20000 | 16880 |
| CenterPoint Energy Inc 6.85% 2/15/2055 (c) | 40000 | 41910 |
| CMS Energy Corp 4.875% 3/1/2044  | 40000 | 35120 |
| CMS Energy Corp 6.5% 6/1/2055 (c) | 100000 | 101804 |
| Consumers Energy Co 4.5% 1/15/2031  | 60000 | 60072 |
| Consumers Energy Co 4.625% 5/15/2033  | 130000 | 128741 |
| Consumers Energy Co 4.9% 2/15/2029  | 110000 | 111825 |
| Consumers Energy Co 5.05% 5/15/2035  | 60000 | 60249 |
| Dominion Energy Inc 3.375% 4/1/2030  | 720000 | 687448 |
| Dominion Energy Inc 4.6% 3/15/2049  | 50000 | 40425 |
| Dominion Energy Inc 4.7% 12/1/2044  | 26000 | 22106 |
| Dominion Energy Inc 6% 2/15/2056 (c) | 90000 | 89426 |
| Dominion Energy Inc 6.2% 2/15/2056 (c) | 80000 | 79296 |
| Dominion Energy Inc 7% 6/1/2054 (c) | 50000 | 52885 |
| Dominion Energy Inc 7% 6/15/2038  | 130000 | 143477 |
| DTE Energy Co 2.85% 10/1/2026  | 140000 | 138935 |
| DTE Energy Co 4.95% 7/1/2027  | 220000 | 221424 |
| DTE Energy Co 5.05% 10/1/2035  | 30000 | 29562 |
| DTE Energy Co 5.2% 4/1/2030  | 110000 | 112185 |
| NiSource Inc 2.95% 9/1/2029  | 190000 | 180558 |
| NiSource Inc 3.49% 5/15/2027  | 50000 | 49475 |
| NiSource Inc 3.6% 5/1/2030  | 250000 | 240911 |
| NiSource Inc 3.95% 3/30/2048  | 46000 | 34504 |
| NiSource Inc 5.25% 2/15/2043  | 156000 | 144331 |
| NiSource Inc 5.85% 4/1/2055  | 80000 | 77771 |
| NiSource Inc 6.95% 11/30/2054 (c) | 50000 | 51415 |
| Public Service Enterprise Group Inc 5.85% 11/15/2027  | 100000 | 102208 |
| Public Service Enterprise Group Inc 5.875% 10/15/2028  | 70000 | 72236 |
| Public Service Enterprise Group Inc 6.125% 10/15/2033  | 30000 | 31775 |
| Puget Energy Inc 4.1% 6/15/2030  | 200000 | 193822 |
| San Diego Gas & Electric Co 4.95% 8/15/2028  | 140000 | 142217 |
| San Diego Gas & Electric Co 5.2% 3/15/2036  | 100000 | 99720 |
| San Diego Gas & Electric Co 5.35% 4/1/2053  | 100000 | 91998 |
| San Diego Gas & Electric Co 5.4% 4/15/2035  | 50000 | 50847 |
| San Diego Gas & Electric Co 5.55% 4/15/2054  | 50000 | 47383 |
| San Diego Gas & Electric Co 5.95% 3/15/2056  | 10000 | 10027 |
| Sempra 6% 10/15/2039  | 274000 | 279651 |
| Sempra 6.875% 10/1/2054 (c) | 150000 | 151615 |
| WEC Energy Group Inc 4.75% 1/15/2028  | 140000 | 141024 |
|  |  | 5246388 |
| Water Utilities - 0.0% |  |  |
| American Water Capital Corp 3.75% 9/1/2028  | 140000 | 138602 |
| American Water Capital Corp 3.75% 9/1/2047  | 280000 | 208331 |
| American Water Capital Corp 5.2% 4/1/2036  | 50000 | 50102 |
| American Water Capital Corp 5.45% 3/1/2054  | 20000 | 18956 |
|  |  | 415991 |
| TOTAL UTILITIES |  | 31115840 |
| TOTAL UNITED STATES |  | 278871436 |
| <br> **TOTAL NON-CONVERTIBLE CORPORATE BONDS**<br> (Cost $359,397,689) |  | <br> **336698325** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 23.9%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 23.9%** | &nbsp;&nbsp;**U.S. Government Agency - Mortgage Securities - 23.9%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 23.9%  |  |  |
| Fannie Mae 2% 2/1/2038  | 227823 | 209397 |
| Fannie Mae 2% 2/1/2051  | 851772 | 691821 |
| Fannie Mae 2% 2/1/2052  | 136151 | 111690 |
| Fannie Mae 2% 4/1/2052  | 183312 | 150035 |
| Fannie Mae 2.5% 11/1/2032  | 18137 | 17386 |
| Fannie Mae 4.5% 1/1/2055  | 246756 | 238656 |
| Fannie Mae 5.5% 1/1/2055  | 330288 | 335605 |
| Fannie Mae 5.5% 1/1/2055  | 28694 | 28889 |
| Fannie Mae 6% 12/1/2054  | 134541 | 139825 |
| Fannie Mae 6% 12/1/2054  | 83814 | 85413 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 1/1/2037  | 326751 | 293687 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 1254146 | 1127434 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 10/1/2036  | 645433 | 580221 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 625865 | 562631 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2036  | 296275 | 266341 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 11/1/2051  | 204844 | 157688 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2036  | 253832 | 228186 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2041  | 137982 | 116282 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2050  | 1538387 | 1187609 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 12/1/2051  | 374146 | 288016 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 2/1/2036  | 428926 | 386863 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 176758 | 136178 |
| Fannie Mae Mortgage pass-thru certificates 1.5% 4/1/2052  | 168680 | 129849 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2036  | 247698 | 228555 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2037  | 769409 | 707183 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2051  | 206789 | 168474 |
| Fannie Mae Mortgage pass-thru certificates 2% 1/1/2052  | 434574 | 354597 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2035  | 385209 | 356764 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2036  | 49432 | 45520 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 585040 | 476275 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 509746 | 414979 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 227030 | 184822 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2050  | 67437 | 54899 |
| Fannie Mae Mortgage pass-thru certificates 2% 10/1/2051  | 37875 | 30668 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2036  | 808688 | 743916 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050  | 373779 | 304290 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2050  | 370331 | 301483 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 1713641 | 1387560 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 657193 | 536862 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 519164 | 420375 |
| Fannie Mae Mortgage pass-thru certificates 2% 11/1/2051  | 49135 | 39524 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2035  | 1109315 | 1027398 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 7811615 | 6359354 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 524861 | 427284 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 381101 | 310250 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 304040 | 248656 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2050  | 181747 | 148413 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 1108633 | 897677 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 845409 | 690616 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 730098 | 598472 |
| Fannie Mae Mortgage pass-thru certificates 2% 12/1/2051  | 589312 | 482331 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2037  | 23905 | 21972 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 385805 | 314804 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 192540 | 157527 |
| Fannie Mae Mortgage pass-thru certificates 2% 2/1/2051  | 33733 | 27441 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2037  | 277854 | 255382 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 843994 | 685504 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2051  | 732113 | 598065 |
| Fannie Mae Mortgage pass-thru certificates 2% 3/1/2052  | 93200 | 76543 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2037  | 777545 | 714539 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 868850 | 704810 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 622842 | 505882 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 427265 | 347031 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 321236 | 261716 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2051  | 17360 | 14182 |
| Fannie Mae Mortgage pass-thru certificates 2% 4/1/2052  | 223038 | 181155 |
| Fannie Mae Mortgage pass-thru certificates 2% 5/1/2037  | 640182 | 588307 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2035  | 17535 | 16262 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 589553 | 480317 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2050  | 105959 | 86293 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 1044246 | 848152 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 227175 | 184941 |
| Fannie Mae Mortgage pass-thru certificates 2% 7/1/2051  | 35126 | 28596 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2042  | 408841 | 358811 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 603146 | 491015 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 576744 | 469521 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2050  | 57767 | 47027 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 166701 | 136699 |
| Fannie Mae Mortgage pass-thru certificates 2% 8/1/2051  | 148008 | 120228 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2037  | 43488 | 39964 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 342282 | 278648 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 181584 | 148052 |
| Fannie Mae Mortgage pass-thru certificates 2% 9/1/2050  | 25421 | 20695 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2027  | 428 | 424 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2033  | 9582 | 9229 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2047  | 25825 | 22276 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2051  | 90588 | 76894 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 163242 | 137342 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 81361 | 69393 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 66373 | 56920 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 53433 | 45823 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 1/1/2052  | 37488 | 32149 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2031  | 103475 | 99984 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 567668 | 480615 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 309736 | 261605 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 226045 | 194489 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 10/1/2051  | 113733 | 96860 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 55362 | 53144 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2032  | 14863 | 14261 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 11/1/2051  | 269063 | 226372 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2033  | 17127 | 16387 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2037  | 12761 | 11853 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2050  | 416091 | 353193 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 888548 | 759506 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 834876 | 710759 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 12/1/2051  | 723084 | 617395 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2031  | 4543 | 4465 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2032  | 17857 | 17207 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2040  | 67604 | 61389 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2051  | 501665 | 425517 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 189541 | 159497 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 2/1/2052  | 39557 | 33905 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2051  | 278819 | 236497 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 3/1/2052  | 1740131 | 1471374 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2030  | 9098 | 8914 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2035  | 281919 | 267475 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2036  | 9115 | 8665 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2051  | 953321 | 808617 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 4/1/2052  | 62084 | 52243 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2037  | 133604 | 126759 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2040  | 25841 | 23434 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2050  | 52247 | 44447 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 1276315 | 1086971 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2051  | 661763 | 560901 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2052  | 938393 | 789650 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 5/1/2053  | 290872 | 245948 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2035  | 7951 | 7533 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2051  | 1648929 | 1397608 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 6/1/2052  | 24152 | 20320 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2031  | 21467 | 20742 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2034  | 129240 | 122908 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2035  | 102901 | 97501 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2050  | 375181 | 321984 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051  | 301013 | 255134 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2051  | 128196 | 108657 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052  | 691808 | 582043 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 7/1/2052  | 135244 | 113786 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2031  | 20107 | 19395 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 215649 | 204264 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2035  | 194241 | 183986 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2037  | 153714 | 145166 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 8/1/2051  | 24838 | 21053 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2041  | 127255 | 114206 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2042  | 265654 | 238612 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2050  | 307842 | 261692 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 659979 | 564750 |
| Fannie Mae Mortgage pass-thru certificates 2.5% 9/1/2051  | 484614 | 410752 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2033  | 32106 | 31180 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2035  | 129936 | 125589 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2040  | 345753 | 324835 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2044  | 17977 | 16487 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 663974 | 591642 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 357733 | 318762 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2050  | 54832 | 48859 |
| Fannie Mae Mortgage pass-thru certificates 3% 1/1/2052  | 281395 | 247487 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2033  | 29208 | 28321 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2034  | 88999 | 85716 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2042  | 3092 | 2833 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2044  | 291151 | 266945 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2047  | 52851 | 47539 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 346911 | 309119 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 211827 | 188751 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 68323 | 61243 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2049  | 52848 | 47273 |
| Fannie Mae Mortgage pass-thru certificates 3% 10/1/2050  | 114851 | 101981 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2033  | 9638 | 9379 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2042  | 6648 | 6098 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 296972 | 272407 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 188021 | 169360 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 13996 | 12607 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2046  | 13571 | 12460 |
| Fannie Mae Mortgage pass-thru certificates 3% 11/1/2048  | 295612 | 265625 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 160088 | 154133 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2034  | 147938 | 142989 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2042  | 9294 | 8519 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2046  | 30681 | 27636 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2047  | 7909 | 7107 |
| Fannie Mae Mortgage pass-thru certificates 3% 12/1/2049  | 45223 | 40622 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2033  | 15403 | 14986 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2034  | 37689 | 36688 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2035  | 7306 | 7035 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 46095 | 42245 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 44197 | 40476 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2047  | 6766 | 6200 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2048  | 34560 | 31054 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 330534 | 294010 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2050  | 76325 | 67891 |
| Fannie Mae Mortgage pass-thru certificates 3% 2/1/2051  | 2315016 | 2055588 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 661434 | 591859 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 273928 | 244771 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 269105 | 239369 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 236784 | 211877 |
| Fannie Mae Mortgage pass-thru certificates 3% 3/1/2050  | 43932 | 39311 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2032  | 81762 | 79668 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2033  | 35062 | 34060 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2043  | 13700 | 12557 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 1699351 | 1559343 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2047  | 14643 | 13394 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 62915 | 57705 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 58130 | 53402 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2048  | 49843 | 44787 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2050  | 117638 | 105264 |
| Fannie Mae Mortgage pass-thru certificates 3% 4/1/2052  | 649989 | 573290 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2033  | 35370 | 34348 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2040  | 465534 | 442752 |
| Fannie Mae Mortgage pass-thru certificates 3% 5/1/2043  | 20052 | 18388 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2035  | 23728 | 22845 |
| Fannie Mae Mortgage pass-thru certificates 3% 6/1/2046  | 18747 | 16887 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2033  | 9259 | 8978 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2035  | 131723 | 126865 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2046  | 27360 | 25053 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 829314 | 747004 |
| Fannie Mae Mortgage pass-thru certificates 3% 7/1/2050  | 269789 | 239556 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2032  | 61747 | 60091 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2043  | 14767 | 13529 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2045  | 1015024 | 919056 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2046  | 4107 | 3699 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2049  | 245917 | 219127 |
| Fannie Mae Mortgage pass-thru certificates 3% 8/1/2052  | 106413 | 93765 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2032  | 8268 | 8099 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2034  | 125326 | 120703 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2043  | 109347 | 100255 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 47449 | 42740 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 26919 | 24691 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2046  | 4432 | 3991 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2048  | 9476 | 8536 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 591233 | 526825 |
| Fannie Mae Mortgage pass-thru certificates 3% 9/1/2049  | 56207 | 50348 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2038  | 53254 | 51340 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 1/1/2043  | 112399 | 106129 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2040  | 256616 | 246914 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 10/1/2049  | 181036 | 168908 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2045  | 273629 | 255068 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 11/1/2048  | 40768 | 37909 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2047  | 39844 | 37038 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 12/1/2049  | 32541 | 30076 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2027  | 4418 | 4400 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2035  | 21918 | 21343 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 2/1/2048  | 67936 | 63152 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2035  | 9541 | 9270 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 1016597 | 958569 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 3/1/2046  | 334518 | 315617 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 4/1/2046  | 37630 | 35062 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2029  | 30215 | 29982 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2035  | 76392 | 74530 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 5/1/2035  | 19904 | 19338 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2033  | 8624 | 8425 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 110924 | 103389 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2049  | 68672 | 63578 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 6/1/2052  | 286816 | 263748 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2047  | 290467 | 273876 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 212162 | 196292 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2049  | 53260 | 49726 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 7/1/2052  | 2423194 | 2224511 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2033  | 20915 | 20432 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2034  | 13304 | 12954 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2043  | 491922 | 464136 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2049  | 135253 | 125135 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 8/1/2050  | 103754 | 96122 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2032  | 15878 | 15550 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 22469 | 21949 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2033  | 11859 | 11585 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2044  | 1498737 | 1411619 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2047  | 221222 | 205711 |
| Fannie Mae Mortgage pass-thru certificates 3.5% 9/1/2050  | 477647 | 441767 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2041  | 4279 | 4167 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2042  | 43321 | 42116 |
| Fannie Mae Mortgage pass-thru certificates 4% 1/1/2048  | 45324 | 43258 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 9858 | 9609 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 7189 | 7013 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2040  | 4302 | 4197 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2043  | 28478 | 27473 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2046  | 53158 | 51084 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2047  | 28936 | 27617 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 11724 | 11164 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2048  | 8214 | 7822 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2049  | 351403 | 334509 |
| Fannie Mae Mortgage pass-thru certificates 4% 10/1/2052  | 411326 | 387953 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 57527 | 55830 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 44860 | 43694 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2043  | 35050 | 33762 |
| Fannie Mae Mortgage pass-thru certificates 4% 11/1/2048  | 112529 | 107154 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2040  | 41624 | 40539 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2041  | 55384 | 53903 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2043  | 29796 | 28698 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 12769 | 12159 |
| Fannie Mae Mortgage pass-thru certificates 4% 12/1/2048  | 4723 | 4496 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2039  | 86183 | 84249 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2041  | 10192 | 9937 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2042  | 48044 | 46748 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2044  | 27211 | 26198 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2045  | 51058 | 49762 |
| Fannie Mae Mortgage pass-thru certificates 4% 2/1/2046  | 7204 | 6938 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2044  | 47206 | 45535 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2045  | 19848 | 19303 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 101223 | 96452 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2049  | 48720 | 46424 |
| Fannie Mae Mortgage pass-thru certificates 4% 3/1/2052  | 299705 | 283986 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2045  | 843312 | 811947 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 44030 | 41995 |
| Fannie Mae Mortgage pass-thru certificates 4% 4/1/2048  | 18925 | 18045 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2041  | 7651 | 7458 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 49469 | 47601 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2046  | 5209 | 5013 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 29744 | 28398 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2048  | 2459 | 2342 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2053  | 243311 | 230930 |
| Fannie Mae Mortgage pass-thru certificates 4% 5/1/2053  | 143341 | 136181 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2034  | 3357 | 3336 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2041  | 33336 | 32481 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2046  | 5219 | 5018 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 1276562 | 1216390 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 66731 | 63586 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2048  | 8802 | 8387 |
| Fannie Mae Mortgage pass-thru certificates 4% 6/1/2053  | 326998 | 310665 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 48342 | 46487 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2046  | 5555 | 5341 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2047  | 17993 | 17173 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2048  | 23613 | 22500 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2049  | 85149 | 81135 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2050  | 192086 | 182912 |
| Fannie Mae Mortgage pass-thru certificates 4% 7/1/2052  | 121017 | 114329 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2039  | 11689 | 11417 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2046  | 51273 | 49305 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2049  | 83453 | 79441 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 467800 | 441510 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 224898 | 214578 |
| Fannie Mae Mortgage pass-thru certificates 4% 8/1/2052  | 170383 | 160808 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2046  | 57848 | 55627 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 224227 | 213657 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 4989 | 4749 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2048  | 2631 | 2506 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2049  | 95458 | 90869 |
| Fannie Mae Mortgage pass-thru certificates 4% 9/1/2053  | 129506 | 122795 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2048  | 14080 | 13767 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2049  | 40245 | 39276 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2056  | 372583 | 359391 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 1/1/2056  | 39768 | 38360 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2039  | 32241 | 32125 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2048  | 8400 | 8197 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2052  | 291030 | 281930 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 10/1/2054  | 24207 | 23390 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 8737 | 8517 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2048  | 2830 | 2761 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2049  | 41733 | 40715 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2050  | 92671 | 90324 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 11/1/2052  | 394919 | 382571 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2040  | 691668 | 686444 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2048  | 7103 | 6932 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 12/1/2050  | 328496 | 320483 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2048  | 69638 | 68114 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2049  | 57279 | 55900 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 2/1/2055  | 552524 | 536112 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2049  | 38100 | 37183 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 3/1/2055  | 459506 | 443990 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2040  | 256861 | 255002 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 11422 | 11172 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2048  | 8621 | 8432 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2049  | 167679 | 163642 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2050  | 369601 | 360355 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 4/1/2056  | 25000 | 24115 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2047  | 12515 | 12277 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 5/1/2048  | 23651 | 23111 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 183962 | 179702 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 6/1/2048  | 10045 | 9816 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 48511 | 48308 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2047  | 14812 | 14511 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 72831 | 71237 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2048  | 9173 | 8940 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 7/1/2049  | 25275 | 24659 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2048  | 17358 | 16951 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 2371 | 2313 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2049  | 2297 | 2240 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 8/1/2053  | 341167 | 329967 |
| Fannie Mae Mortgage pass-thru certificates 4.5% 9/1/2041  | 18846 | 18741 |
| Fannie Mae Mortgage pass-thru certificates 5% 1/1/2053  | 467130 | 464154 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2048  | 105558 | 107492 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2049  | 12348 | 12400 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2050  | 34057 | 34244 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 389763 | 387279 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2052  | 281329 | 279326 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2053  | 85225 | 84389 |
| Fannie Mae Mortgage pass-thru certificates 5% 10/1/2053  | 22411 | 22240 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2049  | 12411 | 12464 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2052  | 75466 | 75032 |
| Fannie Mae Mortgage pass-thru certificates 5% 11/1/2053  | 172350 | 170660 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2048  | 9780 | 9846 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 49786 | 49998 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2049  | 26106 | 26282 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2054  | 392365 | 388149 |
| Fannie Mae Mortgage pass-thru certificates 5% 12/1/2055  | 453772 | 453115 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2049  | 54620 | 54989 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2053  | 311963 | 309682 |
| Fannie Mae Mortgage pass-thru certificates 5% 2/1/2054  | 290318 | 286745 |
| Fannie Mae Mortgage pass-thru certificates 5% 3/1/2049  | 6707 | 6753 |
| Fannie Mae Mortgage pass-thru certificates 5% 4/1/2049  | 25453 | 25593 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2053  | 163602 | 161811 |
| Fannie Mae Mortgage pass-thru certificates 5% 5/1/2055  | 257745 | 254251 |
| Fannie Mae Mortgage pass-thru certificates 5% 7/1/2048  | 10316 | 10395 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2048  | 20279 | 20434 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2053  | 448303 | 446708 |
| Fannie Mae Mortgage pass-thru certificates 5% 8/1/2055  | 169099 | 166754 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2048  | 2362 | 2379 |
| Fannie Mae Mortgage pass-thru certificates 5% 9/1/2049  | 246284 | 247947 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 20455 | 21142 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 18415 | 19033 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 1/1/2049  | 18306 | 18778 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 10/1/2053  | 614635 | 626064 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 341971 | 345900 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2052  | 20333 | 20566 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 11/1/2054  | 175423 | 177082 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2048  | 15348 | 15873 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2054  | 689677 | 693828 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 12/1/2055  | 348961 | 350543 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2049  | 14973 | 15458 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2053  | 500541 | 505520 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2056  | 1122563 | 1134405 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 2/1/2056  | 722229 | 734362 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2053  | 865392 | 878037 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 3/1/2055  | 23306 | 23453 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2049  | 22302 | 23023 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2054  | 255682 | 257241 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 4/1/2055  | 54191 | 54454 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2044  | 20267 | 20845 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 5/1/2053  | 29215 | 29505 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 1812875 | 1823077 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 6/1/2054  | 606703 | 610402 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 291042 | 296113 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2053  | 161179 | 162228 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2054  | 180908 | 183820 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2055  | 440710 | 442708 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 7/1/2055  | 104065 | 104537 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2053  | 368462 | 371745 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 8/1/2055  | 292039 | 293363 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 282823 | 285342 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2053  | 161746 | 163086 |
| Fannie Mae Mortgage pass-thru certificates 5.5% 9/1/2054  | 136323 | 137022 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2053  | 122618 | 126427 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2055  | 248868 | 253681 |
| Fannie Mae Mortgage pass-thru certificates 6% 1/1/2055  | 23975 | 24757 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2052  | 168525 | 173115 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2053  | 309991 | 317126 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2053  | 280459 | 286915 |
| Fannie Mae Mortgage pass-thru certificates 6% 10/1/2053  | 71943 | 74877 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2052  | 394076 | 405240 |
| Fannie Mae Mortgage pass-thru certificates 6% 12/1/2054  | 285907 | 294900 |
| Fannie Mae Mortgage pass-thru certificates 6% 2/1/2054  | 1019754 | 1043227 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2053  | 491713 | 503723 |
| Fannie Mae Mortgage pass-thru certificates 6% 3/1/2054  | 221670 | 229405 |
| Fannie Mae Mortgage pass-thru certificates 6% 4/1/2054  | 206683 | 211249 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2054  | 214038 | 218159 |
| Fannie Mae Mortgage pass-thru certificates 6% 5/1/2055  | 440231 | 455455 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2053  | 75988 | 77790 |
| Fannie Mae Mortgage pass-thru certificates 6% 6/1/2054  | 260482 | 265550 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2039  | 233037 | 240445 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2053  | 123719 | 128384 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2054  | 109440 | 113566 |
| Fannie Mae Mortgage pass-thru certificates 6% 7/1/2055  | 366193 | 378283 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2053  | 51723 | 52950 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054  | 541118 | 552026 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054  | 163861 | 170142 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2054  | 73977 | 75437 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055  | 515360 | 529638 |
| Fannie Mae Mortgage pass-thru certificates 6% 8/1/2055  | 400005 | 414119 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 1/1/2056  | 473684 | 489926 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2053  | 165524 | 172260 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 10/1/2055  | 408622 | 422122 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 11/1/2053  | 622728 | 643414 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 2/1/2055  | 75322 | 77845 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 4/1/2043  | 51133 | 53022 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2053  | 249025 | 258517 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2055  | 153767 | 158883 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 5/1/2055  | 142164 | 147114 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2053  | 17773 | 18616 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 209766 | 221892 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 7/1/2054  | 170479 | 179415 |
| Fannie Mae Mortgage pass-thru certificates 6.5% 9/1/2053  | 54930 | 56938 |
| Fannie Mae Mortgage pass-thru certificates 7% 11/1/2053  | 798483 | 841411 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 54593 | 57672 |
| Fannie Mae Mortgage pass-thru certificates 7% 12/1/2053  | 50991 | 54154 |
| Federal Home Loan Bank 5% 1/1/2056  | 1663717 | 1654676 |
| Freddie Mac 5.5% 1/1/2055  | 41175 | 41372 |
| Freddie Mac Gold Pool 1.5% 10/1/2036  | 302012 | 271499 |
| Freddie Mac Gold Pool 1.5% 10/1/2041  | 188550 | 159000 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 1574316 | 1211901 |
| Freddie Mac Gold Pool 1.5% 10/1/2051  | 165513 | 127514 |
| Freddie Mac Gold Pool 1.5% 11/1/2040  | 150708 | 128385 |
| Freddie Mac Gold Pool 1.5% 11/1/2051  | 466424 | 359051 |
| Freddie Mac Gold Pool 1.5% 11/1/2051  | 87661 | 67481 |
| Freddie Mac Gold Pool 1.5% 2/1/2037  | 64120 | 57632 |
| Freddie Mac Gold Pool 1.5% 2/1/2042  | 106619 | 90400 |
| Freddie Mac Gold Pool 1.5% 3/1/2037  | 75040 | 67446 |
| Freddie Mac Gold Pool 1.5% 7/1/2036  | 222258 | 199976 |
| Freddie Mac Gold Pool 1.5% 7/1/2041  | 488835 | 413444 |
| Freddie Mac Gold Pool 1.5% 7/1/2051  | 448950 | 345880 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 1373677 | 1118296 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 801036 | 651614 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 388921 | 316373 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 342121 | 279372 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 184257 | 150635 |
| Freddie Mac Gold Pool 2% 1/1/2051  | 129609 | 105959 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 1792123 | 1451108 |
| Freddie Mac Gold Pool 2% 1/1/2052  | 70032 | 57450 |
| Freddie Mac Gold Pool 2% 10/1/2030  | 62798 | 60418 |
| Freddie Mac Gold Pool 2% 10/1/2050  | 36652 | 29838 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 2884521 | 2335639 |
| Freddie Mac Gold Pool 2% 10/1/2051  | 566323 | 458560 |
| Freddie Mac Gold Pool 2% 11/1/2035  | 236005 | 218578 |
| Freddie Mac Gold Pool 2% 11/1/2035  | 83929 | 77732 |
| Freddie Mac Gold Pool 2% 11/1/2050  | 70584 | 57969 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 1299845 | 1052504 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 844156 | 683526 |
| Freddie Mac Gold Pool 2% 11/1/2051  | 741307 | 600248 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 831277 | 680371 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 474724 | 381869 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 210422 | 170382 |
| Freddie Mac Gold Pool 2% 12/1/2051  | 136463 | 111860 |
| Freddie Mac Gold Pool 2% 2/1/2036  | 709375 | 654553 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 597395 | 485213 |
| Freddie Mac Gold Pool 2% 2/1/2051  | 320741 | 258005 |
| Freddie Mac Gold Pool 2% 2/1/2052  | 19127 | 15469 |
| Freddie Mac Gold Pool 2% 3/1/2051  | 1975504 | 1608237 |
| Freddie Mac Gold Pool 2% 4/1/2036  | 1380361 | 1273684 |
| Freddie Mac Gold Pool 2% 4/1/2042  | 837852 | 735160 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 1582719 | 1285508 |
| Freddie Mac Gold Pool 2% 5/1/2051  | 22032 | 18074 |
| Freddie Mac Gold Pool 2% 5/1/2052  | 514811 | 421676 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 1003445 | 820657 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 651725 | 529340 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 186248 | 151273 |
| Freddie Mac Gold Pool 2% 7/1/2051  | 132157 | 109033 |
| Freddie Mac Gold Pool 2% 8/1/2050  | 271206 | 221973 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 259942 | 211128 |
| Freddie Mac Gold Pool 2% 8/1/2051  | 19758 | 16085 |
| Freddie Mac Gold Pool 2% 9/1/2035  | 153751 | 142397 |
| Freddie Mac Gold Pool 2% 9/1/2041  | 1742637 | 1520631 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 169484 | 137975 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 168892 | 137493 |
| Freddie Mac Gold Pool 2% 9/1/2050  | 18678 | 15206 |
| Freddie Mac Gold Pool 2% 9/1/2051  | 1008726 | 818356 |
| Freddie Mac Gold Pool 2.5% 1/1/2035  | 394675 | 375194 |
| Freddie Mac Gold Pool 2.5% 1/1/2047  | 18957 | 16352 |
| Freddie Mac Gold Pool 2.5% 1/1/2051  | 2144000 | 1819903 |
| Freddie Mac Gold Pool 2.5% 1/1/2052  | 1372869 | 1162336 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 1135136 | 976669 |
| Freddie Mac Gold Pool 2.5% 10/1/2050  | 726855 | 617888 |
| Freddie Mac Gold Pool 2.5% 10/1/2051  | 731902 | 619663 |
| Freddie Mac Gold Pool 2.5% 11/1/2050  | 553319 | 474691 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 431904 | 365670 |
| Freddie Mac Gold Pool 2.5% 11/1/2051  | 124194 | 106623 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 947019 | 796761 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 712555 | 606623 |
| Freddie Mac Gold Pool 2.5% 12/1/2051  | 67526 | 57910 |
| Freddie Mac Gold Pool 2.5% 2/1/2030  | 31463 | 30716 |
| Freddie Mac Gold Pool 2.5% 2/1/2051  | 690010 | 585705 |
| Freddie Mac Gold Pool 2.5% 2/1/2052  | 1959303 | 1656696 |
| Freddie Mac Gold Pool 2.5% 3/1/2033  | 15405 | 14776 |
| Freddie Mac Gold Pool 2.5% 3/1/2035  | 404853 | 384111 |
| Freddie Mac Gold Pool 2.5% 3/1/2050  | 33463 | 28206 |
| Freddie Mac Gold Pool 2.5% 4/1/2027  | 8038 | 7968 |
| Freddie Mac Gold Pool 2.5% 4/1/2036  | 139520 | 132023 |
| Freddie Mac Gold Pool 2.5% 4/1/2042  | 297822 | 266412 |
| Freddie Mac Gold Pool 2.5% 4/1/2051  | 356431 | 299878 |
| Freddie Mac Gold Pool 2.5% 4/1/2051  | 248079 | 208718 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 464091 | 392922 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 136913 | 117415 |
| Freddie Mac Gold Pool 2.5% 4/1/2052  | 90927 | 76884 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 1123621 | 952364 |
| Freddie Mac Gold Pool 2.5% 5/1/2051  | 130075 | 111672 |
| Freddie Mac Gold Pool 2.5% 7/1/2029  | 11679 | 11526 |
| Freddie Mac Gold Pool 2.5% 7/1/2051  | 1170180 | 991827 |
| Freddie Mac Gold Pool 2.5% 7/1/2052  | 1128461 | 949414 |
| Freddie Mac Gold Pool 2.5% 7/1/2052  | 613038 | 519602 |
| Freddie Mac Gold Pool 2.5% 8/1/2035  | 166222 | 157446 |
| Freddie Mac Gold Pool 2.5% 8/1/2051  | 2292824 | 1943364 |
| Freddie Mac Gold Pool 2.5% 9/1/2050  | 57360 | 48761 |
| Freddie Mac Gold Pool 3% 1/1/2029  | 11518 | 11375 |
| Freddie Mac Gold Pool 3% 1/1/2033  | 4339 | 4218 |
| Freddie Mac Gold Pool 3% 10/1/2043  | 118695 | 109200 |
| Freddie Mac Gold Pool 3% 11/1/2034  | 38958 | 37509 |
| Freddie Mac Gold Pool 3% 2/1/2035  | 61041 | 58771 |
| Freddie Mac Gold Pool 3% 2/1/2052  | 637990 | 561112 |
| Freddie Mac Gold Pool 3% 3/1/2033  | 3336 | 3241 |
| Freddie Mac Gold Pool 3% 3/1/2035  | 38911 | 37464 |
| Freddie Mac Gold Pool 3% 3/1/2045  | 24397 | 22192 |
| Freddie Mac Gold Pool 3% 4/1/2035  | 7110 | 6841 |
| Freddie Mac Gold Pool 3% 4/1/2045  | 33329 | 30295 |
| Freddie Mac Gold Pool 3% 4/1/2050  | 156714 | 140229 |
| Freddie Mac Gold Pool 3% 7/1/2045  | 11427 | 10374 |
| Freddie Mac Gold Pool 3% 7/1/2049  | 317587 | 284180 |
| Freddie Mac Gold Pool 3% 8/1/2047  | 26682 | 24030 |
| Freddie Mac Gold Pool 3% 8/1/2051  | 123690 | 110061 |
| Freddie Mac Gold Pool 3% 8/1/2052  | 2023082 | 1809013 |
| Freddie Mac Gold Pool 3% 9/1/2034  | 1215 | 1169 |
| Freddie Mac Gold Pool 3.5% 1/1/2050  | 83388 | 76994 |
| Freddie Mac Gold Pool 3.5% 1/1/2050  | 40591 | 37516 |
| Freddie Mac Gold Pool 3.5% 10/1/2047  | 103842 | 96594 |
| Freddie Mac Gold Pool 3.5% 12/1/2033  | 125724 | 122660 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 50976 | 47444 |
| Freddie Mac Gold Pool 3.5% 2/1/2048  | 8489 | 7901 |
| Freddie Mac Gold Pool 3.5% 2/1/2049  | 14050 | 13050 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 172726 | 160758 |
| Freddie Mac Gold Pool 3.5% 3/1/2048  | 72217 | 67258 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 1148948 | 1071977 |
| Freddie Mac Gold Pool 3.5% 3/1/2050  | 219639 | 202660 |
| Freddie Mac Gold Pool 3.5% 5/1/2052  | 464142 | 426376 |
| Freddie Mac Gold Pool 3.5% 6/1/2049  | 80707 | 74721 |
| Freddie Mac Gold Pool 3.5% 6/1/2052  | 158381 | 145642 |
| Freddie Mac Gold Pool 3.5% 7/1/2033  | 19717 | 19261 |
| Freddie Mac Gold Pool 3.5% 7/1/2046  | 690220 | 646665 |
| Freddie Mac Gold Pool 3.5% 7/1/2049  | 251385 | 232581 |
| Freddie Mac Gold Pool 3.5% 7/1/2052  | 73072 | 67469 |
| Freddie Mac Gold Pool 3.5% 8/1/2046  | 83456 | 77804 |
| Freddie Mac Gold Pool 3.5% 8/1/2052  | 149530 | 138064 |
| Freddie Mac Gold Pool 3.5% 9/1/2033  | 30827 | 30115 |
| Freddie Mac Gold Pool 3.5% 9/1/2048  | 40520 | 37675 |
| Freddie Mac Gold Pool 3.5% 9/1/2052  | 770376 | 706971 |
| Freddie Mac Gold Pool 4% 1/1/2039  | 80083 | 78536 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 53082 | 51827 |
| Freddie Mac Gold Pool 4% 1/1/2041  | 26161 | 25542 |
| Freddie Mac Gold Pool 4% 1/1/2044  | 33593 | 32404 |
| Freddie Mac Gold Pool 4% 1/1/2047  | 153614 | 147814 |
| Freddie Mac Gold Pool 4% 10/1/2042  | 11942 | 11601 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 67385 | 64166 |
| Freddie Mac Gold Pool 4% 10/1/2048  | 42865 | 40894 |
| Freddie Mac Gold Pool 4% 10/1/2050  | 120728 | 114811 |
| Freddie Mac Gold Pool 4% 11/1/2033  | 38086 | 37869 |
| Freddie Mac Gold Pool 4% 11/1/2036  | 60728 | 59710 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 218674 | 208230 |
| Freddie Mac Gold Pool 4% 11/1/2048  | 6688 | 6368 |
| Freddie Mac Gold Pool 4% 11/1/2049  | 74726 | 71134 |
| Freddie Mac Gold Pool 4% 12/1/2040  | 28367 | 27696 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 35243 | 34425 |
| Freddie Mac Gold Pool 4% 2/1/2041  | 9067 | 8843 |
| Freddie Mac Gold Pool 4% 2/1/2043  | 49025 | 47363 |
| Freddie Mac Gold Pool 4% 2/1/2049  | 22403 | 21333 |
| Freddie Mac Gold Pool 4% 3/1/2038  | 132780 | 130238 |
| Freddie Mac Gold Pool 4% 4/1/2035  | 47579 | 47174 |
| Freddie Mac Gold Pool 4% 4/1/2038  | 127494 | 125053 |
| Freddie Mac Gold Pool 4% 4/1/2042  | 21495 | 20975 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 426172 | 405684 |
| Freddie Mac Gold Pool 4% 4/1/2049  | 288850 | 276318 |
| Freddie Mac Gold Pool 4% 4/1/2053  | 179951 | 170625 |
| Freddie Mac Gold Pool 4% 5/1/2045  | 7866 | 7650 |
| Freddie Mac Gold Pool 4% 5/1/2048  | 18668 | 17810 |
| Freddie Mac Gold Pool 4% 6/1/2046  | 46235 | 44864 |
| Freddie Mac Gold Pool 4% 6/1/2047  | 837107 | 796526 |
| Freddie Mac Gold Pool 4% 6/1/2048  | 27302 | 26046 |
| Freddie Mac Gold Pool 4% 6/1/2049  | 12474 | 11874 |
| Freddie Mac Gold Pool 4% 7/1/2042  | 9422 | 9196 |
| Freddie Mac Gold Pool 4% 7/1/2045  | 44655 | 43549 |
| Freddie Mac Gold Pool 4% 8/1/2049  | 23222 | 22105 |
| Freddie Mac Gold Pool 4% 8/1/2052  | 377703 | 358838 |
| Freddie Mac Gold Pool 4% 9/1/2040  | 8687 | 8484 |
| Freddie Mac Gold Pool 4% 9/1/2045  | 81064 | 78022 |
| Freddie Mac Gold Pool 4% 9/1/2049  | 245636 | 233828 |
| Freddie Mac Gold Pool 4% 9/1/2052  | 301798 | 285215 |
| Freddie Mac Gold Pool 4.5% 1/1/2049  | 20402 | 19911 |
| Freddie Mac Gold Pool 4.5% 1/1/2053  | 526434 | 511948 |
| Freddie Mac Gold Pool 4.5% 1/1/2053  | 172925 | 167518 |
| Freddie Mac Gold Pool 4.5% 1/1/2056  | 24999 | 24121 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 697104 | 675308 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 245761 | 237828 |
| Freddie Mac Gold Pool 4.5% 10/1/2052  | 226872 | 219779 |
| Freddie Mac Gold Pool 4.5% 11/1/2040  | 354715 | 353227 |
| Freddie Mac Gold Pool 4.5% 11/1/2048  | 39846 | 38886 |
| Freddie Mac Gold Pool 4.5% 11/1/2049  | 18216 | 17772 |
| Freddie Mac Gold Pool 4.5% 11/1/2052  | 555509 | 538140 |
| Freddie Mac Gold Pool 4.5% 3/1/2050  | 46326 | 45182 |
| Freddie Mac Gold Pool 4.5% 4/1/2050  | 56469 | 55074 |
| Freddie Mac Gold Pool 4.5% 6/1/2048  | 82346 | 80466 |
| Freddie Mac Gold Pool 4.5% 6/1/2052  | 199841 | 193717 |
| Freddie Mac Gold Pool 4.5% 7/1/2038  | 141610 | 140939 |
| Freddie Mac Gold Pool 4.5% 7/1/2041  | 84991 | 84572 |
| Freddie Mac Gold Pool 4.5% 7/1/2053  | 164456 | 159263 |
| Freddie Mac Gold Pool 4.5% 8/1/2048  | 249938 | 244076 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 33774 | 33023 |
| Freddie Mac Gold Pool 4.5% 9/1/2048  | 3166 | 3092 |
| Freddie Mac Gold Pool 4.5% 9/1/2054  | 619509 | 598590 |
| Freddie Mac Gold Pool 5% 11/1/2052  | 166411 | 165351 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 401729 | 396659 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 287666 | 283838 |
| Freddie Mac Gold Pool 5% 11/1/2054  | 49363 | 48740 |
| Freddie Mac Gold Pool 5% 12/1/2048  | 6467 | 6511 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 699844 | 692541 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 429236 | 429318 |
| Freddie Mac Gold Pool 5% 12/1/2053  | 85739 | 84845 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 14032 | 14144 |
| Freddie Mac Gold Pool 5% 2/1/2049  | 10014 | 10082 |
| Freddie Mac Gold Pool 5% 3/1/2044  | 129122 | 129106 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 605666 | 599649 |
| Freddie Mac Gold Pool 5% 3/1/2053  | 335009 | 331634 |
| Freddie Mac Gold Pool 5% 3/1/2054  | 514060 | 507732 |
| Freddie Mac Gold Pool 5% 3/1/2056  | 500000 | 493064 |
| Freddie Mac Gold Pool 5% 4/1/2039  | 115621 | 116701 |
| Freddie Mac Gold Pool 5% 4/1/2048  | 11015 | 11074 |
| Freddie Mac Gold Pool 5% 4/1/2049  | 105953 | 106536 |
| Freddie Mac Gold Pool 5% 4/1/2055  | 143597 | 141650 |
| Freddie Mac Gold Pool 5% 4/1/2056  | 1300000 | 1282008 |
| Freddie Mac Gold Pool 5% 5/1/2050  | 47885 | 48028 |
| Freddie Mac Gold Pool 5% 6/1/2030  | 3036 | 3062 |
| Freddie Mac Gold Pool 5% 6/1/2053  | 1053421 | 1043746 |
| Freddie Mac Gold Pool 5% 7/1/2052  | 305759 | 304011 |
| Freddie Mac Gold Pool 5% 8/1/2048  | 11497 | 11586 |
| Freddie Mac Gold Pool 5% 8/1/2049  | 499630 | 502380 |
| Freddie Mac Gold Pool 5% 8/1/2049  | 28417 | 28573 |
| Freddie Mac Gold Pool 5% 8/1/2049  | 11090 | 11151 |
| Freddie Mac Gold Pool 5% 8/1/2052  | 223198 | 222323 |
| Freddie Mac Gold Pool 5% 8/1/2055  | 157318 | 156070 |
| Freddie Mac Gold Pool 5% 9/1/2049  | 321464 | 322831 |
| Freddie Mac Gold Pool 5% 9/1/2054  | 517392 | 510861 |
| Freddie Mac Gold Pool 5% 9/1/2055  | 97870 | 96512 |
| Freddie Mac Gold Pool 5.5% 1/1/2040  | 321230 | 327527 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 213338 | 215272 |
| Freddie Mac Gold Pool 5.5% 1/1/2053  | 162778 | 163964 |
| Freddie Mac Gold Pool 5.5% 10/1/2052  | 302705 | 306182 |
| Freddie Mac Gold Pool 5.5% 10/1/2054  | 321504 | 326955 |
| Freddie Mac Gold Pool 5.5% 10/1/2055  | 544517 | 554164 |
| Freddie Mac Gold Pool 5.5% 11/1/2053  | 401973 | 405303 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 1319734 | 1326304 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 271855 | 277250 |
| Freddie Mac Gold Pool 5.5% 11/1/2054  | 114156 | 114727 |
| Freddie Mac Gold Pool 5.5% 12/1/2052  | 373380 | 377669 |
| Freddie Mac Gold Pool 5.5% 3/1/2053  | 357731 | 361505 |
| Freddie Mac Gold Pool 5.5% 3/1/2055  | 495335 | 498007 |
| Freddie Mac Gold Pool 5.5% 4/1/2053  | 537063 | 542393 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 514555 | 525410 |
| Freddie Mac Gold Pool 5.5% 4/1/2054  | 301535 | 303373 |
| Freddie Mac Gold Pool 5.5% 5/1/2055  | 42619 | 42815 |
| Freddie Mac Gold Pool 5.5% 6/1/2049  | 95867 | 98968 |
| Freddie Mac Gold Pool 5.5% 6/1/2055  | 242035 | 243140 |
| Freddie Mac Gold Pool 5.5% 7/1/2054  | 43012 | 43275 |
| Freddie Mac Gold Pool 5.5% 7/1/2055  | 385476 | 387224 |
| Freddie Mac Gold Pool 5.5% 8/1/2053  | 156806 | 158105 |
| Freddie Mac Gold Pool 5.5% 8/1/2054  | 127944 | 128724 |
| Freddie Mac Gold Pool 5.5% 9/1/2040  | 146973 | 149762 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 286739 | 292103 |
| Freddie Mac Gold Pool 5.5% 9/1/2053  | 41239 | 41540 |
| Freddie Mac Gold Pool 5.5% 9/1/2054  | 312520 | 314401 |
| Freddie Mac Gold Pool 5.5% 9/1/2055  | 814332 | 818024 |
| Freddie Mac Gold Pool 5.5% 9/1/2055  | 710881 | 714104 |
| Freddie Mac Gold Pool 6% 1/1/2053  | 513774 | 524773 |
| Freddie Mac Gold Pool 6% 1/1/2055  | 294618 | 300294 |
| Freddie Mac Gold Pool 6% 1/1/2055  | 200001 | 204173 |
| Freddie Mac Gold Pool 6% 10/1/2055  | 632427 | 646695 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 207028 | 211793 |
| Freddie Mac Gold Pool 6% 11/1/2053  | 38086 | 38963 |
| Freddie Mac Gold Pool 6% 11/1/2054  | 355116 | 362125 |
| Freddie Mac Gold Pool 6% 11/1/2054  | 335956 | 343019 |
| Freddie Mac Gold Pool 6% 12/1/2052  | 67939 | 69684 |
| Freddie Mac Gold Pool 6% 12/1/2053  | 338705 | 350523 |
| Freddie Mac Gold Pool 6% 12/1/2054  | 23293 | 23745 |
| Freddie Mac Gold Pool 6% 2/1/2055  | 234355 | 243558 |
| Freddie Mac Gold Pool 6% 2/1/2055  | 109259 | 113345 |
| Freddie Mac Gold Pool 6% 3/1/2053  | 256259 | 262517 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 615293 | 638300 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 464660 | 478609 |
| Freddie Mac Gold Pool 6% 4/1/2054  | 46525 | 48010 |
| Freddie Mac Gold Pool 6% 4/1/2055  | 747299 | 762334 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 802603 | 832865 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 267329 | 272876 |
| Freddie Mac Gold Pool 6% 5/1/2054  | 23787 | 24340 |
| Freddie Mac Gold Pool 6% 5/1/2055  | 247834 | 253062 |
| Freddie Mac Gold Pool 6% 7/1/2053  | 18052 | 18481 |
| Freddie Mac Gold Pool 6% 8/1/2054  | 404440 | 412423 |
| Freddie Mac Gold Pool 6% 8/1/2055  | 215625 | 223233 |
| Freddie Mac Gold Pool 6% 9/1/2054  | 197162 | 204596 |
| Freddie Mac Gold Pool 6.5% 1/1/2054  | 38981 | 40329 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 388588 | 402459 |
| Freddie Mac Gold Pool 6.5% 10/1/2053  | 198216 | 205539 |
| Freddie Mac Gold Pool 6.5% 10/1/2054  | 123227 | 127356 |
| Freddie Mac Gold Pool 6.5% 11/1/2052  | 66974 | 69515 |
| Freddie Mac Gold Pool 6.5% 12/1/2053  | 183726 | 192940 |
| Freddie Mac Gold Pool 6.5% 12/1/2054  | 179012 | 189360 |
| Freddie Mac Gold Pool 6.5% 2/1/2054  | 329598 | 345714 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 348034 | 366275 |
| Freddie Mac Gold Pool 6.5% 6/1/2054  | 178600 | 188408 |
| Freddie Mac Gold Pool 6.5% 7/1/2054  | 220476 | 228722 |
| Freddie Mac Gold Pool 6.5% 7/1/2054  | 206006 | 213211 |
| Freddie Mac Gold Pool 6.5% 7/1/2055  | 262592 | 276765 |
| Freddie Mac Gold Pool 6.5% 7/1/2055  | 57698 | 60682 |
| Freddie Mac Gold Pool 6.5% 8/1/2053  | 53261 | 55241 |
| Freddie Mac Gold Pool 6.5% 8/1/2054  | 138158 | 142788 |
| Freddie Mac Gold Pool 6.5% 8/1/2055  | 76342 | 78859 |
| Freddie Mac Gold Pool 6.5% 9/1/2053  | 181184 | 187921 |
| Freddie Mac Gold Pool 6.5% 9/1/2054  | 215048 | 226856 |
| Freddie Mac Gold Pool 6.5% 9/1/2055  | 259950 | 268538 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 261312 | 277472 |
| Freddie Mac Gold Pool 7% 1/1/2054  | 66963 | 71038 |
| Freddie Mac Manufactured Housing participation certificates 6% 4/1/2055  | 775191 | 801271 |
| Freddie Mac Non Gold Pool 5.5% 4/1/2054  | 200460 | 201932 |
| Freddie Mac Non Gold Pool 5.5% 8/1/2055  | 243793 | 246388 |
| Freddie Mac Non Gold Pool 6% 12/1/2053  | 420344 | 429763 |
| Freddie Mac Non Gold Pool 6.5% 8/1/2053  | 435284 | 451536 |
| Ginnie Mae I Pool 3% 10/20/2042  | 166150 | 152813 |
| Ginnie Mae I Pool 3% 11/20/2052  | 147064 | 131560 |
| Ginnie Mae I Pool 3% 7/20/2052  | 73145 | 65319 |
| Ginnie Mae I Pool 3.5% 10/20/2052  | 387583 | 357563 |
| Ginnie Mae I Pool 3.5% 11/20/2052  | 41487 | 38272 |
| Ginnie Mae I Pool 3.5% 12/20/2052  | 206120 | 190155 |
| Ginnie Mae I Pool 3.5% 7/20/2052  | 149857 | 138250 |
| Ginnie Mae I Pool 3.5% 9/20/2052  | 503543 | 464542 |
| Ginnie Mae I Pool 4% 1/20/2053  | 157368 | 148555 |
| Ginnie Mae I Pool 4% 10/20/2052  | 617362 | 582402 |
| Ginnie Mae I Pool 4% 12/20/2052  | 125509 | 118480 |
| Ginnie Mae I Pool 4% 3/20/2047  | 43239 | 41361 |
| Ginnie Mae I Pool 4% 8/20/2052  | 225778 | 213010 |
| Ginnie Mae I Pool 4% 9/20/2052  | 309418 | 291896 |
| Ginnie Mae I Pool 4.5% 10/20/2052  | 379533 | 369148 |
| Ginnie Mae I Pool 4.5% 11/20/2052  | 303944 | 295628 |
| Ginnie Mae I Pool 4.5% 4/20/2053  | 165071 | 160348 |
| Ginnie Mae I Pool 4.5% 5/20/2053  | 246883 | 239665 |
| Ginnie Mae I Pool 4.5% 8/20/2052  | 366627 | 356202 |
| Ginnie Mae I Pool 5% 1/20/2053  | 153568 | 153031 |
| Ginnie Mae I Pool 5% 10/20/2052  | 358082 | 357165 |
| Ginnie Mae I Pool 5% 11/20/2049  | 68301 | 68979 |
| Ginnie Mae I Pool 5% 11/20/2052  | 73557 | 73369 |
| Ginnie Mae I Pool 5% 4/20/2053  | 304371 | 303021 |
| Ginnie Mae I Pool 5% 6/20/2053  | 159695 | 158937 |
| Ginnie Mae I Pool 5% 7/20/2052  | 214145 | 213731 |
| Ginnie Mae I Pool 5% 9/20/2052  | 71803 | 71620 |
| Ginnie Mae I Pool 5.5% 1/20/2053  | 122718 | 124729 |
| Ginnie Mae I Pool 5.5% 10/20/2052  | 257207 | 261683 |
| Ginnie Mae I Pool 5.5% 10/20/2054  | 157193 | 158651 |
| Ginnie Mae I Pool 5.5% 12/20/2052  | 124662 | 126744 |
| Ginnie Mae I Pool 5.5% 2/20/2053  | 127163 | 129167 |
| Ginnie Mae I Pool 5.5% 4/20/2053  | 367432 | 373108 |
| Ginnie Mae I Pool 5.5% 5/20/2053  | 284755 | 289064 |
| Ginnie Mae I Pool 6% 1/20/2053  | 337748 | 345645 |
| Ginnie Mae I Pool 6% 12/20/2052  | 191483 | 196080 |
| Ginnie Mae I Pool 6.5% 12/20/2052  | 171956 | 179362 |
| Ginnie Mae II Pool 1.5% 5/20/2051  | 87483 | 68995 |
| Ginnie Mae II Pool 2% 1/20/2051  | 1607064 | 1325025 |
| Ginnie Mae II Pool 2% 1/20/2052  | 250061 | 206176 |
| Ginnie Mae II Pool 2% 11/20/2051  | 806262 | 664764 |
| Ginnie Mae II Pool 2% 12/20/2050  | 1809556 | 1491980 |
| Ginnie Mae II Pool 2% 12/20/2051  | 142069 | 117136 |
| Ginnie Mae II Pool 2% 2/20/2051  | 335199 | 276372 |
| Ginnie Mae II Pool 2% 2/20/2052  | 198785 | 163898 |
| Ginnie Mae II Pool 2% 3/20/2051  | 2521987 | 2079379 |
| Ginnie Mae II Pool 2% 3/20/2052  | 71077 | 58603 |
| Ginnie Mae II Pool 2% 4/20/2051  | 1868841 | 1540860 |
| Ginnie Mae II Pool 2% 4/20/2052  | 406287 | 334984 |
| Ginnie Mae II Pool 2% 6/20/2051  | 191088 | 157552 |
| Ginnie Mae II Pool 2% 7/20/2051  | 741943 | 611732 |
| Ginnie Mae II Pool 2% 8/20/2051  | 370238 | 305261 |
| Ginnie Mae II Pool 2% 9/20/2050  | 230912 | 190675 |
| Ginnie Mae II Pool 2.5% 1/20/2051  | 358545 | 308352 |
| Ginnie Mae II Pool 2.5% 1/20/2052  | 331452 | 284741 |
| Ginnie Mae II Pool 2.5% 10/20/2046  | 20833 | 18186 |
| Ginnie Mae II Pool 2.5% 10/20/2050  | 549583 | 473849 |
| Ginnie Mae II Pool 2.5% 10/20/2051  | 459199 | 394485 |
| Ginnie Mae II Pool 2.5% 10/20/2053  | 115062 | 98936 |
| Ginnie Mae II Pool 2.5% 11/20/2050  | 573530 | 493958 |
| Ginnie Mae II Pool 2.5% 11/20/2051  | 432026 | 371142 |
| Ginnie Mae II Pool 2.5% 12/20/2049  | 108887 | 93984 |
| Ginnie Mae II Pool 2.5% 12/20/2050  | 513531 | 441722 |
| Ginnie Mae II Pool 2.5% 2/20/2051  | 298552 | 256757 |
| Ginnie Mae II Pool 2.5% 2/20/2052  | 847853 | 728367 |
| Ginnie Mae II Pool 2.5% 2/20/2055  | 183017 | 157253 |
| Ginnie Mae II Pool 2.5% 3/20/2052  | 291643 | 250543 |
| Ginnie Mae II Pool 2.5% 4/20/2050  | 54631 | 47154 |
| Ginnie Mae II Pool 2.5% 4/20/2051  | 56493 | 48532 |
| Ginnie Mae II Pool 2.5% 4/20/2052  | 167464 | 143864 |
| Ginnie Mae II Pool 2.5% 5/20/2050  | 50108 | 43203 |
| Ginnie Mae II Pool 2.5% 5/20/2051  | 1297045 | 1114255 |
| Ginnie Mae II Pool 2.5% 5/20/2052  | 541139 | 464877 |
| Ginnie Mae II Pool 2.5% 6/20/2050  | 241474 | 208198 |
| Ginnie Mae II Pool 2.5% 7/20/2051  | 1677096 | 1440747 |
| Ginnie Mae II Pool 2.5% 8/20/2050  | 885410 | 762475 |
| Ginnie Mae II Pool 2.5% 8/20/2051  | 339132 | 291339 |
| Ginnie Mae II Pool 2.5% 9/20/2050  | 531198 | 457997 |
| Ginnie Mae II Pool 2.5% 9/20/2051  | 597095 | 512948 |
| Ginnie Mae II Pool 3% 1/20/2043  | 2779 | 2554 |
| Ginnie Mae II Pool 3% 1/20/2048  | 16798 | 15164 |
| Ginnie Mae II Pool 3% 1/20/2050  | 505725 | 452567 |
| Ginnie Mae II Pool 3% 1/20/2051  | 14250 | 12743 |
| Ginnie Mae II Pool 3% 10/20/2051  | 30935 | 27616 |
| Ginnie Mae II Pool 3% 11/20/2047  | 29810 | 26966 |
| Ginnie Mae II Pool 3% 11/20/2051  | 79988 | 71405 |
| Ginnie Mae II Pool 3% 11/20/2053  | 35667 | 32035 |
| Ginnie Mae II Pool 3% 11/20/2054  | 138625 | 123935 |
| Ginnie Mae II Pool 3% 12/20/2047  | 169248 | 152780 |
| Ginnie Mae II Pool 3% 12/20/2049  | 104942 | 93911 |
| Ginnie Mae II Pool 3% 2/20/2046  | 193079 | 175099 |
| Ginnie Mae II Pool 3% 2/20/2050  | 285877 | 255828 |
| Ginnie Mae II Pool 3% 2/20/2051  | 513348 | 459068 |
| Ginnie Mae II Pool 3% 3/20/2043  | 5700 | 5236 |
| Ginnie Mae II Pool 3% 3/20/2048  | 59675 | 53869 |
| Ginnie Mae II Pool 3% 3/20/2050  | 64766 | 57958 |
| Ginnie Mae II Pool 3% 3/20/2052  | 372434 | 332472 |
| Ginnie Mae II Pool 3% 4/1/2056 (b) | 300000 | 267532 |
| Ginnie Mae II Pool 3% 4/20/2048  | 68102 | 61476 |
| Ginnie Mae II Pool 3% 4/20/2049  | 14221 | 12864 |
| Ginnie Mae II Pool 3% 4/20/2050  | 24681 | 22087 |
| Ginnie Mae II Pool 3% 4/20/2051  | 542320 | 484637 |
| Ginnie Mae II Pool 3% 4/20/2052  | 452841 | 404110 |
| Ginnie Mae II Pool 3% 5/20/2051  | 26426 | 23596 |
| Ginnie Mae II Pool 3% 5/20/2052  | 1137025 | 1014666 |
| Ginnie Mae II Pool 3% 6/20/2050  | 458722 | 410361 |
| Ginnie Mae II Pool 3% 6/20/2052  | 77136 | 68859 |
| Ginnie Mae II Pool 3% 7/20/2042  | 22746 | 20937 |
| Ginnie Mae II Pool 3% 7/20/2046  | 101574 | 92008 |
| Ginnie Mae II Pool 3% 7/20/2049  | 181575 | 163170 |
| Ginnie Mae II Pool 3% 7/20/2050  | 172101 | 153957 |
| Ginnie Mae II Pool 3% 8/20/2043  | 3081 | 2823 |
| Ginnie Mae II Pool 3% 8/20/2046  | 679707 | 615695 |
| Ginnie Mae II Pool 3% 8/20/2050  | 272247 | 243545 |
| Ginnie Mae II Pool 3% 8/20/2051  | 641723 | 573467 |
| Ginnie Mae II Pool 3% 9/20/2049  | 65678 | 58898 |
| Ginnie Mae II Pool 3.5% 1/20/2048  | 24955 | 23360 |
| Ginnie Mae II Pool 3.5% 1/20/2050  | 524818 | 488803 |
| Ginnie Mae II Pool 3.5% 10/20/2047  | 3109 | 2914 |
| Ginnie Mae II Pool 3.5% 11/20/2047  | 53698 | 50332 |
| Ginnie Mae II Pool 3.5% 11/20/2050  | 8172 | 7611 |
| Ginnie Mae II Pool 3.5% 12/20/2047  | 122353 | 114530 |
| Ginnie Mae II Pool 3.5% 12/20/2048  | 151196 | 141434 |
| Ginnie Mae II Pool 3.5% 12/20/2049  | 415536 | 387020 |
| Ginnie Mae II Pool 3.5% 12/20/2051  | 163606 | 151458 |
| Ginnie Mae II Pool 3.5% 2/20/2046  | 189213 | 177445 |
| Ginnie Mae II Pool 3.5% 2/20/2047  | 7612 | 7142 |
| Ginnie Mae II Pool 3.5% 2/20/2048  | 28835 | 26992 |
| Ginnie Mae II Pool 3.5% 2/20/2049  | 16358 | 15302 |
| Ginnie Mae II Pool 3.5% 2/20/2051  | 522134 | 485323 |
| Ginnie Mae II Pool 3.5% 3/20/2048  | 48450 | 45352 |
| Ginnie Mae II Pool 3.5% 3/20/2049  | 273773 | 255584 |
| Ginnie Mae II Pool 3.5% 3/20/2051  | 11901 | 11062 |
| Ginnie Mae II Pool 3.5% 4/1/2056 (b) | 1025000 | 939316 |
| Ginnie Mae II Pool 3.5% 4/20/2046  | 143857 | 134854 |
| Ginnie Mae II Pool 3.5% 4/20/2049  | 31131 | 29063 |
| Ginnie Mae II Pool 3.5% 4/20/2050  | 910517 | 846326 |
| Ginnie Mae II Pool 3.5% 5/20/2046  | 34509 | 32400 |
| Ginnie Mae II Pool 3.5% 5/20/2051  | 54783 | 50767 |
| Ginnie Mae II Pool 3.5% 5/20/2055  | 197958 | 181497 |
| Ginnie Mae II Pool 3.5% 6/20/2047  | 30282 | 28412 |
| Ginnie Mae II Pool 3.5% 6/20/2048  | 32480 | 30403 |
| Ginnie Mae II Pool 3.5% 6/20/2049  | 2628 | 2452 |
| Ginnie Mae II Pool 3.5% 7/20/2049  | 155479 | 145004 |
| Ginnie Mae II Pool 3.5% 8/20/2048  | 58151 | 54397 |
| Ginnie Mae II Pool 3.5% 8/20/2049  | 26360 | 24584 |
| Ginnie Mae II Pool 3.5% 9/20/2049  | 12275 | 11433 |
| Ginnie Mae II Pool 4% 1/20/2049  | 115717 | 110185 |
| Ginnie Mae II Pool 4% 1/20/2051  | 39941 | 37957 |
| Ginnie Mae II Pool 4% 1/20/2056  | 249204 | 233262 |
| Ginnie Mae II Pool 4% 10/20/2048  | 38371 | 36585 |
| Ginnie Mae II Pool 4% 10/20/2049  | 189292 | 180067 |
| Ginnie Mae II Pool 4% 11/20/2047  | 11248 | 10742 |
| Ginnie Mae II Pool 4% 12/20/2047  | 33905 | 32380 |
| Ginnie Mae II Pool 4% 2/20/2050  | 257367 | 245065 |
| Ginnie Mae II Pool 4% 2/20/2054  | 332245 | 313223 |
| Ginnie Mae II Pool 4% 3/20/2048  | 27382 | 26125 |
| Ginnie Mae II Pool 4% 3/20/2050  | 376027 | 357700 |
| Ginnie Mae II Pool 4% 4/20/2047  | 33041 | 31606 |
| Ginnie Mae II Pool 4% 4/20/2048  | 42021 | 40092 |
| Ginnie Mae II Pool 4% 4/20/2049  | 78303 | 74487 |
| Ginnie Mae II Pool 4% 5/20/2049  | 84845 | 80710 |
| Ginnie Mae II Pool 4% 5/20/2050  | 23215 | 22084 |
| Ginnie Mae II Pool 4% 5/20/2054  | 162918 | 153069 |
| Ginnie Mae II Pool 4% 6/20/2048  | 9278 | 8846 |
| Ginnie Mae II Pool 4% 6/20/2049  | 155947 | 148347 |
| Ginnie Mae II Pool 4% 6/20/2055  | 395135 | 369858 |
| Ginnie Mae II Pool 4% 7/20/2048  | 18155 | 17310 |
| Ginnie Mae II Pool 4% 8/20/2048  | 38605 | 36808 |
| Ginnie Mae II Pool 4% 8/20/2050  | 85458 | 81293 |
| Ginnie Mae II Pool 4% 9/20/2048  | 18920 | 18040 |
| Ginnie Mae II Pool 4% 9/20/2055  | 123741 | 115825 |
| Ginnie Mae II Pool 4.5% 1/20/2047  | 8110 | 8005 |
| Ginnie Mae II Pool 4.5% 1/20/2049  | 21375 | 21024 |
| Ginnie Mae II Pool 4.5% 1/20/2050  | 26346 | 25905 |
| Ginnie Mae II Pool 4.5% 1/20/2051  | 29748 | 29288 |
| Ginnie Mae II Pool 4.5% 1/20/2055  | 360328 | 348076 |
| Ginnie Mae II Pool 4.5% 10/20/2047  | 5364 | 5288 |
| Ginnie Mae II Pool 4.5% 10/20/2048  | 15559 | 15308 |
| Ginnie Mae II Pool 4.5% 10/20/2049  | 52473 | 51627 |
| Ginnie Mae II Pool 4.5% 10/20/2050  | 57257 | 56370 |
| Ginnie Mae II Pool 4.5% 11/20/2048  | 23536 | 23150 |
| Ginnie Mae II Pool 4.5% 11/20/2054  | 818572 | 791314 |
| Ginnie Mae II Pool 4.5% 12/20/2048  | 7286 | 7166 |
| Ginnie Mae II Pool 4.5% 12/20/2049  | 14674 | 14433 |
| Ginnie Mae II Pool 4.5% 12/20/2054  | 188072 | 181692 |
| Ginnie Mae II Pool 4.5% 2/20/2049  | 16019 | 15751 |
| Ginnie Mae II Pool 4.5% 2/20/2050  | 19967 | 19639 |
| Ginnie Mae II Pool 4.5% 2/20/2055  | 169498 | 163575 |
| Ginnie Mae II Pool 4.5% 3/20/2049  | 25853 | 25428 |
| Ginnie Mae II Pool 4.5% 3/20/2051  | 137535 | 135276 |
| Ginnie Mae II Pool 4.5% 3/20/2055  | 146136 | 141030 |
| Ginnie Mae II Pool 4.5% 4/1/2056 (b) | 825000 | 795684 |
| Ginnie Mae II Pool 4.5% 4/20/2049  | 9661 | 9503 |
| Ginnie Mae II Pool 4.5% 4/20/2050  | 105512 | 103713 |
| Ginnie Mae II Pool 4.5% 4/20/2054  | 212867 | 205762 |
| Ginnie Mae II Pool 4.5% 5/20/2049  | 74240 | 72998 |
| Ginnie Mae II Pool 4.5% 5/20/2054  | 187368 | 181114 |
| Ginnie Mae II Pool 4.5% 6/20/2054  | 332273 | 321182 |
| Ginnie Mae II Pool 4.5% 7/20/2049  | 27053 | 26600 |
| Ginnie Mae II Pool 4.5% 7/20/2053  | 253665 | 246248 |
| Ginnie Mae II Pool 4.5% 8/20/2048  | 75182 | 73970 |
| Ginnie Mae II Pool 4.5% 8/20/2050  | 26432 | 25998 |
| Ginnie Mae II Pool 4.5% 8/20/2053  | 170808 | 165814 |
| Ginnie Mae II Pool 4.5% 9/20/2047  | 5590 | 5511 |
| Ginnie Mae II Pool 5% 1/20/2055  | 318043 | 315141 |
| Ginnie Mae II Pool 5% 11/20/2047  | 10979 | 11086 |
| Ginnie Mae II Pool 5% 11/20/2048  | 6024 | 6080 |
| Ginnie Mae II Pool 5% 11/20/2049  | 24089 | 24366 |
| Ginnie Mae II Pool 5% 11/20/2053  | 257959 | 256573 |
| Ginnie Mae II Pool 5% 11/20/2054  | 1466389 | 1453927 |
| Ginnie Mae II Pool 5% 12/20/2054  | 183203 | 181589 |
| Ginnie Mae II Pool 5% 2/20/2055  | 251730 | 249355 |
| Ginnie Mae II Pool 5% 3/20/2048  | 7847 | 7961 |
| Ginnie Mae II Pool 5% 3/20/2050  | 45563 | 46187 |
| Ginnie Mae II Pool 5% 4/1/2056 (b) | 3150000 | 3116987 |
| Ginnie Mae II Pool 5% 4/20/2050  | 100304 | 101521 |
| Ginnie Mae II Pool 5% 4/20/2055  | 375078 | 371422 |
| Ginnie Mae II Pool 5% 5/20/2049  | 6929 | 6993 |
| Ginnie Mae II Pool 5% 6/20/2054  | 669945 | 665089 |
| Ginnie Mae II Pool 5% 7/20/2048  | 13547 | 13690 |
| Ginnie Mae II Pool 5% 7/20/2053  | 404652 | 402731 |
| Ginnie Mae II Pool 5% 8/20/2053  | 164339 | 163558 |
| Ginnie Mae II Pool 5% 9/20/2048  | 7560 | 7635 |
| Ginnie Mae II Pool 5% 9/20/2053  | 164147 | 163265 |
| Ginnie Mae II Pool 5.5% 1/20/2049  | 7983 | 8230 |
| Ginnie Mae II Pool 5.5% 1/20/2055  | 832774 | 839977 |
| Ginnie Mae II Pool 5.5% 10/20/2053  | 287457 | 291246 |
| Ginnie Mae II Pool 5.5% 12/20/2053  | 113474 | 114899 |
| Ginnie Mae II Pool 5.5% 2/20/2054  | 375511 | 379844 |
| Ginnie Mae II Pool 5.5% 4/1/2056 (b) | 3875000 | 3896429 |
| Ginnie Mae II Pool 5.5% 5/1/2056 (b) | 2425000 | 2433485 |
| Ginnie Mae II Pool 5.5% 6/20/2054  | 171524 | 173289 |
| Ginnie Mae II Pool 5.5% 6/20/2055  | 585190 | 588697 |
| Ginnie Mae II Pool 5.5% 7/20/2054  | 261647 | 264339 |
| Ginnie Mae II Pool 5.5% 7/20/2055  | 887097 | 892344 |
| Ginnie Mae II Pool 5.5% 8/20/2053  | 140107 | 142041 |
| Ginnie Mae II Pool 5.5% 8/20/2054  | 412531 | 416776 |
| Ginnie Mae II Pool 5.5% 9/20/2047  | 16046 | 16516 |
| Ginnie Mae II Pool 5.5% 9/20/2053  | 136951 | 138799 |
| Ginnie Mae II Pool 6% 1/20/2055  | 684446 | 697296 |
| Ginnie Mae II Pool 6% 12/20/2054  | 854427 | 870601 |
| Ginnie Mae II Pool 6% 3/20/2055  | 742349 | 755242 |
| Ginnie Mae II Pool 6% 4/1/2056 (b) | 1375000 | 1397666 |
| Ginnie Mae II Pool 6% 4/20/2055  | 816695 | 830560 |
| Ginnie Mae II Pool 6% 5/1/2056 (b) | 875000 | 888364 |
| Ginnie Mae II Pool 6% 7/20/2054  | 31936 | 32553 |
| Ginnie Mae II Pool 6.5% 1/20/2055  | 200185 | 207978 |
| Ginnie Mae II Pool 6.5% 4/1/2056 (b) | 600000 | 623438 |
| Ginnie Mae II Pool 6.5% 5/1/2056 (b) | 600000 | 621609 |
| Ginnie Mae II Pool 6.5% 5/20/2055  | 213720 | 221740 |
| Ginnie Mae II Pool 6.5% 7/20/2053  | 75392 | 78580 |
| Ginnie Mae II Pool 6.5% 7/20/2054  | 255668 | 265682 |
| Uniform Mortgage Backed Securities 2% 4/1/2056 (b) | 775000 | 622876 |
| Uniform Mortgage Backed Securities 2% 5/1/2056 (b) | 250000 | 200849 |
| Uniform Mortgage Backed Securities 2.5% 4/1/2041 (b) | 375000 | 353804 |
| Uniform Mortgage Backed Securities 2.5% 4/1/2056 (b) | 475000 | 399297 |
| Uniform Mortgage Backed Securities 3% 4/1/2056 (b) | 2800000 | 2460719 |
| Uniform Mortgage Backed Securities 3.5% 4/1/2056 (b) | 1025000 | 939076 |
| Uniform Mortgage Backed Securities 4% 4/1/2056 (b) | 925000 | 871704 |
| Uniform Mortgage Backed Securities 4.5% 4/1/2056 (b) | 350000 | 337476 |
| Uniform Mortgage Backed Securities 5% 4/1/2041 (b) | 1225000 | 1233183 |
| Uniform Mortgage Backed Securities 5% 4/1/2056 (b) | 1225000 | 1207439 |
| Uniform Mortgage Backed Securities 5% 5/1/2041 (b) | 500000 | 502871 |
| Uniform Mortgage Backed Securities 5.5% 4/1/2056 (b) | 350000 | 351463 |
| Uniform Mortgage Backed Securities 6% 4/1/2056 (b) | 925000 | 942561 |
| Uniform Mortgage Backed Securities 6.5% 4/1/2056 (b) | 550000 | 568820 |
| TOTAL UNITED STATES |  | 290937517 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES**<br> (Cost $310,412,760) |  | <br> **290937517** |

---

---

| | | |
|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** | &nbsp;&nbsp;**U.S. Government Agency Obligations - 0.3%** |
|  | Principal<br> Amount (a)<br>| Value ($)<br>|
| UNITED STATES - 0.3%  |  |  |
| Financials - 0.2% |  |  |
| Financial Services - 0.2% |  |  |
| Fannie Mae 0.875% 8/5/2030  | 339000 | 297943 |
| Fannie Mae 5.625% 7/15/2037  | 100000 | 108841 |
| Federal Farm Credit Banks Funding Corp 1.4% 3/10/2028  | 900000 | 858364 |
| Federal Home Loan Bank 3.5% 10/4/2027  | 400000 | 398548 |
| Federal Home Loan Bank 4.75% 3/10/2034  | 130000 | 132813 |
| Federal Home Loan Bank 5.5% 7/15/2036  | 150000 | 163317 |
| Freddie Mac Non Gold Pool 0% 11/15/2038 (g) | 210000 | 115600 |
| Freddie Mac Non Gold Pool 6.25% 7/15/2032  | 360000 | 401726 |
| TOTAL FINANCIALS |  | 2477152 |
| Utilities - 0.1% |  |  |
| Independent Power and Renewable Electricity Producers - 0.1% |  |  |
| Tennessee Valley Authority 2.875% 2/1/2027  | 130000 | 129007 |
| Tennessee Valley Authority 4.25% 9/15/2065  | 30000 | 24677 |
| Tennessee Valley Authority 4.375% 8/1/2034  | 108000 | 108474 |
| Tennessee Valley Authority 4.875% 5/15/2035  | 250000 | 256918 |
| Tennessee Valley Authority 5.25% 2/1/2055  | 100000 | 98451 |
| Tennessee Valley Authority 5.25% 9/15/2039  | 200000 | 209674 |
| Tennessee Valley Authority 5.88% 4/1/2036  | 260000 | 288230 |
| TOTAL UTILITIES |  | 1115431 |
| TOTAL UNITED STATES |  | 3592583 |
| <br> **TOTAL U.S. GOVERNMENT AGENCY OBLIGATIONS**<br> (Cost $3,721,739) |  | <br> **3592583** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**U.S. Treasury Obligations - 44.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 44.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 44.6%** | &nbsp;&nbsp;**U.S. Treasury Obligations - 44.6%** |
|  | Yield (%) (h) | Principal<br> Amount (a)<br>| Value ($)<br>|
| US Treasury Bonds 1.125% 5/15/2040  | 2.08 | 1031000 | 649449 |
| US Treasury Bonds 1.125% 8/15/2040  | 1.88 | 331000 | 206345 |
| US Treasury Bonds 1.25% 5/15/2050  | 1.46 | 2000 | 948 |
| US Treasury Bonds 1.375% 11/15/2040  | 1.48 to 1.65 | 3490000 | 2248051 |
| US Treasury Bonds 1.375% 8/15/2050  | 2.30 | 575000 | 281166 |
| US Treasury Bonds 1.625% 11/15/2050  | 1.64 to 1.84 | 4208000 | 2195557 |
| US Treasury Bonds 1.75% 8/15/2041  | 1.85 to 3.50 | 3170000 | 2119318 |
| US Treasury Bonds 1.875% 11/15/2051  | 1.79 to 3.21 | 2265000 | 1244246 |
| US Treasury Bonds 1.875% 2/15/2041  | 2.13 to 2.33 | 4015000 | 2781485 |
| US Treasury Bonds 1.875% 2/15/2051  | 2.40 to 2.42 | 1514000 | 840684 |
| US Treasury Bonds 2% 8/15/2051  | 1.92 to 1.96 | 1564000 | 890441 |
| US Treasury Bonds 2.25% 2/15/2052  | 2.17 to 2.95 | 1201000 | 723790 |
| US Treasury Bonds 2.25% 5/15/2041  | 3.02 | 280000 | 204017 |
| US Treasury Bonds 2.25% 8/15/2046  | 2.92 to 3.01 | 110000 | 71702 |
| US Treasury Bonds 2.25% 8/15/2049  | 2.20 | 129000 | 80237 |
| US Treasury Bonds 2.375% 2/15/2042  | 3.10 to 3.15 | 780000 | 568059 |
| US Treasury Bonds 2.375% 5/15/2051  | 1.90 to 3.07 | 2575000 | 1610884 |
| US Treasury Bonds 2.5% 2/15/2045  | 2.34 to 3.37 | 18000 | 12623 |
| US Treasury Bonds 2.5% 2/15/2046  | 2.25 to 3.04 | 112000 | 77271 |
| US Treasury Bonds 2.5% 5/15/2046  | 2.21 to 2.94 | 93000 | 63894 |
| US Treasury Bonds 2.75% 11/15/2042  | 3.00 to 3.39 | 587000 | 446464 |
| US Treasury Bonds 2.75% 11/15/2047  | 3.11 to 3.19 | 107000 | 75473 |
| US Treasury Bonds 2.75% 8/15/2042  | 2.06 to 3.08 | 197000 | 150643 |
| US Treasury Bonds 2.75% 8/15/2047  | 2.90 | 51000 | 36088 |
| US Treasury Bonds 2.875% 5/15/2043  | 2.26 | 20000 | 15360 |
| US Treasury Bonds 2.875% 5/15/2049  | 2.58 | 1000 | 710 |
| US Treasury Bonds 2.875% 5/15/2052  | 3.01 to 3.16 | 1170000 | 811413 |
| US Treasury Bonds 2.875% 8/15/2045  | 2.33 to 3.19 | 156000 | 115824 |
| US Treasury Bonds 3% 11/15/2044  | 2.96 to 3.09 | 299000 | 228945 |
| US Treasury Bonds 3% 2/15/2047  | 3.02 | 49000 | 36509 |
| US Treasury Bonds 3% 2/15/2048  | 1.96 to 3.05 | 87000 | 64156 |
| US Treasury Bonds 3% 2/15/2049  | 2.86 to 3.09 | 134000 | 97867 |
| US Treasury Bonds 3% 5/15/2042  | 3.05 | 89000 | 70929 |
| US Treasury Bonds 3% 5/15/2045  | 3.33 | 4000 | 3044 |
| US Treasury Bonds 3% 5/15/2047  | 2.22 to 3.22 | 48000 | 35674 |
| US Treasury Bonds 3% 8/15/2048  | 3.43 | 3000 | 2202 |
| US Treasury Bonds 3% 8/15/2052  | 3.29 to 4.40 | 4160000 | 2957175 |
| US Treasury Bonds 3.125% 11/15/2041  | 2.27 to 3.00 | 113000 | 92466 |
| US Treasury Bonds 3.125% 2/15/2042  | 2.95 to 3.03 | 65000 | 52939 |
| US Treasury Bonds 3.125% 2/15/2043  | 2.52 to 3.10 | 838000 | 670956 |
| US Treasury Bonds 3.125% 5/15/2048  | 2.62 to 3.05 | 29000 | 21824 |
| US Treasury Bonds 3.125% 8/15/2044  | 3.02 to 3.31 | 167000 | 130919 |
| US Treasury Bonds 3.25% 5/15/2042  | 3.28 to 4.49 | 400000 | 329594 |
| US Treasury Bonds 3.375% 11/15/2048  | 2.31 to 2.99 | 157000 | 123030 |
| US Treasury Bonds 3.375% 5/15/2044  | 2.25 to 3.13 | 886000 | 724132 |
| US Treasury Bonds 3.5% 2/15/2039  | 3.31 | 8000 | 7218 |
| US Treasury Bonds 3.625% 2/15/2044  | 2.23 to 3.24 | 2427000 | 2061623 |
| US Treasury Bonds 3.625% 2/15/2053  | 3.63 to 4.17 | 600000 | 481547 |
| US Treasury Bonds 3.625% 5/15/2053  | 3.83 to 4.28 | 2520000 | 2020627 |
| US Treasury Bonds 3.75% 11/15/2043  | 2.97 to 3.20 | 1120000 | 970463 |
| US Treasury Bonds 3.75% 8/15/2041  | 3.39 | 45000 | 40131 |
| US Treasury Bonds 3.875% 2/15/2043  | 3.75 to 4.59 | 2990000 | 2656779 |
| US Treasury Bonds 3.875% 5/15/2043  | 4.01 to 4.36 | 1750000 | 1550117 |
| US Treasury Bonds 3.875% 8/15/2040  | 3.17 | 52000 | 47661 |
| US Treasury Bonds 4% 11/15/2042  | 3.69 to 4.13 | 3480000 | 3148992 |
| US Treasury Bonds 4% 11/15/2052  | 3.65 to 3.97 | 3300000 | 2835293 |
| US Treasury Bonds 4.125% 8/15/2044  | 4.15 to 4.65 | 7900000 | 7167398 |
| US Treasury Bonds 4.125% 8/15/2053  | 4.20 to 5.03 | 1260000 | 1104961 |
| US Treasury Bonds 4.25% 2/15/2054  | 4.34 to 4.78 | 6841000 | 6128040 |
| US Treasury Bonds 4.25% 8/15/2054  | 4.11 to 4.51 | 5620000 | 5033413 |
| US Treasury Bonds 4.375% 11/15/2039  | 3.16 | 24000 | 23408 |
| US Treasury Bonds 4.375% 2/15/2038  | 3.00 | 12000 | 11978 |
| US Treasury Bonds 4.375% 5/15/2041  | 2.80 | 32000 | 30819 |
| US Treasury Bonds 4.375% 8/15/2043  | 4.48 to 5.26 | 2070000 | 1953805 |
| US Treasury Bonds 4.5% 11/15/2054  | 4.60 to 4.80 | 1836000 | 1715226 |
| US Treasury Bonds 4.5% 2/15/2044  | 4.48 to 4.90 | 7067000 | 6758095 |
| US Treasury Bonds 4.5% 5/15/2038  | 2.97 to 2.99 | 92000 | 92658 |
| US Treasury Bonds 4.5% 8/15/2039  | 2.90 | 17000 | 16838 |
| US Treasury Bonds 4.625% 11/15/2044  | 4.67 to 4.86 | 1540000 | 1490130 |
| US Treasury Bonds 4.625% 11/15/2045  | 4.63 to 4.84 | 5930000 | 5719670 |
| US Treasury Bonds 4.625% 11/15/2055  | 4.67 to 4.89 | 3140000 | 3000172 |
| US Treasury Bonds 4.625% 2/15/2046  | 4.57 to 5.00 | 2370000 | 2284828 |
| US Treasury Bonds 4.625% 2/15/2055  | 4.45 to 4.74 | 4580000 | 4366028 |
| US Treasury Bonds 4.625% 5/15/2044  | 4.50 to 4.71 | 4470000 | 4335027 |
| US Treasury Bonds 4.625% 5/15/2054  | 4.34 to 4.63 | 4420000 | 4214366 |
| US Treasury Bonds 4.75% 11/15/2043  | 4.20 to 4.69 | 5080000 | 5018881 |
| US Treasury Bonds 4.75% 2/15/2041  | 3.05 | 48000 | 48261 |
| US Treasury Bonds 4.75% 2/15/2056  | 4.63 to 4.92 | 2780000 | 2711369 |
| US Treasury Bonds 4.75% 5/15/2055  | 4.79 to 4.92 | 2780000 | 2706916 |
| US Treasury Bonds 4.75% 8/15/2055  | 4.59 to 4.92 | 4210000 | 4102777 |
| US Treasury Bonds 4.875% 8/15/2045  | 4.56 to 4.92 | 6440000 | 6418869 |
| US Treasury Bonds 5% 5/15/2045  | 4.89 to 5.05 | 2360000 | 2390698 |
| US Treasury Bonds 5.5% 8/15/2028  | 2.92 | 4000 | 4153 |
| US Treasury Notes 0.375% 7/31/2027  | 0.48 to 0.49 | 509000 | 486294 |
| US Treasury Notes 0.375% 9/30/2027  | 0.60 | 1151000 | 1093405 |
| US Treasury Notes 0.5% 4/30/2027  | 0.53 | 718000 | 693312 |
| US Treasury Notes 0.5% 5/31/2027  | 0.52 to 0.53 | 1393000 | 1340708 |
| US Treasury Notes 0.625% 11/30/2027  | 0.63 to 0.66 | 1680000 | 1593638 |
| US Treasury Notes 0.625% 3/31/2027  | 0.52 to 3.80 | 1560000 | 1513246 |
| US Treasury Notes 0.625% 5/15/2030  | 0.81 to 1.39 | 2549000 | 2232765 |
| US Treasury Notes 0.625% 8/15/2030  | 1.71 | 360000 | 312638 |
| US Treasury Notes 0.75% 1/31/2028  | 0.93 | 98000 | 92698 |
| US Treasury Notes 1% 7/31/2028  | 1.13 to 1.34 | 1229000 | 1152476 |
| US Treasury Notes 1.125% 2/28/2027  | 0.54 to 0.75 | 691000 | 674852 |
| US Treasury Notes 1.125% 2/29/2028  | 1.28 | 624000 | 593214 |
| US Treasury Notes 1.125% 8/31/2028  | 1.39 | 110000 | 103211 |
| US Treasury Notes 1.25% 12/31/2026  | 2.48 to 2.49 | 2240000 | 2198823 |
| US Treasury Notes 1.25% 3/31/2028  | 1.17 to 1.34 | 2218000 | 2109353 |
| US Treasury Notes 1.25% 4/30/2028  | 1.24 | 2488000 | 2361170 |
| US Treasury Notes 1.25% 8/15/2031  | 1.54 to 3.02 | 6574000 | 5705770 |
| US Treasury Notes 1.25% 9/30/2028  | 1.43 | 748000 | 702477 |
| US Treasury Notes 1.375% 10/31/2028  | 1.42 to 1.45 | 580000 | 545427 |
| US Treasury Notes 1.5% 11/30/2028  | 1.39 to 1.75 | 1091000 | 1027330 |
| US Treasury Notes 1.5% 2/15/2030  | 0.76 to 1.66 | 876000 | 801608 |
| US Treasury Notes 1.625% 8/15/2029  | 0.94 to 1.92 | 66000 | 61418 |
| US Treasury Notes 1.75% 1/31/2029  | 1.82 | 81000 | 76510 |
| US Treasury Notes 1.875% 2/28/2029  | 1.75 | 230000 | 217727 |
| US Treasury Notes 2.25% 11/15/2027  | 1.54 to 2.95 | 682000 | 665030 |
| US Treasury Notes 2.25% 2/15/2027  | 2.55 to 3.08 | 393000 | 387899 |
| US Treasury Notes 2.25% 8/15/2027  | 1.47 to 3.22 | 639000 | 625521 |
| US Treasury Notes 2.375% 5/15/2027  | 2.84 to 2.91 | 46000 | 45277 |
| US Treasury Notes 2.5% 3/31/2027  | 2.68 to 3.06 | 2220000 | 2193915 |
| US Treasury Notes 2.625% 2/15/2029  | 1.55 to 2.56 | 391000 | 378293 |
| US Treasury Notes 2.625% 5/31/2027  | 2.84 | 2770000 | 2732454 |
| US Treasury Notes 2.625% 7/31/2029  | 2.92 | 4810000 | 4626243 |
| US Treasury Notes 2.75% 2/15/2028  | 2.36 to 2.86 | 363000 | 356038 |
| US Treasury Notes 2.75% 4/30/2027  | 2.93 | 2550000 | 2522381 |
| US Treasury Notes 2.75% 5/31/2029  | 2.88 | 530000 | 512816 |
| US Treasury Notes 2.75% 7/31/2027  | 2.65 to 3.18 | 2460000 | 2425502 |
| US Treasury Notes 2.75% 8/15/2032  | 3.18 to 4.25 | 7776000 | 7191889 |
| US Treasury Notes 2.875% 5/15/2028  | 2.20 to 2.68 | 216000 | 211891 |
| US Treasury Notes 2.875% 5/15/2032  | 2.98 | 120000 | 112228 |
| US Treasury Notes 2.875% 8/15/2028  | 2.75 to 3.24 | 113000 | 110616 |
| US Treasury Notes 3.125% 11/15/2028  | 1.54 to 2.89 | 940000 | 923623 |
| US Treasury Notes 3.125% 8/31/2027  | 3.33 to 4.09 | 1900000 | 1881371 |
| US Treasury Notes 3.125% 8/31/2029  | 3.97 | 820000 | 800685 |
| US Treasury Notes 3.25% 6/30/2027  | 3.04 | 70000 | 69513 |
| US Treasury Notes 3.25% 6/30/2029  | 2.70 | 100000 | 98184 |
| US Treasury Notes 3.375% 5/15/2033  | 3.62 to 3.96 | 3460000 | 3296055 |
| US Treasury Notes 3.375% 9/15/2027  | 3.56 | 540000 | 536477 |
| US Treasury Notes 3.375% 9/15/2028  | 3.62 | 9020000 | 8926981 |
| US Treasury Notes 3.5% 1/15/2029  | 3.61 | 4450000 | 4412105 |
| US Treasury Notes 3.5% 1/31/2030  | 3.56 to 4.07 | 2340000 | 2307459 |
| US Treasury Notes 3.5% 10/15/2028  | 3.48 to 3.60 | 8790000 | 8722521 |
| US Treasury Notes 3.5% 11/15/2028  | 3.49 | 6340000 | 6288735 |
| US Treasury Notes 3.5% 12/15/2028  | 3.52 to 3.54 | 8660000 | 8588284 |
| US Treasury Notes 3.5% 2/15/2029  | 3.39 to 3.55 | 7520000 | 7454787 |
| US Treasury Notes 3.5% 2/15/2033  | 4.08 | 180000 | 173194 |
| US Treasury Notes 3.5% 2/28/2031  | 3.68 to 3.96 | 1320000 | 1294425 |
| US Treasury Notes 3.5% 3/15/2029  | 3.81 | 6240000 | 6184913 |
| US Treasury Notes 3.5% 4/30/2028  | 3.51 to 4.02 | 4620000 | 4590403 |
| US Treasury Notes 3.5% 4/30/2030  | 3.88 | 660000 | 649945 |
| US Treasury Notes 3.5% 9/30/2029  | 3.57 | 2150000 | 2124133 |
| US Treasury Notes 3.625% 10/31/2030  | 3.71 | 1010000 | 996941 |
| US Treasury Notes 3.625% 3/31/2028  | 3.62 to 3.77 | 1770000 | 1763570 |
| US Treasury Notes 3.625% 8/15/2028  | 3.58 to 3.66 | 10090000 | 10047039 |
| US Treasury Notes 3.625% 8/31/2030  | 3.69 | 1050000 | 1037121 |
| US Treasury Notes 3.625% 9/30/2031  | 3.64 to 4.14 | 1760000 | 1726656 |
| US Treasury Notes 3.75% 1/31/2031  | 3.80 | 2540000 | 2518370 |
| US Treasury Notes 3.75% 10/31/2032  | 3.78 to 3.89 | 7270000 | 7118636 |
| US Treasury Notes 3.75% 11/30/2032  | 3.91 | 760000 | 743820 |
| US Treasury Notes 3.75% 12/31/2028  | 3.84 to 3.98 | 1670000 | 1666673 |
| US Treasury Notes 3.75% 12/31/2030  | 4.09 to 4.11 | 1360000 | 1348366 |
| US Treasury Notes 3.75% 2/28/2033  | 3.87 to 4.15 | 1960000 | 1915288 |
| US Treasury Notes 3.75% 4/15/2028  | 3.58 | 6280000 | 6271414 |
| US Treasury Notes 3.75% 4/30/2027  | 3.84 | 100000 | 99958 |
| US Treasury Notes 3.75% 5/15/2028  | 3.85 to 3.97 | 9790000 | 9776233 |
| US Treasury Notes 3.75% 5/31/2030  | 3.70 to 3.98 | 2570000 | 2554339 |
| US Treasury Notes 3.75% 6/30/2030  | 4.30 to 4.39 | 1600000 | 1589625 |
| US Treasury Notes 3.75% 8/15/2027  | 3.73 | 3370000 | 3365788 |
| US Treasury Notes 3.75% 8/31/2031  | 3.61 to 3.65 | 2040000 | 2014659 |
| US Treasury Notes 3.875% 11/30/2027  | 3.77 to 4.01 | 1840000 | 1841078 |
| US Treasury Notes 3.875% 11/30/2029  | 3.57 to 3.99 | 2450000 | 2449426 |
| US Treasury Notes 3.875% 12/31/2027  | 3.58 to 3.89 | 2950000 | 2951959 |
| US Treasury Notes 3.875% 12/31/2032  | 3.89 to 4.02 | 7190000 | 7085801 |
| US Treasury Notes 3.875% 3/15/2028  | 3.88 to 4.01 | 7860000 | 7868904 |
| US Treasury Notes 3.875% 3/31/2027  | 3.50 | 4060000 | 4065360 |
| US Treasury Notes 3.875% 3/31/2031  | 3.95 | 3000000 | 2990391 |
| US Treasury Notes 3.875% 4/30/2030  | 3.72 | 860000 | 859059 |
| US Treasury Notes 3.875% 6/15/2028  | 3.68 to 3.93 | 7740000 | 7750280 |
| US Treasury Notes 3.875% 6/30/2030  | 3.79 | 4170000 | 4163647 |
| US Treasury Notes 3.875% 7/15/2028  | 3.87 to 3.88 | 6050000 | 6057090 |
| US Treasury Notes 3.875% 7/31/2030  | 3.77 | 2340000 | 2336070 |
| US Treasury Notes 3.875% 8/15/2033  | 4.20 to 4.88 | 940000 | 922779 |
| US Treasury Notes 3.875% 8/15/2034  | 3.79 to 4.29 | 3800000 | 3703009 |
| US Treasury Notes 3.875% 9/30/2032  | 3.88 to 3.93 | 3540000 | 3493814 |
| US Treasury Notes 4% 1/15/2027  | 4.01 | 840000 | 841657 |
| US Treasury Notes 4% 1/31/2029  | 3.87 to 4.25 | 4380000 | 4399847 |
| US Treasury Notes 4% 1/31/2031  | 4.28 to 4.34 | 1680000 | 1683413 |
| US Treasury Notes 4% 1/31/2033  | 3.71 | 3660000 | 3631978 |
| US Treasury Notes 4% 10/31/2029  | 3.74 to 4.18 | 1950000 | 1957770 |
| US Treasury Notes 4% 11/15/2035  | 4.02 | 810000 | 790130 |
| US Treasury Notes 4% 12/15/2027  | 4.22 to 4.28 | 3020000 | 3028140 |
| US Treasury Notes 4% 2/15/2034  | 4.29 to 4.69 | 1060000 | 1045591 |
| US Treasury Notes 4% 2/28/2030  | 3.49 to 4.00 | 4440000 | 4456823 |
| US Treasury Notes 4% 2/29/2028  | 3.51 to 3.59 | 3120000 | 3130238 |
| US Treasury Notes 4% 3/31/2030  | 3.95 | 2500000 | 2508984 |
| US Treasury Notes 4% 4/30/2032  | 3.93 to 4.29 | 4420000 | 4403598 |
| US Treasury Notes 4% 5/31/2030  | 3.95 | 1380000 | 1384690 |
| US Treasury Notes 4% 6/30/2028  | 4.13 to 4.43 | 5210000 | 5231776 |
| US Treasury Notes 4% 7/31/2029  | 3.62 | 1930000 | 1938896 |
| US Treasury Notes 4% 7/31/2030  | 4.07 to 4.32 | 1800000 | 1805695 |
| US Treasury Notes 4% 7/31/2032  | 3.92 to 4.14 | 6340000 | 6308052 |
| US Treasury Notes 4.125% 10/31/2027  | 3.66 to 4.24 | 2270000 | 2279399 |
| US Treasury Notes 4.125% 10/31/2031  | 4.13 to 4.34 | 5850000 | 5880621 |
| US Treasury Notes 4.125% 11/15/2027  | 4.11 to 4.29 | 3790000 | 3806285 |
| US Treasury Notes 4.125% 11/15/2032  | 3.62 to 3.95 | 2940000 | 2941034 |
| US Treasury Notes 4.125% 11/30/2029  | 4.08 | 1110000 | 1119192 |
| US Treasury Notes 4.125% 11/30/2031  | 4.32 | 730000 | 733564 |
| US Treasury Notes 4.125% 2/15/2027  | 4.42 to 4.43 | 1840000 | 1845721 |
| US Treasury Notes 4.125% 2/15/2036  | 3.96 to 4.43 | 4840000 | 4764375 |
| US Treasury Notes 4.125% 2/29/2032  | 4.03 to 4.10 | 3290000 | 3302209 |
| US Treasury Notes 4.125% 3/31/2032  | 3.85 to 4.08 | 3040000 | 3050687 |
| US Treasury Notes 4.125% 5/31/2032  | 4.21 | 1390000 | 1393776 |
| US Treasury Notes 4.125% 7/31/2028  | 4.36 to 4.40 | 1940000 | 1953338 |
| US Treasury Notes 4.125% 7/31/2031  | 3.70 to 3.96 | 7100000 | 7145484 |
| US Treasury Notes 4.125% 8/31/2030  | 4.63 | 2270000 | 2287468 |
| US Treasury Notes 4.125% 9/30/2027  | 4.08 to 4.37 | 2460000 | 2470090 |
| US Treasury Notes 4.25% 1/15/2028  | 4.24 | 630000 | 634454 |
| US Treasury Notes 4.25% 11/15/2034  | 4.19 to 4.58 | 2390000 | 2389346 |
| US Treasury Notes 4.25% 11/30/2026  | 3.70 to 4.17 | 2250000 | 2257493 |
| US Treasury Notes 4.25% 12/31/2026  | 4.25 | 830000 | 832911 |
| US Treasury Notes 4.25% 2/15/2028  | 4.30 | 3410000 | 3436241 |
| US Treasury Notes 4.25% 2/28/2029  | 4.20 to 4.24 | 1820000 | 1840902 |
| US Treasury Notes 4.25% 2/28/2031  | 4.21 to 4.32 | 3300000 | 3342797 |
| US Treasury Notes 4.25% 3/15/2027  | 3.79 | 4920000 | 4943754 |
| US Treasury Notes 4.25% 3/31/2033  | 4.13 | 1320000 | 1329075 |
| US Treasury Notes 4.25% 5/15/2035  | 4.23 to 4.42 | 4110000 | 4099083 |
| US Treasury Notes 4.25% 6/30/2029  | 4.08 to 4.24 | 8240000 | 8342623 |
| US Treasury Notes 4.25% 6/30/2031  | 4.11 to 4.16 | 7480000 | 7574377 |
| US Treasury Notes 4.25% 8/15/2035  | 4.10 to 4.22 | 2160000 | 2151900 |
| US Treasury Notes 4.375% 1/31/2032  | 4.44 | 3950000 | 4017273 |
| US Treasury Notes 4.375% 11/30/2028  | 4.24 to 4.29 | 3730000 | 3781579 |
| US Treasury Notes 4.375% 11/30/2030  | 4.31 to 4.36 | 2370000 | 2412864 |
| US Treasury Notes 4.375% 12/31/2029  | 4.39 | 1640000 | 1667739 |
| US Treasury Notes 4.375% 5/15/2034  | 4.23 to 4.49 | 4520000 | 4567672 |
| US Treasury Notes 4.375% 7/15/2027  | 4.24 | 2820000 | 2839388 |
| US Treasury Notes 4.5% 11/15/2033  | 4.34 to 4.54 | 1280000 | 1306500 |
| US Treasury Notes 4.5% 12/31/2031  | 4.49 | 1830000 | 1873463 |
| US Treasury Notes 4.5% 4/15/2027  | 4.87 | 440000 | 443350 |
| US Treasury Notes 4.5% 5/15/2027  | 4.62 to 4.73 | 4550000 | 4583414 |
| US Treasury Notes 4.5% 5/31/2029  | 4.49 | 1280000 | 1304800 |
| US Treasury Notes 4.625% 11/15/2026  | 4.42 to 4.47 | 2850000 | 2864539 |
| US Treasury Notes 4.625% 2/15/2035  | 4.16 to 4.21 | 4810000 | 4934759 |
| US Treasury Notes 4.625% 4/30/2031  | 4.51 to 4.70 | 2500000 | 2574219 |
| US Treasury Notes 4.625% 5/31/2031  | 4.37 to 4.49 | 2450000 | 2522639 |
| US Treasury Notes 4.625% 9/30/2028  | 4.60 | 1650000 | 1681582 |
| US Treasury Notes 4.75% 2/15/2045  | 4.46 to 4.92 | 4170000 | 4097351 |
| US Treasury Notes 4.875% 10/31/2028  | 4.82 | 860000 | 881937 |
| US Treasury Notes 4.875% 10/31/2030  | 4.89 | 990000 | 1028556 |
| <br> **TOTAL U.S. TREASURY OBLIGATIONS**<br> (Cost $561,665,358) |  |  | **542117858** |

---

---

| | | | |
|:---|:---|:---|:---|
| &nbsp;&nbsp;**Money Market Funds - 1.5%** | &nbsp;&nbsp;**Money Market Funds - 1.5%** | &nbsp;&nbsp;**Money Market Funds - 1.5%** | &nbsp;&nbsp;**Money Market Funds - 1.5%** |
|  | Yield (%) | Shares | Value ($)<br>|
| Fidelity Cash Central Fund (i) | 3.69 | 7516052 | 7517556 |
| Fidelity Securities Lending Cash Central Fund (i)(j) | 3.69 | 10237797 | 10238821 |
| <br> **TOTAL MONEY MARKET FUNDS**<br> (Cost $17,756,377) |  |  | **17756377** |

---

---

| | |
|:---|:---|
| <br> **TOTAL INVESTMENT IN SECURITIES - 102.1%**<br> (Cost $1,306,610,735)<br>| <br>**1241020356** |
| **NET OTHER ASSETS (LIABILITIES) - (2.1)%**  | **(25694255)** |
| **NET ASSETS - 100.0%** | **1215326101** |

---

---

| | | |
|:---|:---|:---|
| **TBA Sale Commitments**  | **TBA Sale Commitments**  | **TBA Sale Commitments**  |
|  | Principal<br> Amount (a) | Value ($) |
| U.S. Government Agency - Mortgage Securities |  |  |
| Ginnie Mae II Pool 5% 4/1/2056 | (675000) | (667926) |
| Ginnie Mae II Pool 5.5% 4/1/2056 | (3075000) | (3092005) |
| Ginnie Mae II Pool 6% 4/1/2056 | (875000) | (889424) |
| Ginnie Mae II Pool 6.5% 4/1/2056 | (600000) | (623438) |
| Uniform Mortgage Backed Securities 2% 4/1/2056 | (250000) | (200928) |
| Uniform Mortgage Backed Securities 5% 4/1/2041 | (500000) | (503340) |
| TOTAL U.S. GOVERNMENT AGENCY - MORTGAGE SECURITIES  |  | (5977061) |
| **TOTAL TBA SALE COMMITMENTS**<br> (Proceeds $5,987,537) |  | <br> **(5977061)** |

---

**Legend**

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

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

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

(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 $1,694,452 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) Zero coupon bond which is issued at a discount.

(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) 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.

(j) 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 | 10468570 | 62419125 | 65370139 | 56544 | (138) | 138 | 7517556 | 7516052 | 0.0% |
| Fidelity Securities Lending Cash Central Fund | 4083696 | 13374619 | 7219494 | 3906 | - | - | 10238821 | 10237797 | 0.0% |
| Total | 14552266 | 75793744 | 72589633 | 60450 | (138) | 138 | 17756377 |  |  |

---

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:** Variable Insurance Products Fund V

- **b. Investment Company Act file number:** 811-05361

- **c. CIK number of Registrant:** 0000823535

- **d. LEI of Registrant:** S8GYVGVVOPTJ8G3T5C60

- **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:** VIP Bond Index Portfolio

- **b. EDGAR series identifier (if any):** S000061711

- **c. LEI of Series:** 549300G74XRVYKYPZH46

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1250585017.93

**Total Liabilities:** $36373449.32

**Net Assets:** $1214211568.61

**Delayed Delivery Securities:** $22999312.26

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 17632.16023047 | **1-Year:** 113513.03333588 | **5-Year:** 224224.49664195 | **10-Year:** 243792.57198992 | **30-Year:** 112429.56444662

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000199915 | 0.20%                | 1.70%                | -1.81%               |
| Class ID C000199916 | 0.20%                | 1.56%                | -1.81%               |
| Class ID C000211325 | 0.20%                | 1.58%                | -1.81%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1088584.81             | $106190.90                                 |
| Month 2  | $87430.95                | $15637448.13                               |
| Month 3  | $-233726.41              | $-25794552.44                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ABB FINANCE USA INC                                                             | ABB FINANCE USA INC 4.375% 05/08/2042                                                             | CUSIP: 00037BAC6<br>LEI: 5493002Y01YAFV45F528 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26165.16     | 0.00%             | 2042-05-08      | 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        |     50000 | PA      | $43122.07     | 0.00%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.5% 05/14/2035                                                                        | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    440000 | PA      | $425519.05    | 0.04%             | 2035-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.7% 05/14/2045                                                                        | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107019.72    | 0.01%             | 2045-05-14      | 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        |    128000 | PA      | $107766.84    | 0.01%             | 2045-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                       | AETNA INC 6.625% 06/15/2036                                                                       | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64657.06     | 0.01%             | 2036-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                       | AETNA INC 4.75% 03/15/2044                                                                        | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50494.73     | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 6% 03/01/2039                                                                    | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    180000 | PA      | $189805.92    | 0.02%             | 2039-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 5.55% 05/09/2035                                                                    | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    156000 | PA      | $161262.36    | 0.01%             | 2035-05-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 7.125% 03/15/2033                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    130000 | PA      | $148101.60    | 0.01%             | 2033-03-15      | Fixed         | 0.07%                 | 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        |    160000 | PA      | $132732.32    | 0.01%             | 2042-12-03      | 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        |     25000 | PA      | $21374.03     | 0.00%             | 2044-07-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUN PWR REV                                                            | AMERICAN MUN PWR-OHIO INC TAXABLE-COMB HYDROELEC PROJS-B                                          | CUSIP: 02765UEJ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     55000 | PA      | $66412.53     | 0.01%             | 2041-02-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 4.25% 03/01/2045                                                                      | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16597.83     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 6.4% 02/01/2039                                                                         | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108118.76    | 0.01%             | 2039-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.4% 05/01/2045                                                                         | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    102000 | PA      | $86033.12     | 0.01%             | 2045-05-01      | 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        |     18000 | PA      | $14817.06     | 0.00%             | 2045-06-01      | 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        |    369000 | PA      | $305057.05    | 0.03%             | 2043-05-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 5.85% 06/15/2041                                                            | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73027.16     | 0.01%             | 2041-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                          | ARCH CAPITAL GROUP LTD 7.35% 05/01/2034                                                           | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     20000 | PA      | $22644.36     | 0.00%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ARCH CAP GROUP US INC                                                           | ARCH CAP GROUP US INC 5.144% 11/01/2043                                                           | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46154.66     | 0.00%             | 2043-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG VAR 03/01/2041                                                        | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $21265.60     | 0.00%             | 2041-03-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 5.82% 06/16/2028                                                           | CUSIP: 045167AW3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    110000 | PA      | $114135.88    | 0.01%             | 2028-06-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 4.375% 11/16/2045                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $38867.78     | 0.00%             | 2045-11-16      | 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        |    176000 | PA      | $163916.60    | 0.01%             | 2043-09-30      | Fixed         | 0.05%                 | 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        |    250000 | PA      | $263726.45    | 0.02%             | 2036-10-15      | Fixed         | 0.06%                 | 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        |    400000 | PA      | $372145.41    | 0.03%             | 2044-01-21      | Fixed         | 0.05%                 | 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        |    163000 | PA      | $156914.73    | 0.01%             | 2042-04-01      | Fixed         | 0.05%                 | 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        |     75000 | PA      | $78258.63     | 0.01%             | 2049-04-01      | Fixed         | 0.06%                 | 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        |     56131 | PA      | $63179.35     | 0.01%             | 2050-04-01      | Fixed         | 0.07%                 | 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        |     20000 | PA      | $16880.28     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | 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        |     33000 | PA      | $29966.76     | 0.00%             | 2043-02-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| 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        |    100000 | PA      | $87117.39     | 0.01%             | 2043-03-15      | 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        |    100000 | PA      | $91675.33     | 0.01%             | 2044-04-01      | 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        |     20000 | PA      | $21713.07     | 0.00%             | 2037-05-01      | Fixed         | 0.06%                 | 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        |     70000 | PA      | $62451.88     | 0.01%             | 2043-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CF INDUSTRIES INC 5.375% 03/15/2044                                                               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18633.99     | 0.00%             | 2044-03-15      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $39359.65     | 0.00%             | 2043-09-15      | 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        |     40000 | PA      | $35120.42     | 0.00%             | 2044-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 6.15% 05/01/2037                                                                         | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $151456.09    | 0.01%             | 2037-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CALIFORNIA ST BUILD AMERICA BONDS-TAXABLE-VA                                                      | CUSIP: 13063A5G5<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    145000 | PA      | $172125.53    | 0.01%             | 2039-04-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                                                   | CA ST GO 7.6% 11/01/40                                                                            | CUSIP: 13063BJC7<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    350000 | PA      | $419826.19    | 0.03%             | 2040-11-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 6.125% 09/15/2115                                                              | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20105.19     | 0.00%             | 2115-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.2% 05/27/2041                                                                   | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98867.56     | 0.01%             | 2041-05-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 4.75% 05/15/2064                                                                  | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $34492.04     | 0.00%             | 2064-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 4.35% 11/01/2042                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85000.18     | 0.01%             | 2042-11-01      | Fixed         | 0.04%                 | 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        |    250000 | PA      | $273861.03    | 0.02%             | 2040-01-01      | Fixed         | 0.06%                 | 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        |    130000 | PA      | $137261.98    | 0.01%             | 2039-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 5.5% 01/15/2040                                                                 | CUSIP: 17275RAF9<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91585.28     | 0.01%             | 2040-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.875% 02/22/2033                                                                   | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    410000 | PA      | $428965.67    | 0.04%             | 2033-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 8.125% 07/15/2039                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    220000 | PA      | $274003.91    | 0.02%             | 2039-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.3% 05/06/2044                                                                     | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73682.22     | 0.01%             | 2044-05-06      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $109856.49    | 0.01%             | 2039-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 6.45% 01/15/2038                                                           | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54892.51     | 0.00%             | 2038-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS INC                                                              | CONOCOPHILLIPS INC 6.5% 02/01/2039                                                                | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    260000 | PA      | $287017.30    | 0.02%             | 2039-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 6.2% 06/15/2036                                                      | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $160508.46    | 0.01%             | 2036-06-15      | Fixed         | 0.06%                 | 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        |    256000 | PA      | $256279.79    | 0.02%             | 2039-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC OKLA                                                  | CONTINENTAL RESOURCES INC OKLA 4.9% 06/01/2044                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23669.68     | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UBS AMERICAS INC                                                                | UBS AMERICAS INC 7.125% 07/15/2032                                                                | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |    130000 | PA      | $145222.71    | 0.01%             | 2032-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 4.875% 10/01/2043                                                                     | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    110000 | PA      | $102645.21    | 0.01%             | 2043-10-01      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $87791.66     | 0.01%             | 2045-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 7% 06/15/2038                                                                 | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    130000 | PA      | $143476.67    | 0.01%             | 2038-06-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 4.7% 12/01/2044                                                               | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     26000 | PA      | $22105.81     | 0.00%             | 2044-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 7.375% 11/01/2029                                                                 | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     46000 | PA      | $49771.22     | 0.00%             | 2029-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 4.625% 10/01/2044                                                                 | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78980.45     | 0.01%             | 2044-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 4.25% 12/15/2041                                                        | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    341000 | PA      | $292506.42    | 0.02%             | 2041-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 4% 07/15/2042                                                                            | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64152.13     | 0.01%             | 2042-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 7.75% 01/15/2032                                                            | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    110000 | PA      | $126126.02    | 0.01%             | 2032-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 6.625% 08/15/2037                                                                     | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53133.35     | 0.00%             | 2037-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | OVINTIV INC 6.5% 02/01/2038                                                                       | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52383.34     | 0.00%             | 2038-02-01      | Fixed         | 0.07%                 | 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        |     20000 | PA      | $23684.68     | 0.00%             | 2038-04-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| LAUDER ESTEE COS INC                                                            | LAUDER ESTEE COS INC 4.375% 06/15/2045                                                            | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81616.66     | 0.01%             | 2045-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 4.875% 02/15/2036                                                        | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    110000 | PA      | $114446.04    | 0.01%             | 2036-02-15      | Fixed         | 0.05%                 | 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        |     33329 | PA      | $30294.64     | 0.00%             | 2045-04-01      | 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        |     24397 | PA      | $22192.37     | 0.00%             | 2045-03-01      | Fixed         | 0.03%                 | 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        |     81064 | PA      | $78021.61     | 0.01%             | 2045-09-01      | 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        |     11427 | PA      | $10373.95     | 0.00%             | 2045-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FREDDIE MAC 0% 11/15/2038                                                                         | CUSIP: 3128X75U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    210000 | PA      | $115599.66    | 0.01%             | 2038-11-15      | Fixed         | 0.00%                 | 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        |      8687 | PA      | $8483.64      | 0.00%             | 2040-09-01      | Fixed         | 0.04%                 | 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        |     28367 | PA      | $27696.39     | 0.00%             | 2040-12-01      | 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        |     26161 | PA      | $25542.42     | 0.00%             | 2041-01-01      | Fixed         | 0.04%                 | 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        |      9422 | PA      | $9196.43      | 0.00%             | 2042-07-01      | 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        |    150000 | PA      | $163316.77    | 0.01%             | 2036-07-15      | 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        |    360000 | PA      | $401726.25    | 0.03%             | 2032-07-15      | Fixed         | 0.06%                 | 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        |      4302 | PA      | $4197.52      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | 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        |      4279 | PA      | $4167.50      | 0.00%             | 2041-01-01      | 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        |     55384 | PA      | $53902.74     | 0.00%             | 2041-12-01      | 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        |     43321 | PA      | $42115.53     | 0.00%             | 2042-01-01      | Fixed         | 0.04%                 | 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        |      7651 | PA      | $7457.74      | 0.00%             | 2041-05-01      | Fixed         | 0.04%                 | 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        |     32241 | PA      | $32125.02     | 0.00%             | 2039-10-01      | 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        |     13700 | PA      | $12557.31     | 0.00%             | 2043-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.0% 5/43#AT2722                                                                        | CUSIP: 3138WQAY8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20052 | PA      | $18388.19     | 0.00%             | 2043-05-01      | Fixed         | 0.03%                 | 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        |     14767 | PA      | $13529.02     | 0.00%             | 2043-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 5.625% 07/15/2037                                                                      | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $108841.73    | 0.01%             | 2037-07-15      | Fixed         | 0.06%                 | 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        |     33336 | PA      | $32480.96     | 0.00%             | 2041-06-01      | Fixed         | 0.04%                 | 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        |      7189 | PA      | $7012.99      | 0.00%             | 2040-10-01      | Fixed         | 0.04%                 | 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        |     11689 | PA      | $11416.78     | 0.00%             | 2039-08-01      | Fixed         | 0.04%                 | 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        |     10192 | PA      | $9936.63      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Cash Central Fund                                                                        | CUSIP: 31635A105<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   7516052 | NS      | $7517555.50   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Revere Street Trust                                                    | Fidelity Securities Lending Cash Central Fund                                                     | CUSIP: 31635A303<br>LEI: 549300BDV45LJNXBZC55 | Long             | STIV             | RF                | US        |   6872294 | NS      | $6872981.18   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 8.25% 03/01/2038                                                              | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $48087.10     | 0.00%             | 2038-03-01      | Fixed         | 0.08%                 | 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        |     90000 | PA      | $73129.84     | 0.01%             | 2044-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 6.35% 09/15/2037                                                          | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $118913.05    | 0.01%             | 2037-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 6.4% 06/15/2038                                                           | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108828.07    | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 4.75% 01/15/2043                                                                    | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $98198.86     | 0.01%             | 2043-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORANGE                                                                          | ORANGE VAR 03/01/2031                                                                             | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $212747.68    | 0.02%             | 2031-03-01      | Variable      | 0.09%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 5.45% 03/15/2043                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18921.72     | 0.00%             | 2043-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 5.4% 11/14/2034                                                              | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142054.01    | 0.01%             | 2034-11-14      | Fixed         | 0.05%                 | 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        |      5700 | PA      | $5236.02      | 0.00%             | 2043-03-20      | 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        |     22746 | PA      | $20936.62     | 0.00%             | 2042-07-20      | Fixed         | 0.03%                 | 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        |      2779 | PA      | $2554.88      | 0.00%             | 2043-01-20      | 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        |      3081 | PA      | $2824.23      | 0.00%             | 2043-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4.5% 02/01/2045                                                               | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    311000 | PA      | $268551.03    | 0.02%             | 2045-02-01      | 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        |    350000 | PA      | $377536.44    | 0.03%             | 2037-10-01      | Fixed         | 0.07%                 | 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        |     28000 | PA      | $24251.70     | 0.00%             | 2045-10-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.15% 05/22/2045                                                    | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17885.97     | 0.00%             | 2045-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 6.1% 01/14/2042                                                                 | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $201270.27    | 0.02%             | 2042-01-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 4.5% 11/15/2041                                                                    | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172969.91    | 0.01%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 4.85% 11/15/2035                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165321.61    | 0.01%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 4.854% 04/27/2035                                                       | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98092.39     | 0.01%             | 2035-04-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 6.1% 10/01/2041                                                  | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31499.21     | 0.00%             | 2041-10-01      | Fixed         | 0.06%                 | 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        |    110000 | PA      | $117099.63    | 0.01%             | 2036-12-16      | Fixed         | 0.06%                 | 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        |    104000 | PA      | $85976.43     | 0.01%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 4.625% 12/01/2042                                                                      | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65703.03     | 0.01%             | 2042-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                                                     | ILLINOIS ST TXBL                                                                                  | CUSIP: 452151LF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    436275 | PA      | $444392.79    | 0.04%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                         | ILLINOIS TOOL WORKS INC 4.875% 09/15/2041                                                         | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66074.94     | 0.01%             | 2041-09-15      | 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        |     39000 | PA      | $36367.64     | 0.00%             | 2044-01-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 4.75% 02/15/2035                                                 | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    520000 | PA      | $535572.40    | 0.04%             | 2035-02-15      | 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        |     50000 | PA      | $50319.22     | 0.00%             | 2039-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4% 06/20/2042                                                                     | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     90000 | PA      | $73028.42     | 0.01%             | 2042-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                                                          | INTERNATIONAL PAPER CO 4.8% 06/15/2044                                                            | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    155000 | PA      | $132281.50    | 0.01%             | 2044-06-15      | Fixed         | 0.05%                 | 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        |    135000 | PA      | $122563.49    | 0.01%             | 2045-06-01      | 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        |      9385 | PA      | $9206.73      | 0.00%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 6.5% 01/20/2043                                                     | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19427.75     | 0.00%             | 2043-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                           | KENTUCKY UTILITIES CO 5.125% 11/01/2040                                                           | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96456.60     | 0.01%             | 2040-11-01      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $45252.09     | 0.00%             | 2037-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 4.25% 04/01/2045                                                              | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16514.40     | 0.00%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENERGY PARTNERS LP                                                | KINDER MORGAN ENERGY PTNRS LP 5% 08/15/2042                                                       | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90130.38     | 0.01%             | 2042-08-15      | Fixed         | 0.05%                 | 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        |    215000 | PA      | $192708.58    | 0.02%             | 2043-03-01      | Fixed         | 0.05%                 | 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        |    220000 | PA      | $209841.64    | 0.02%             | 2045-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 0% 04/18/2036                                                      | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $128884.19    | 0.01%             | 2036-04-18      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                                                                  | LEGG MASON INC 5.625% 01/15/2044                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19330.67     | 0.00%             | 2044-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.07% 12/15/2042                                                             | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $59228.24     | 0.00%             | 2042-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 4.7% 05/15/2046                                                              | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     28000 | PA      | $24802.21     | 0.00%             | 2046-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 4.75% 09/15/2044                                                          | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     21000 | PA      | $17854.31     | 0.00%             | 2044-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.625% 05/01/2043                                                                  | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15350.81     | 0.00%             | 2043-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.7% 12/09/2035                                                                    | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    109000 | PA      | $106772.20    | 0.01%             | 2035-12-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                                                                   | MEDTRONIC INC 4.625% 03/15/2045                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    168000 | PA      | $149801.43    | 0.01%             | 2045-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.15% 05/18/2043                                                                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    266000 | PA      | $224610.31    | 0.02%             | 2043-05-18      | Fixed         | 0.04%                 | 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        |     45000 | PA      | $35019.96     | 0.00%             | 2045-02-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 6.4%/VAR 12/15/2066                                                                   | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102103.80    | 0.01%             | 2066-12-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.875% 11/13/2043                                                                     | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89547.83     | 0.01%             | 2043-11-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.05% 03/01/2045                                                                      | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     18000 | PA      | $14461.47     | 0.00%             | 2045-03-01      | Fixed         | 0.04%                 | 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        |     60000 | PA      | $64090.70     | 0.01%             | 2039-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 4.2% 11/03/2035                                                                    | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166689.11    | 0.01%             | 2035-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 5.8% 10/15/2036                                                             | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105772.68    | 0.01%             | 2036-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 6.375% 07/24/2042                                                                  | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $203562.89    | 0.02%             | 2042-07-24      | 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        |    200000 | PA      | $198814.64    | 0.02%             | 2027-04-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                                                       | MOSAIC CO NEW 5.45% 11/15/2033                                                                    | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50531.55     | 0.00%             | 2033-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| 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        |    160000 | PA      | $189124.00    | 0.02%             | 2040-01-01      | Fixed         | 0.07%                 | 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        |     80000 | PA      | $65003.40     | 0.01%             | 2045-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEW YORK CITY GO                                                                | NEW YORK N Y TAXABLE-BUILD AMER BDS-F-1                                                           | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $105904.64    | 0.01%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY CTY MUN WTR FIN AU                                                  | NEW YORK CITY NY MUN WTR FIN AUTH W and S 6.011% 06/15/42                                         | CUSIP: 64972FL20<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $103030.19    | 0.01%             | 2042-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 5.25% 02/15/2043                                                                     | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    156000 | PA      | $144331.10    | 0.01%             | 2043-02-15      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $76725.85     | 0.01%             | 2042-08-15      | 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        |     35000 | PA      | $28744.83     | 0.00%             | 2045-11-20      | 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        |     50000 | PA      | $55115.02     | 0.00%             | 2037-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.25% 09/30/2040                                                       | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87418.85     | 0.01%             | 2040-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 3.75% 04/01/2045                                                       | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $92325.84     | 0.01%             | 2045-04-01      | 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        |    641000 | PA      | $561223.99    | 0.05%             | 2040-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.9% 05/15/2035                                                                       | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    220000 | PA      | $186257.67    | 0.02%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 6% 01/15/2039                                                                          | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233391.07    | 0.02%             | 2039-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 6.7% 01/26/2036                                                                | CUSIP: 698299AW4<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    100000 | PA      | $105503.00    | 0.01%             | 2036-01-26      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 4% 03/05/2042                                                                         | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    190000 | PA      | $160777.74    | 0.01%             | 2042-03-05      | 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        |    100000 | PA      | $109000.62    | 0.01%             | 2038-05-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4.375% 11/15/2041                                                          | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    265000 | PA      | $230051.40    | 0.02%             | 2041-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 9.5% 02/02/2030                                                           | CUSIP: 718286AY3<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    110000 | PA      | $128920.00    | 0.01%             | 2030-02-02      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 7.75% 01/14/2031                                                          | CUSIP: 718286BB2<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    300000 | PA      | $336300.00    | 0.03%             | 2031-01-14      | Fixed         | 0.08%                 | 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        |    100000 | PA      | $107700.00    | 0.01%             | 2034-10-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 5.15% 06/01/2042                                                   | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $89729.40     | 0.01%             | 2042-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                                   | PRINCIPAL FINL GROUP INC 4.35% 05/15/2043                                                         | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25037.97     | 0.00%             | 2043-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF COLORADO                                                   | PUBLIC SERVICE CO OF COLORADO 6.25% 09/01/2037                                                    | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    182000 | PA      | $194266.17    | 0.02%             | 2037-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 3.65% 09/01/2042                                               | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54988.89     | 0.00%             | 2042-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                                                           | RPM INTERNATIONAL INC 5.25% 06/01/2045                                                            | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27814.57     | 0.00%             | 2045-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLICA ORIENTAL DEL URUGUAY                                                  | URUGUAY REPUBLICA ORIENTAL DL 7.625% 03/21/2036                                                   | CUSIP: 760942AS1<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    678000 | PA      | $798887.40    | 0.07%             | 2036-03-21      | Fixed         | 0.08%                 | 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        |    120000 | PA      | $116791.98    | 0.01%             | 2040-11-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 7.5% 08/15/2038                                                         | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $182499.83    | 0.02%             | 2038-08-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                          | SEMPRA 6% 10/15/2039                                                                              | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    274000 | PA      | $279651.23    | 0.02%             | 2039-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 4.375% 03/15/2045                                                               | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16304.13     | 0.00%             | 2045-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 5.95% 02/01/2038                                                    | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50693.18     | 0.00%             | 2038-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 3.75% 09/15/2042                                                       | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77612.01     | 0.01%             | 2042-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 6.75% 04/16/2040                                                         | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54197.25     | 0.00%             | 2040-04-16      | Fixed         | 0.07%                 | 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        |     90000 | PA      | $82419.30     | 0.01%             | 2042-11-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP DEL                                                        | SOUTHERN COPPER CORP DEL 5.875% 04/23/2045                                                        | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68871.60     | 0.01%             | 2045-04-23      | Fixed         | 0.06%                 | 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        |    120000 | PA      | $142688.41    | 0.01%             | 2032-03-15      | Fixed         | 0.09%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 4% 07/01/2042                                                                         | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12422.91     | 0.00%             | 2042-07-01      | Fixed         | 0.04%                 | 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        |     60000 | PA      | $66177.98     | 0.01%             | 2036-06-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 5.88% 04/01/2036                                                       | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    260000 | PA      | $288230.14    | 0.02%             | 2036-04-01      | 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        |    200000 | PA      | $209674.11    | 0.02%             | 2039-09-15      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $24676.94     | 0.00%             | 2065-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.875% 06/15/2044                                                                           | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54575.55     | 0.00%             | 2044-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | TIME WARNER CABLE LLC 5.5% 09/01/2041                                                             | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    351000 | PA      | $302509.91    | 0.02%             | 2041-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 7.625% 01/15/2039                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    231000 | PA      | $270930.41    | 0.02%             | 2039-01-15      | Fixed         | 0.08%                 | 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        |     20000 | PA      | $19355.19     | 0.00%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRINCETON UNIV                                                                  | PRINCETON UNIV 5.7% 03/01/2039                                                                    | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106168.70    | 0.01%             | 2039-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 4.875% 08/15/2034                                                                 | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68844.06     | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                                                           | UNILEVER CAPITAL CORP 5.9% 11/15/2032                                                             | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    140000 | PA      | $151533.02    | 0.01%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 4.05% 11/15/2045                                                               | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    170000 | PA      | $136561.00    | 0.01%             | 2045-11-15      | Fixed         | 0.04%                 | 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        |    170000 | PA      | $164900.00    | 0.01%             | 2040-01-11      | 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        |    120000 | PA      | $96240.00     | 0.01%             | 2044-03-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 5.5% 08/15/2028                                                       | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      4000 | PA      | $4152.66      | 0.00%             | 2028-08-15      | Fixed         | 0.06%                 | 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        |     12000 | PA      | $11977.50     | 0.00%             | 2038-02-15      | 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        |     92000 | PA      | $92657.66     | 0.01%             | 2038-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.5% 02/15/2039                                                       | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      8000 | PA      | $7217.50      | 0.00%             | 2039-02-15      | 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        |     17000 | PA      | $16837.97     | 0.00%             | 2039-08-15      | Fixed         | 0.04%                 | 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        |     24000 | PA      | $23407.50     | 0.00%             | 2039-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.875% 08/15/2040                                                     | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     52000 | PA      | $47661.25     | 0.00%             | 2040-08-15      | Fixed         | 0.04%                 | 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        |     48000 | PA      | $48260.63     | 0.00%             | 2041-02-15      | Fixed         | 0.05%                 | 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        |     32000 | PA      | $30818.75     | 0.00%             | 2041-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.75% 08/15/2041                                                      | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     45000 | PA      | $40130.86     | 0.00%             | 2041-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 11/15/2041                                                     | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    113000 | PA      | $92465.78     | 0.01%             | 2041-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 02/15/2042                                                     | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     65000 | PA      | $52939.45     | 0.00%             | 2042-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 05/15/2042                                                         | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     89000 | PA      | $70928.83     | 0.01%             | 2042-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.75% 08/15/2042                                                      | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    197000 | PA      | $150643.44    | 0.01%             | 2042-08-15      | 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        |    587000 | PA      | $446463.95    | 0.04%             | 2042-11-15      | 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        |    838000 | PA      | $670956.48    | 0.06%             | 2043-02-15      | Fixed         | 0.03%                 | 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        |     20000 | PA      | $15360.16     | 0.00%             | 2043-05-15      | Fixed         | 0.03%                 | 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        |   1120000 | PA      | $970462.51    | 0.08%             | 2043-11-15      | Fixed         | 0.04%                 | 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        |   2427000 | PA      | $2061622.72   | 0.17%             | 2044-02-15      | 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        |    886000 | PA      | $724131.96    | 0.06%             | 2044-05-15      | Fixed         | 0.03%                 | 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        |    167000 | PA      | $130918.87    | 0.01%             | 2044-08-15      | Fixed         | 0.03%                 | 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        |    299000 | PA      | $228945.23    | 0.02%             | 2044-11-15      | Fixed         | 0.03%                 | 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        |     18000 | PA      | $12623.20     | 0.00%             | 2045-02-15      | Fixed         | 0.03%                 | 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        |      4000 | PA      | $3044.06      | 0.00%             | 2045-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 08/15/2045                                                     | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    156000 | PA      | $115823.91    | 0.01%             | 2045-08-15      | 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        |    100000 | PA      | $96759.34     | 0.01%             | 2035-07-15      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $32835.27     | 0.00%             | 2037-06-15      | Fixed         | 0.07%                 | 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        |     38000 | PA      | $32944.19     | 0.00%             | 2054-08-21      | Fixed         | 0.05%                 | 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        |    276000 | PA      | $255230.97    | 0.02%             | 2036-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 6.15% 02/27/2037                                                               | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    139000 | PA      | $148814.07    | 0.01%             | 2037-02-27      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WACHOVIA CORP                                                                   | WACHOVIA CORP 5.5% 08/01/2035                                                                     | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $141272.48    | 0.01%             | 2035-08-01      | 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        |    140000 | PA      | $122586.80    | 0.01%             | 2042-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.375% 02/07/2035                                                          | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102662.95    | 0.01%             | 2035-02-07      | Fixed         | 0.05%                 | 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        |    180000 | PA      | $172241.52    | 0.01%             | 2044-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                                            | WESTERN UN CO 6.2% 11/17/2036                                                                     | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20350.68     | 0.00%             | 2036-11-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                                                                | WESTROCK MWV LLC 8.2% 01/15/2030                                                                  | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    220000 | PA      | $246595.27    | 0.02%             | 2030-01-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 4.15% 12/14/2035                                                                         | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     38000 | PA      | $36202.45     | 0.00%             | 2035-12-14      | 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        |    112000 | PA      | $77271.25     | 0.01%             | 2046-02-15      | 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        |     90000 | PA      | $89607.38     | 0.01%             | 2036-02-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| 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        |    189213 | PA      | $177445.34    | 0.01%             | 2046-02-20      | Fixed         | 0.04%                 | 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        |     69000 | PA      | $71432.69     | 0.01%             | 2046-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 3.25% 04/01/2026                                                                        | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200000.00    | 0.02%             | 2026-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                                                       | KELLANOVA 4.5% 04/01/2046                                                                         | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     32000 | PA      | $27170.13     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 3.55% 03/01/2036                                                              | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100289.18    | 0.01%             | 2036-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | MANULIFE FINANCIAL CORP 5.375% 03/04/2046                                                         | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $37941.74     | 0.00%             | 2046-03-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 3.8% 03/01/2046                                                | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $61625.34     | 0.01%             | 2046-03-01      | 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        |     86000 | PA      | $87801.01     | 0.01%             | 2046-03-15      | Fixed         | 0.06%                 | 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        |     85000 | PA      | $84827.16     | 0.01%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.45% 04/15/2046                                                                      | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    144000 | PA      | $118147.35    | 0.01%             | 2046-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 3.4% 04/15/2026                                                                       | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149924.71    | 0.01%             | 2026-04-15      | 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        |     37630 | PA      | $35061.60     | 0.00%             | 2046-04-01      | Fixed         | 0.04%                 | 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        |    143857 | PA      | $134854.09    | 0.01%             | 2046-04-20      | 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        |    240000 | PA      | $239813.04    | 0.02%             | 2026-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.5% 05/15/2046                                                       | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     93000 | PA      | $63893.91     | 0.01%             | 2046-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.3% 05/14/2036                                                                        | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132260.52    | 0.01%             | 2036-05-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 3.3% 05/15/2026                                                                       | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199688.86    | 0.02%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP INC                                                     | COLUMBIA PIPELINE GROUP INC 5.8% 06/01/2045                                                       | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19501.83     | 0.00%             | 2045-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC 3.05% 06/01/2031                                                            | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    190000 | PA      | $176767.37    | 0.01%             | 2031-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 4.25% 07/01/2036                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101032.22    | 0.01%             | 2036-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 3.95% 09/15/2026                                                   | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49948.55     | 0.00%             | 2026-09-15      | Fixed         | 0.04%                 | 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        |    151660 | PA      | $147672.97    | 0.01%             | 2030-01-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 3.125% 06/15/2026                                                   | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    390000 | PA      | $389005.58    | 0.03%             | 2026-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 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        |     85425 | PA      | $85301.19     | 0.01%             | 2049-05-10      | Fixed         | 0.03%                 | 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        |     34509 | PA      | $32399.67     | 0.00%             | 2046-05-20      | Fixed         | 0.04%                 | 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        |    142000 | PA      | $110893.57    | 0.01%             | 2046-07-15      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $68252.64     | 0.01%             | 2046-07-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                                    | RAYMOND JAMES FINANCIAL INC 4.95% 07/15/2046                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62221.35     | 0.01%             | 2046-07-15      | 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        |    260000 | PA      | $256280.36    | 0.02%             | 2027-01-15      | Fixed         | 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        |    224000 | PA      | $222817.64    | 0.02%             | 2026-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 3.75% 07/28/2026                                                             | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69838.32     | 0.01%             | 2026-07-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.125% 08/15/2046                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     54000 | PA      | $42954.00     | 0.00%             | 2046-08-15      | 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        |    481000 | PA      | $433577.10    | 0.04%             | 2036-08-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.25% 08/15/2046                                                      | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $71701.95     | 0.01%             | 2046-08-15      | Fixed         | 0.02%                 | 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        |     83456 | PA      | $77803.56     | 0.01%             | 2046-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4.5% 02/15/2027                                                                           | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1013001.03   | 0.08%             | 2027-02-15      | 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        |     80000 | PA      | $59032.74     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 2.5% 08/11/2026                                                         | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447390.41    | 0.04%             | 2026-08-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 08/20/2046#MA3873                                                                      | CUSIP: 36179SJS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    679707 | PA      | $615695.03    | 0.05%             | 2046-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 5.2% 07/15/2045                                                              | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87279.71     | 0.01%             | 2045-07-15      | Fixed         | 0.05%                 | 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        |    140000 | PA      | $109457.88    | 0.01%             | 2046-06-01      | 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        |    101574 | PA      | $92008.20     | 0.01%             | 2046-07-20      | 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        |    150000 | PA      | $145707.51    | 0.01%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.5% 09/15/2056                                                                    | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34112.92     | 0.00%             | 2056-09-15      | Fixed         | 0.04%                 | 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        |    308000 | PA      | $234609.04    | 0.02%             | 2046-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 2.55% 09/15/2026                                                             | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49540.75     | 0.00%             | 2026-09-15      | Fixed         | 0.03%                 | 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        |      4107 | PA      | $3699.77      | 0.00%             | 2046-08-01      | 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 2.57% 07/25/2026                                                   | CUSIP: 3137BRQJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129090 | PA      | $128483.26    | 0.01%             | 2026-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 2.625% 09/16/2026                                                                | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109258.65    | 0.01%             | 2026-09-16      | Fixed         | 0.03%                 | 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        |     38000 | PA      | $27833.08     | 0.00%             | 2046-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 3.7% 10/15/2046                                                          | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    170000 | PA      | $126493.79    | 0.01%             | 2046-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | GILEAD SCIENCES INC 4% 09/01/2036                                                                 | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36879.45     | 0.00%             | 2036-09-01      | Fixed         | 0.04%                 | 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        |     60000 | PA      | $48540.41     | 0.00%             | 2047-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | HESS CORP 4.3% 04/01/2027                                                                         | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150087.04    | 0.01%             | 2027-04-01      | 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        |    230000 | PA      | $227916.85    | 0.02%             | 2026-10-15      | Fixed         | 0.03%                 | 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        |    140000 | PA      | $138935.48    | 0.01%             | 2026-10-01      | 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        |    158000 | PA      | $157208.24    | 0.01%             | 2026-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 3.75% 11/01/2046                                                                         | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     30000 | PA      | $22817.36     | 0.00%             | 2046-11-01      | 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        |    188021 | PA      | $169359.65    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | SOUTHERN POWER CO 4.95% 12/15/2046                                                                | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69740.32     | 0.01%             | 2046-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4% 12/15/2036                                                                          | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     36000 | PA      | $33155.55     | 0.00%             | 2036-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.75% 11/30/2036                                                              | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176835.21    | 0.01%             | 2036-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.9% 11/30/2046                                                               | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146867.56    | 0.01%             | 2046-11-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.5% 12/01/2046                                                                      | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $57228.39     | 0.00%             | 2046-12-01      | Fixed         | 0.06%                 | 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        |    193079 | PA      | $175099.31    | 0.01%             | 2046-02-20      | 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        |     30000 | PA      | $23790.71     | 0.00%             | 2046-12-15      | 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        |    257000 | PA      | $215444.23    | 0.02%             | 2046-12-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.384% 10/23/2035 | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    621000 | PA      | $630615.30    | 0.05%             | 2035-10-23      | Fixed         | 0.06%                 | 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        |    110000 | PA      | $86089.11     | 0.01%             | 2046-12-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2046#AS8483                                                                    | CUSIP: 3138WJM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30681 | PA      | $27635.50     | 0.00%             | 2046-12-01      | 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        |     47449 | PA      | $42739.84     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.95% 01/15/2042                                                   | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    461000 | PA      | $430040.40    | 0.04%             | 2042-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                              | JOHNSON CTLS INTL PLC 5.125% 09/14/2045                                                           | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      6000 | PA      | $5407.96      | 0.00%             | 2045-09-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST                            | AMERICAN AIRLINES 2017-1 CLASS AA PASS THROUGH TRUST 3.65% 08/15/2030                             | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85125 | PA      | $82762.93     | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 4.85% 01/15/2027                                                    | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100086.58    | 0.01%             | 2027-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.663% 06/15/2051                                                                       | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    190000 | PA      | $159403.87    | 0.01%             | 2051-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.625% 01/20/2027                                                                  | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     96000 | PA      | $95598.84     | 0.01%             | 2027-01-20      | 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        |    148000 | PA      | $121410.05    | 0.01%             | 2047-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.3% 02/06/2027                                                                    | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114383.57    | 0.01%             | 2027-02-06      | 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        |     49000 | PA      | $36508.83     | 0.00%             | 2047-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 02/15/2027                                                                        | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    393000 | PA      | $387898.98    | 0.03%             | 2027-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 2.875% 02/01/2027                                                      | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    130000 | PA      | $129006.93    | 0.01%             | 2027-02-01      | 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        |     90000 | PA      | $89163.10     | 0.01%             | 2027-05-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 02/47#MA4262                                                                         | CUSIP: 36179SWX1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7612 | PA      | $7142.25      | 0.00%             | 2047-02-20      | 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        |    166000 | PA      | $164370.61    | 0.01%             | 2027-03-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 3.2% 03/02/2027                                                               | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346943.73    | 0.03%             | 2027-03-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| TELEFONICA EMISIONES SAU                                                        | TELEFONICA EMISIONES SAU 5.213% 03/08/2047                                                        | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $217084.65    | 0.02%             | 2047-03-08      | Fixed         | 0.05%                 | 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        |    150000 | PA      | $149375.98    | 0.01%             | 2027-03-08      | 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        |     30000 | PA      | $29745.63     | 0.00%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 3.95% 03/15/2027                                                                       | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    445000 | PA      | $443023.59    | 0.04%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 4% 04/01/2047                                                       | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    562000 | PA      | $417525.99    | 0.03%             | 2047-04-01      | 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        |     28000 | PA      | $23665.05     | 0.00%             | 2047-04-01      | 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        |     33041 | PA      | $31605.83     | 0.00%             | 2047-04-20      | Fixed         | 0.04%                 | 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        |     95000 | PA      | $93861.71     | 0.01%             | 2027-04-12      | Fixed         | 0.03%                 | 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        |     18747 | PA      | $16886.58     | 0.00%             | 2046-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2047#MA2888                                                                  | CUSIP: 31418CF66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25825 | PA      | $22276.21     | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | 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        |    660000 | PA      | $653873.11    | 0.05%             | 2028-05-01      | Variable      | 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        |     53000 | PA      | $40647.75     | 0.00%             | 2047-05-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CLECO CORPORATE HLDGS LLC                                                       | CLECO CORPORATE HLDGS LLC 4.973% 05/01/2046                                                       | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17061.04     | 0.00%             | 2046-05-01      | Fixed         | 0.05%                 | 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        |    130000 | PA      | $105807.48    | 0.01%             | 2047-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 4% 05/02/2047                                                                         | CUSIP: 713448DV7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    116000 | PA      | $93069.57     | 0.01%             | 2047-05-02      | 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        |     50000 | PA      | $41620.82     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | 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        |    290000 | PA      | $286915.33    | 0.02%             | 2027-06-01      | 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        |     18000 | PA      | $14248.69     | 0.00%             | 2047-05-04      | Fixed         | 0.04%                 | 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        |     48000 | PA      | $35673.75     | 0.00%             | 2047-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.375% 05/15/2027                                                                       | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     46000 | PA      | $45277.66     | 0.00%             | 2027-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.2% 05/11/2027                                                                         | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198529.16    | 0.02%             | 2027-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| APPALACHIAN POWER CO                                                            | APPALACHIAN POWER CO 3.3% 06/01/2027                                                              | CUSIP: 037735CW5<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108536.57    | 0.01%             | 2027-06-01      | Fixed         | 0.03%                 | 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        |     23904 | PA      | $23817.68     | 0.00%             | 2050-05-15      | Fixed         | 0.03%                 | 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        |     81762 | PA      | $79667.56     | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.49% 05/15/2027                                                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49475.31     | 0.00%             | 2027-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 4% 05/30/2047                                                                   | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     32000 | PA      | $25106.53     | 0.00%             | 2047-05-30      | Fixed         | 0.04%                 | 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        |     82000 | PA      | $81225.10     | 0.01%             | 2028-05-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS and FRAGRANCES INC                                        | INTERNATIONAL FLAVS and FRAG INC 4.375% 06/01/2047                                                | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39313.27     | 0.00%             | 2047-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 3.15% 05/19/2027                                                   | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $424838.14    | 0.03%             | 2027-05-19      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 3.7% 06/06/2027                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     52000 | PA      | $51571.95     | 0.00%             | 2027-06-06      | Fixed         | 0.04%                 | 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        |     19000 | PA      | $16568.36     | 0.00%             | 2047-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 3.85% 06/01/2027                                                      | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    558000 | PA      | $554835.06    | 0.05%             | 2027-06-01      | 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        |     29000 | PA      | $22422.08     | 0.00%             | 2047-06-15      | Fixed         | 0.04%                 | 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        |     35000 | PA      | $34735.07     | 0.00%             | 2027-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2046#MA4002                                                                    | CUSIP: 36179SNT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20833 | PA      | $18186.04     | 0.00%             | 2046-10-20      | Fixed         | 0.03%                 | 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        |      8110 | PA      | $8004.99      | 0.00%             | 2047-01-20      | Fixed         | 0.04%                 | 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        |    440000 | PA      | $436109.16    | 0.04%             | 2028-06-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 3.41% 06/15/2027                                                              | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66206.80     | 0.01%             | 2027-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                        | TWDC ENTERPRISES 18 CORP 2.95% 06/15/2027                                                         | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     98000 | PA      | $96764.37     | 0.01%             | 2027-06-15      | Fixed         | 0.03%                 | 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        |    325000 | PA      | $253175.00    | 0.02%             | 2047-06-21      | 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        |    140000 | PA      | $119214.75    | 0.01%             | 2047-07-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER CO                                                       | INDIANA MICHIGAN POWER CO 3.75% 07/01/2047                                                        | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $73839.48     | 0.01%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.364% 07/12/2027                                                    | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $79123.80     | 0.01%             | 2027-07-12      | Fixed         | 0.03%                 | 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        |     30282 | PA      | $28412.46     | 0.00%             | 2047-06-20      | 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        |    734000 | PA      | $643793.49    | 0.05%             | 2038-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 3.7% 08/01/2027                                                                         | CUSIP: 501044DJ7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99171.40     | 0.01%             | 2027-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 3.287% 07/25/2027                                                      | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $148209.10    | 0.01%             | 2027-07-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.971%/VAR 07/22/2038                                                              | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    120000 | PA      | $104695.69    | 0.01%             | 2038-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 3.591%/VAR 07/22/2028                                                              | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207531.43    | 0.02%             | 2028-07-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 08/15/2027                                                                        | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    639000 | PA      | $625521.09    | 0.05%             | 2027-08-15      | Fixed         | 0.02%                 | 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        |     51000 | PA      | $36088.48     | 0.00%             | 2047-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.4% 04/01/2048                                                                 | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35027.15     | 0.00%             | 2048-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 3.75% 09/01/2047                                                              | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    280000 | PA      | $208330.44    | 0.02%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 3.95% 08/15/2047                                                             | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $185257.53    | 0.02%             | 2047-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 5.25%/VAR 08/16/2077                                                    | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $287414.24    | 0.02%             | 2077-08-16      | Variable      | 0.05%                 | 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        |    221222 | PA      | $205710.83    | 0.02%             | 2047-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 3.6% 09/01/2027                                                            | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    260000 | PA      | $257309.89    | 0.02%             | 2027-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 08/01/2032#MA3090                                                                    | CUSIP: 31418CNG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61747 | PA      | $60091.10     | 0.00%             | 2032-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.95% 03/30/2048                                                                     | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     46000 | PA      | $34503.69     | 0.00%             | 2048-03-30      | Fixed         | 0.04%                 | 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        |     84000 | PA      | $82559.21     | 0.01%             | 2027-09-14      | 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        |     68000 | PA      | $66523.95     | 0.01%             | 2027-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 3.6% 09/15/2047                                                     | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36942.23     | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PPL CAP FDG INC                                                                 | PPL CAP FDG INC 4% 09/15/2047                                                                     | CUSIP: 69352PAM5<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14247.04     | 0.00%             | 2047-09-15      | 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        |     50000 | PA      | $37268.00     | 0.00%             | 2047-09-15      | Fixed         | 0.04%                 | 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        |     38000 | PA      | $33241.10     | 0.00%             | 2037-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 4.5%/VAR 09/15/2047                                                           | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107294.76    | 0.01%             | 2047-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.625% 10/15/2047                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36162.45     | 0.00%             | 2047-10-15      | Fixed         | 0.04%                 | 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        |     52851 | PA      | $47539.49     | 0.00%             | 2047-10-01      | 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        |     80000 | PA      | $78570.48     | 0.01%             | 2028-01-15      | Fixed         | 0.03%                 | 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        |    106000 | PA      | $83436.11     | 0.01%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 3.352% 10/18/2027                                                    | CUSIP: 86562MAV2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     80000 | PA      | $78899.73     | 0.01%             | 2027-10-18      | 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        |    100000 | PA      | $71942.54     | 0.01%             | 2057-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.625% 12/15/2047                                                                     | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15393.21     | 0.00%             | 2047-12-15      | 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        |     40000 | PA      | $31151.52     | 0.00%             | 2047-11-15      | 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 3.244% 08/25/2027                                                  | CUSIP: 3137FBBX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $128527.75    | 0.01%             | 2027-08-25      | Fixed         | 0.03%                 | 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        |     30000 | PA      | $22187.81     | 0.00%             | 2047-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.52%/VAR 10/27/2028                                                                | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $201949.61    | 0.02%             | 2028-10-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| 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        |    887000 | PA      | $774309.47    | 0.06%             | 2038-10-31      | Variable      | 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        |     70000 | PA      | $54634.06     | 0.00%             | 2052-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 3.125% 03/02/2028                                                          | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52892.52     | 0.00%             | 2028-03-02      | Fixed         | 0.03%                 | 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        |    100000 | PA      | $98395.63     | 0.01%             | 2027-11-01      | 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        |    107000 | PA      | $75472.62     | 0.01%             | 2047-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.25% 11/15/2027                                                                        | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    682000 | PA      | $665029.92    | 0.05%             | 2027-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.2% 11/02/2027                                                                         | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     56000 | PA      | $55125.54     | 0.00%             | 2027-11-02      | 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        |     96000 | PA      | $94685.53     | 0.01%             | 2027-11-13      | Fixed         | 0.03%                 | 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        |      3109 | PA      | $2913.77      | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 3.75% 11/13/2047                                                                        | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     57000 | PA      | $44090.85     | 0.00%             | 2047-11-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.8% 11/15/2037                                                                       | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87355.77     | 0.01%             | 2037-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.25% 11/15/2027                                                                      | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     96000 | PA      | $93683.98     | 0.01%             | 2027-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | CORNING INC 4.375% 11/15/2057                                                                     | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55124.04     | 0.00%             | 2057-11-15      | Fixed         | 0.04%                 | 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        |     11248 | PA      | $10741.72     | 0.00%             | 2047-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4% 11/15/2047                                                                         | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    397000 | PA      | $262732.26    | 0.02%             | 2047-11-15      | Fixed         | 0.04%                 | 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        |    116000 | PA      | $100563.03    | 0.01%             | 2038-01-15      | 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        |     90000 | PA      | $89409.09     | 0.01%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                                                               | SUNCOR ENERGY INC 4% 11/15/2047                                                                   | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    179000 | PA      | $135290.60    | 0.01%             | 2047-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 3.2% 01/15/2028                                                         | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    203000 | PA      | $199263.63    | 0.02%             | 2028-01-15      | Fixed         | 0.03%                 | 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        |     12515 | PA      | $12276.59     | 0.00%             | 2047-05-01      | Fixed         | 0.04%                 | 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        |    175000 | PA      | $140765.64    | 0.01%             | 2047-12-01      | 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        |    320000 | PA      | $316324.57    | 0.03%             | 2027-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 15YR 2.5% 11/01/2032#BJ1106                                                             | CUSIP: 3140H2GQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18137 | PA      | $17386.17     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | 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        |     14863 | PA      | $14261.46     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 2.5% 11/22/2027                                                  | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90081.59     | 0.01%             | 2027-11-22      | Fixed         | 0.03%                 | 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        |     29810 | PA      | $26965.75     | 0.00%             | 2047-11-20      | 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        |    190000 | PA      | $152890.77    | 0.01%             | 2047-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.2% 03/15/2028   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $47580.79     | 0.00%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                             | SYNCHRONY FINANCIAL 3.95% 12/01/2027                                                              | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148144.71    | 0.01%             | 2027-12-01      | 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        |    935000 | PA      | $921842.42    | 0.08%             | 2027-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.75% 02/15/2028  | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98252.02     | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 3.6% 12/01/2047                                                | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     44000 | PA      | $32496.94     | 0.00%             | 2047-12-01      | Fixed         | 0.04%                 | 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        |     33905 | PA      | $32379.94     | 0.00%             | 2047-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.6% 01/15/2028                                                               | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     32000 | PA      | $31522.43     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | 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        |     74000 | PA      | $66982.09     | 0.01%             | 2047-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 4.049% 11/01/2052                                                                    | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    146000 | PA      | $104596.92    | 0.01%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.969% 11/01/2047                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $257548.97    | 0.02%             | 2047-11-01      | 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        |    169248 | PA      | $152780.05    | 0.01%             | 2047-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                               | EXPEDIA GROUP INC 3.8% 02/15/2028                                                                 | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49323.82     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 3.3% 01/15/2028                                                                 | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60716.48     | 0.01%             | 2028-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 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        |    122353 | PA      | $114530.03    | 0.01%             | 2047-12-20      | Fixed         | 0.04%                 | 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        |     26682 | PA      | $24030.03     | 0.00%             | 2047-08-01      | Fixed         | 0.03%                 | 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        |     84000 | PA      | $82941.66     | 0.01%             | 2028-01-12      | 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        |     50976 | PA      | $47443.62     | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $194790.51    | 0.02%             | 2028-01-17      | Fixed         | 0.03%                 | 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        |     67936 | PA      | $63151.51     | 0.01%             | 2048-02-01      | 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        |     60000 | PA      | $59742.65     | 0.00%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 3% 02/01/2028                                                             | CUSIP: 718286CC9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $194808.00    | 0.02%             | 2028-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 3.946%/VAR 01/23/2049                                                 | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     23000 | PA      | $17733.42     | 0.00%             | 2049-01-23      | Variable      | 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        |    300000 | PA      | $295980.95    | 0.02%             | 2029-01-24      | Variable      | 0.04%                 | 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        |     40000 | PA      | $38563.31     | 0.00%             | 2030-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER CO                                                      | SOUTHWESTERN ELEC POWER CO 3.85% 02/01/2048                                                       | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    190000 | PA      | $138563.28    | 0.01%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 4.4% 01/30/2048                                                                 | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16065.11     | 0.00%             | 2048-01-30      | 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        |     14000 | PA      | $13750.60     | 0.00%             | 2028-04-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 3.8% 01/31/2028                                                              | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    251000 | PA      | $248052.35    | 0.02%             | 2028-01-31      | 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        |    150000 | PA      | $114368.68    | 0.01%             | 2048-02-15      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $196200.00    | 0.02%             | 2028-02-06      | Fixed         | 0.03%                 | 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        |     20000 | PA      | $15157.16     | 0.00%             | 2047-11-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 3.65% 08/01/2048                                                            | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21982.80     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 3.6% 02/15/2028                                                          | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62087.86     | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | 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        |    172000 | PA      | $135076.78    | 0.01%             | 2047-12-15      | 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        |    363000 | PA      | $356037.77    | 0.03%             | 2028-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 02/15/2048                                                         | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     87000 | PA      | $64155.70     | 0.01%             | 2048-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.9% 03/01/2038                                                                      | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42940.25     | 0.00%             | 2038-03-01      | 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        |    105000 | PA      | $84568.05     | 0.01%             | 2048-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 3.5% 03/01/2028                                                                  | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     61000 | PA      | $60082.65     | 0.00%             | 2028-03-01      | 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        |     28000 | PA      | $22758.45     | 0.00%             | 2048-04-15      | 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        |     24955 | PA      | $23359.88     | 0.00%             | 2048-01-20      | Fixed         | 0.04%                 | 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        |   1324000 | PA      | $1307959.05   | 0.11%             | 2028-01-15      | 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        |     34560 | PA      | $31054.19     | 0.00%             | 2048-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 4% 03/01/2048                                                              | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     42000 | PA      | $32561.31     | 0.00%             | 2048-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDCO INC                                                   | TRANE TECHNOLOGIES HOLDCO INC 3.75% 08/21/2028                                                    | CUSIP: 45687AAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $208050.20    | 0.02%             | 2028-08-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDCO INC                                                   | TRANE TECHNOLOGIES HOLDCO INC 4.3% 02/21/2048                                                     | CUSIP: 45687AAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $16453.05     | 0.00%             | 2048-02-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 01/01/2033#BJ4684                                                                  | CUSIP: 3140H6F20<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9582 | PA      | $9228.60      | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.15% 02/28/2048                                                            | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     38000 | PA      | $30073.31     | 0.00%             | 2048-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.3% 03/01/2048                                                                          | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    140000 | PA      | $114278.57    | 0.01%             | 2048-03-01      | 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        |     16798 | PA      | $15163.69     | 0.00%             | 2048-01-20      | Fixed         | 0.03%                 | 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        |     53698 | PA      | $50331.67     | 0.00%             | 2047-11-20      | 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        |     28835 | PA      | $26991.75     | 0.00%             | 2048-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 3.9% 03/01/2048                                                               | CUSIP: 693304AW7<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     96000 | PA      | $73335.14     | 0.01%             | 2048-03-01      | 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        |     10979 | PA      | $11086.00     | 0.00%             | 2047-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 5.3% 03/01/2048                                                           | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84894.51     | 0.01%             | 2048-03-01      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $27074.95     | 0.00%             | 2048-03-01      | Fixed         | 0.05%                 | 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        |    112000 | PA      | $111857.48    | 0.01%             | 2028-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | HIGHWOODS REALTY LP 4.125% 03/15/2028                                                             | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78852.34     | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | 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        |     83000 | PA      | $70811.46     | 0.01%             | 2048-03-01      | 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        |    207000 | PA      | $163079.37    | 0.01%             | 2048-06-15      | 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        |     94000 | PA      | $93208.69     | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | 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        |    110000 | PA      | $88056.90     | 0.01%             | 2048-03-01      | Fixed         | 0.04%                 | 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        |    250000 | PA      | $206661.03    | 0.02%             | 2048-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 3.95% 03/15/2048                                                        | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     31000 | PA      | $23808.45     | 0.00%             | 2048-03-15      | 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        |    125000 | PA      | $123866.09    | 0.01%             | 2029-03-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4.101% 03/01/2028                                                             | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49666.63     | 0.00%             | 2028-03-01      | 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        |     20267 | PA      | $20845.42     | 0.00%             | 2044-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 4.125% 03/15/2028                                                                 | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59832.40     | 0.00%             | 2028-03-15      | 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        |    264000 | PA      | $263064.30    | 0.02%             | 2028-03-25      | 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        |    131000 | PA      | $112398.33    | 0.01%             | 2048-03-25      | Fixed         | 0.05%                 | 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        |     75000 | PA      | $74127.38     | 0.01%             | 2028-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 4.45% 03/15/2048                                                                       | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     52000 | PA      | $41036.75     | 0.00%             | 2048-03-15      | Fixed         | 0.04%                 | 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        |     49843 | PA      | $44787.15     | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | 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        |    135000 | PA      | $108369.42    | 0.01%             | 2048-03-15      | 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        |     60000 | PA      | $47393.26     | 0.00%             | 2048-03-15      | Fixed         | 0.05%                 | 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        |     70000 | PA      | $57769.99     | 0.00%             | 2048-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 4.15% 03/15/2028                                                           | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79032.32     | 0.01%             | 2028-03-15      | Fixed         | 0.04%                 | 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        |     15405 | PA      | $14776.49     | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.8% 04/01/2028                                                                    | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83404.80     | 0.01%             | 2028-04-01      | Fixed         | 0.04%                 | 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        |     27382 | PA      | $26124.83     | 0.00%             | 2048-03-20      | 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        |     59675 | PA      | $53868.51     | 0.00%             | 2048-03-20      | Fixed         | 0.03%                 | 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        |      5590 | PA      | $5510.78      | 0.00%             | 2047-09-20      | 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        |     48450 | PA      | $45352.24     | 0.00%             | 2048-03-20      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $86770.52     | 0.01%             | 2048-04-01      | Fixed         | 0.05%                 | 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        |     78000 | PA      | $67306.27     | 0.01%             | 2048-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.75% 04/15/2058                                                   | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    140000 | PA      | $118239.16    | 0.01%             | 2058-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 3.8% 04/01/2028                                                    | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168321.15    | 0.01%             | 2028-04-01      | 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        |     23000 | PA      | $22836.00     | 0.00%             | 2028-03-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                                    | ASSURANT INC 4.9% 03/27/2028                                                                      | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60252.31     | 0.00%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2                                     | CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-B2 4.009% 03/10/2051                                     | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $989658.20    | 0.08%             | 2051-03-10      | 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        |    100000 | PA      | $80184.63     | 0.01%             | 2048-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.7% 04/17/2048                                                                 | CUSIP: 370334CJ1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16733.22     | 0.00%             | 2048-04-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.375% 04/01/2038 | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $37642.54     | 0.00%             | 2038-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                               | GENERAL MILLS INC 4.2% 04/17/2028                                                                 | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88536.28     | 0.01%             | 2028-04-17      | 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        |     72217 | PA      | $67258.10     | 0.01%             | 2048-03-01      | 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        |    250000 | PA      | $189931.45    | 0.02%             | 2050-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.125% 03/15/2035                                                                     | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $82488.26     | 0.01%             | 2035-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#MA3333                                                                    | CUSIP: 31418CV35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44030 | PA      | $41995.44     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | 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        |     45324 | PA      | $43258.45     | 0.00%             | 2048-01-01      | 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        |     14812 | PA      | $14510.72     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/47#BJ1662                                                                       | CUSIP: 3140H2Z43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39844 | PA      | $37038.18     | 0.00%             | 2047-12-01      | 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        |     43000 | PA      | $42659.88     | 0.00%             | 2029-04-23      | Variable      | 0.04%                 | 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        |     68102 | PA      | $61476.05     | 0.01%             | 2048-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | REPUBLIC OF INDONESIA 4.1% 04/24/2028                                                             | CUSIP: 455780CF1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $198551.00    | 0.02%             | 2028-04-24      | Fixed         | 0.04%                 | 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        |      5364 | PA      | $5287.97      | 0.00%             | 2047-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.223%/VAR 05/01/2029                                               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59661.45     | 0.00%             | 2029-05-01      | Variable      | 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        |    230000 | PA      | $205983.14    | 0.02%             | 2039-04-23      | Variable      | 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        |    295000 | PA      | $270438.47    | 0.02%             | 2039-04-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/48#Q55401                                                                         | CUSIP: 3132XYAB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11015 | PA      | $11074.17     | 0.00%             | 2048-04-01      | Fixed         | 0.05%                 | 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        |     35062 | PA      | $34059.87     | 0.00%             | 2033-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 3.85% 04/28/2028                                                        | CUSIP: 06406RAH0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     27000 | PA      | $26881.56     | 0.00%             | 2028-04-28      | Fixed         | 0.04%                 | 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        |     70000 | PA      | $56723.37     | 0.00%             | 2048-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 05/15/2028                                                                       | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    216000 | PA      | $211890.94    | 0.02%             | 2028-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3.125% 05/15/2048                                                     | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     29000 | PA      | $21823.63     | 0.00%             | 2048-05-15      | Fixed         | 0.03%                 | 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        |     26000 | PA      | $20762.18     | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                      | MONDELEZ INTL INC 4.125% 05/07/2028                                                               | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268607.94    | 0.02%             | 2028-05-07      | Fixed         | 0.04%                 | 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        |     28000 | PA      | $27835.91     | 0.00%             | 2028-05-15      | 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        |     38000 | PA      | $28312.45     | 0.00%             | 2049-12-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 4.55% 11/07/2028                                                                        | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130306.97    | 0.01%             | 2028-11-07      | Fixed         | 0.05%                 | 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        |    150000 | PA      | $119521.69    | 0.01%             | 2058-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 04/01/2048#BK1523                                                                    | CUSIP: 3140HEVR0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     18925 | PA      | $18045.02     | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 12/01/2047#BJ2545                                                                    | CUSIP: 3140H3ZK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7909 | PA      | $7106.52      | 0.00%             | 2047-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL INC                                                     | GLAXOSMITHKLINE CAPITAL INC 3.875% 05/15/2028                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129337.84    | 0.01%             | 2028-05-15      | Fixed         | 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        |     18668 | PA      | $17810.00     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | 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        |     55362 | PA      | $53143.92     | 0.00%             | 2032-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 01/01/2033#BJ4685                                                                    | CUSIP: 3140H6F38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32106 | PA      | $31180.24     | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 4.35% 06/01/2028                                                               | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20007.05     | 0.00%             | 2028-06-01      | 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        |    220000 | PA      | $216121.73    | 0.02%             | 2028-12-20      | Variable      | 0.03%                 | 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        |    170000 | PA      | $153089.66    | 0.01%             | 2048-05-30      | Fixed         | 0.05%                 | 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        |     90000 | PA      | $68107.04     | 0.01%             | 2052-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6% 06/15/2048                                                                  | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    356000 | PA      | $341724.70    | 0.03%             | 2048-06-15      | Fixed         | 0.06%                 | 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        |     70000 | PA      | $70759.11     | 0.01%             | 2038-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 4.223% 06/15/2048                                                          | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     45000 | PA      | $35977.37     | 0.00%             | 2048-06-15      | Fixed         | 0.04%                 | 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        |    460000 | PA      | $454434.26    | 0.04%             | 2027-08-22      | Fixed         | 0.03%                 | 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        |    280000 | PA      | $223891.21    | 0.02%             | 2047-08-22      | Fixed         | 0.04%                 | 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        |    440000 | PA      | $396000.36    | 0.03%             | 2037-08-22      | 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        |    617000 | PA      | $431142.07    | 0.04%             | 2047-12-08      | 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        |      8621 | PA      | $8431.98      | 0.00%             | 2048-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2048#BJ5743                                                                    | CUSIP: 3140H7LZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2459 | PA      | $2343.07      | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | 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        |     29744 | PA      | $28397.69     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                                                                   | CME GROUP INC 3.75% 06/15/2028                                                                    | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109177.88    | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | 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        |    120000 | PA      | $119677.00    | 0.01%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF COLORADO                                                   | PUBLIC SERVICE CO OF COLORADO 3.7% 06/15/2028                                                     | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     87000 | PA      | $85847.25     | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | 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        |     42021 | PA      | $40091.52     | 0.00%             | 2048-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2048#MA5263                                                                    | CUSIP: 36179TZ40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     32480 | PA      | $30403.44     | 0.00%             | 2048-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.55% 07/15/2028                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59073.55     | 0.00%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.7% 06/26/2028                                                                       | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169111.34    | 0.01%             | 2028-06-26      | 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        |     80000 | PA      | $65281.34     | 0.01%             | 2048-06-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.95% 06/28/2038                                                                      | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138492.16    | 0.01%             | 2038-06-28      | 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        |     76000 | PA      | $75523.56     | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | 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        |     13547 | PA      | $13689.83     | 0.00%             | 2048-07-20      | Fixed         | 0.05%                 | 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        |      8802 | PA      | $8386.99      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 06/01/2048#MA3385                                                                  | CUSIP: 31418CXP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10045 | PA      | $9815.96      | 0.00%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 09/01/2032#BH4033                                                                  | CUSIP: 3140GSPT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     15878 | PA      | $15550.35     | 0.00%             | 2032-09-01      | 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        |     20915 | PA      | $20431.95     | 0.00%             | 2033-08-01      | 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        |      8624 | PA      | $8424.85      | 0.00%             | 2033-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 02/01/2032#BE3171                                                                  | CUSIP: 3140FNQZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17857 | PA      | $17206.78     | 0.00%             | 2032-02-01      | Fixed         | 0.03%                 | 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        |     30000 | PA      | $29827.53     | 0.00%             | 2029-07-23      | Variable      | 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        |     78000 | PA      | $66017.25     | 0.01%             | 2048-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 4.286% 07/26/2038                                                      | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    150000 | PA      | $138500.99    | 0.01%             | 2038-07-26      | Fixed         | 0.04%                 | 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        |      9278 | PA      | $8846.30      | 0.00%             | 2048-06-20      | Fixed         | 0.04%                 | 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        |     18155 | PA      | $17310.13     | 0.00%             | 2048-07-20      | Fixed         | 0.04%                 | 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        |     44860 | PA      | $43694.30     | 0.00%             | 2043-11-01      | 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        |     80000 | PA      | $79673.90     | 0.01%             | 2029-07-23      | Variable      | 0.04%                 | 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        |     63000 | PA      | $62363.79     | 0.01%             | 2028-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 08/15/2028                                                                       | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    113000 | PA      | $110616.41    | 0.01%             | 2028-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 08/15/2048                                                         | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      3000 | PA      | $2201.72      | 0.00%             | 2048-08-15      | Fixed         | 0.03%                 | 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        |      9173 | PA      | $8940.23      | 0.00%             | 2048-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VENTAS RLTY LTD PARTNERSHIP                                                     | VENTAS RLTY LTD PARTNERSHIP 4.4% 01/15/2029                                                       | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39770.56     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | 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        |     50000 | PA      | $49375.03     | 0.00%             | 2028-09-21      | 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 3.926% 06/25/2028                                                  | CUSIP: 3137FGZT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20000 | PA      | $19897.45     | 0.00%             | 2028-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 3.75% 09/01/2028                                                              | CUSIP: 03040WAS4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138602.41    | 0.01%             | 2028-09-01      | 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        |    243000 | PA      | $198061.66    | 0.02%             | 2048-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 4.5% 11/15/2048                                                                    | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57750.40     | 0.00%             | 2048-11-15      | Fixed         | 0.04%                 | 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        |     76000 | PA      | $68307.76     | 0.01%             | 2048-09-01      | Fixed         | 0.05%                 | 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        |     11422 | PA      | $11172.16     | 0.00%             | 2048-04-01      | 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        |    260000 | PA      | $258908.51    | 0.02%             | 2028-11-16      | Fixed         | 0.04%                 | 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        |     75182 | PA      | $73970.46     | 0.01%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 4.45% 08/20/2048                                                                       | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50337.72     | 0.00%             | 2048-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.45% 11/16/2038                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    370000 | PA      | $341783.32    | 0.03%             | 2038-11-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                 | ASTRAZENECA PLC 4.375% 08/17/2048                                                                 | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $42533.05     | 0.00%             | 2048-08-17      | 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        |     22469 | PA      | $21949.12     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/20/2048#MA5398                                                                      | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     38605 | PA      | $36808.23     | 0.00%             | 2048-08-20      | Fixed         | 0.04%                 | 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        |     58151 | PA      | $54396.60     | 0.00%             | 2048-08-20      | Fixed         | 0.04%                 | 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        |      7847 | PA      | $7961.34      | 0.00%             | 2048-03-20      | Fixed         | 0.05%                 | 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        |      7560 | PA      | $7635.05      | 0.00%             | 2048-09-20      | 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        |     17358 | PA      | $16951.19     | 0.00%             | 2048-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 3.625% 09/10/2028                                                                     | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    120000 | PA      | $118898.76    | 0.01%             | 2028-09-10      | Fixed         | 0.04%                 | 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        |    290000 | PA      | $271358.42    | 0.02%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/48#G08842                                                                         | CUSIP: 3128MJ5C0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42865 | PA      | $40894.44     | 0.00%             | 2048-10-01      | 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        |      6024 | PA      | $6079.89      | 0.00%             | 2048-11-20      | Fixed         | 0.05%                 | 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        |     23536 | PA      | $23149.78     | 0.00%             | 2048-11-20      | Fixed         | 0.04%                 | 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        |    172726 | PA      | $160757.90    | 0.01%             | 2048-03-01      | 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        |     66731 | PA      | $63585.53     | 0.01%             | 2048-06-01      | Fixed         | 0.04%                 | 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        |     69638 | PA      | $68113.51     | 0.01%             | 2048-02-01      | Fixed         | 0.04%                 | 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        |    224227 | PA      | $213657.41    | 0.02%             | 2048-09-01      | Fixed         | 0.04%                 | 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        |     11724 | PA      | $11163.96     | 0.00%             | 2048-10-01      | 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 3.926% 07/25/2028                                                  | CUSIP: 3137FHPJ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80000 | PA      | $79579.41     | 0.01%             | 2028-07-25      | Fixed         | 0.04%                 | 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        |     53158 | PA      | $51084.24     | 0.00%             | 2046-10-01      | Fixed         | 0.04%                 | 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        |     51273 | PA      | $49305.08     | 0.00%             | 2046-08-01      | 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        |      5219 | PA      | $5018.37      | 0.00%             | 2046-06-01      | Fixed         | 0.04%                 | 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        |      5209 | PA      | $5012.69      | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/46#BC1443                                                                      | CUSIP: 3140EVS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     48342 | PA      | $46486.55     | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | 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        |      5555 | PA      | $5341.36      | 0.00%             | 2046-07-01      | Fixed         | 0.04%                 | 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        |     49469 | PA      | $47600.96     | 0.00%             | 2046-05-01      | Fixed         | 0.04%                 | 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        |     57848 | PA      | $55627.45     | 0.00%             | 2046-09-01      | Fixed         | 0.04%                 | 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        |      7204 | PA      | $6937.75      | 0.00%             | 2046-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 4% 09/14/2048                                                                               | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46144.88     | 0.00%             | 2048-09-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 05/01/2048#CA1711                                                                  | CUSIP: 3140Q83V5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23651 | PA      | $23110.66     | 0.00%             | 2048-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                | LAZARD GROUP LLC 4.5% 09/19/2028                                                                  | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99545.22     | 0.01%             | 2028-09-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.875% 11/14/2048                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89668.91     | 0.01%             | 2048-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 09/20/2047#MA4723                                                                    | CUSIP: 36179TG82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16046 | PA      | $16516.42     | 0.00%             | 2047-09-20      | Fixed         | 0.06%                 | 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        |     18920 | PA      | $18039.74     | 0.00%             | 2048-09-20      | 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        |    118695 | PA      | $109200.06    | 0.01%             | 2043-10-01      | Fixed         | 0.03%                 | 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        |    109347 | PA      | $100254.63    | 0.01%             | 2043-09-01      | Fixed         | 0.03%                 | 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        |    120000 | PA      | $107982.93    | 0.01%             | 2048-09-28      | Fixed         | 0.05%                 | 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        |    112399 | PA      | $106128.90    | 0.01%             | 2043-01-01      | 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        |    120000 | PA      | $97798.31     | 0.01%             | 2049-06-15      | Fixed         | 0.04%                 | 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        |     46235 | PA      | $44863.55     | 0.00%             | 2046-06-01      | 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        |     38371 | PA      | $36584.71     | 0.00%             | 2048-10-20      | 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        |    250000 | PA      | $248581.18    | 0.02%             | 2030-10-13      | 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        |     15559 | PA      | $15307.85     | 0.00%             | 2048-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2048#MA5652                                                                    | CUSIP: 36179UH54<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7286 | PA      | $7166.12      | 0.00%             | 2048-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 10/01/2031#BE0499                                                                  | CUSIP: 3140FKRV4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    103475 | PA      | $99984.37     | 0.01%             | 2031-10-01      | Fixed         | 0.03%                 | 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        |    190000 | PA      | $190188.46    | 0.02%             | 2028-11-01      | Fixed         | 0.05%                 | 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        |     13000 | PA      | $12089.64     | 0.00%             | 2038-11-01      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $50989.62     | 0.00%             | 2048-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.95% 10/17/2048                                                                       | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    102000 | PA      | $88463.01     | 0.01%             | 2048-10-17      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $44937.03     | 0.00%             | 2048-11-15      | Fixed         | 0.05%                 | 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        |    334518 | PA      | $315617.15    | 0.03%             | 2046-03-01      | Fixed         | 0.04%                 | 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        |    157000 | PA      | $123030.35    | 0.01%             | 2048-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 11/15/2028                                                                       | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $923623.43    | 0.08%             | 2028-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                                                     | CORNING INC 5.35% 11/15/2048                                                                      | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131785.34    | 0.01%             | 2048-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | EASTMAN CHEMICAL CO 4.5% 12/01/2028                                                               | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    174000 | PA      | $174090.82    | 0.01%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 4.234% 11/06/2028                                                      | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400105.23    | 0.03%             | 2028-11-06      | 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        |     30000 | PA      | $24989.53     | 0.00%             | 2049-03-15      | 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        |    310000 | PA      | $280187.14    | 0.02%             | 2049-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.8% 02/15/2029                                                                           | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30249.73     | 0.00%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.75% 11/15/2048                                                                         | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60815.34     | 0.01%             | 2048-11-15      | Fixed         | 0.05%                 | 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        |      4723 | PA      | $4497.00      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 4.75% 12/15/2028                                                                 | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79382.76     | 0.01%             | 2028-12-15      | Fixed         | 0.05%                 | 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        |     23613 | PA      | $22499.51     | 0.00%             | 2048-07-01      | 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        |    130000 | PA      | $128573.36    | 0.01%             | 2027-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.39% 08/15/2037                                                                 | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    621000 | PA      | $564202.09    | 0.05%             | 2037-08-15      | 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        |    213000 | PA      | $172941.64    | 0.01%             | 2047-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.1% 02/15/2028                                                                      | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    143000 | PA      | $142297.16    | 0.01%             | 2028-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.3% 02/15/2030                                                                      | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    180000 | PA      | $178858.20    | 0.01%             | 2030-02-15      | 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        |     52000 | PA      | $43016.39     | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | 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        |     90000 | PA      | $75555.41     | 0.01%             | 2048-12-06      | Fixed         | 0.04%                 | 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        |     50000 | PA      | $42528.50     | 0.00%             | 2048-12-01      | 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        |    200000 | PA      | $200239.09    | 0.02%             | 2029-12-05      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 4.15% 12/01/2028                                                                 | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328356.59    | 0.03%             | 2028-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2047#BH4095                                                                    | CUSIP: 3140GSRR5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28936 | PA      | $27617.11     | 0.00%             | 2047-10-01      | 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        |    123000 | PA      | $107413.39    | 0.01%             | 2048-12-17      | Fixed         | 0.05%                 | 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        |    123000 | PA      | $122329.95    | 0.01%             | 2052-01-15      | 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        |     17993 | PA      | $17172.93     | 0.00%             | 2047-07-01      | 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        |     33774 | PA      | $33022.55     | 0.00%             | 2048-09-01      | 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        |      8214 | PA      | $7822.01      | 0.00%             | 2048-10-01      | 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        |      8400 | PA      | $8197.30      | 0.00%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 12/01/2048#BN0594                                                                    | CUSIP: 3140JGUU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12769 | PA      | $12158.80     | 0.00%             | 2048-12-01      | 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        |     15348 | PA      | $15873.13     | 0.00%             | 2048-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2048#BJ0902                                                                  | CUSIP: 3140H2AC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14080 | PA      | $13766.61     | 0.00%             | 2048-01-01      | Fixed         | 0.04%                 | 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        |     40245 | PA      | $39275.61     | 0.00%             | 2049-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.45% 12/15/2048                                                           | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    102000 | PA      | $83242.68     | 0.01%             | 2048-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2031#BD6462                                                                  | CUSIP: 3140FEFC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20107 | PA      | $19395.37     | 0.00%             | 2031-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2031#BD1045                                                                  | CUSIP: 3140F8ET0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     21467 | PA      | $20741.59     | 0.00%             | 2031-07-01      | 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        |    151196 | PA      | $141434.01    | 0.01%             | 2048-12-20      | Fixed         | 0.04%                 | 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        |    258000 | PA      | $256120.08    | 0.02%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 4.7%/VAR 01/23/2048                                                            | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18907.39     | 0.00%             | 2048-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                       | MYLAN INC 4.55% 04/15/2028                                                                        | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19897.10     | 0.00%             | 2028-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 01/20/2049#MA5711                                                                    | CUSIP: 36179UKY7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     21375 | PA      | $21023.89     | 0.00%             | 2049-01-20      | Fixed         | 0.04%                 | 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        |      2631 | PA      | $2507.16      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 3.65% 02/01/2029                                                             | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157201.99    | 0.01%             | 2029-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2049#MA5710                                                                      | CUSIP: 36179UKX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115717 | PA      | $110185.34    | 0.01%             | 2049-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 3.65% 04/15/2029                                                            | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186557.07    | 0.02%             | 2029-04-15      | 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        |     50000 | PA      | $49036.36     | 0.00%             | 2049-04-15      | Fixed         | 0.06%                 | 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        |     70000 | PA      | $61762.14     | 0.01%             | 2049-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.4% 01/15/2049                                                                         | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26038.53     | 0.00%             | 2049-01-15      | Fixed         | 0.05%                 | 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        |    120000 | PA      | $119716.26    | 0.01%             | 2028-04-20      | Fixed         | 0.04%                 | 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        |     39846 | PA      | $38886.35     | 0.00%             | 2048-11-01      | 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        |      3166 | PA      | $3092.22      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3.5% 09/01/2033#ZS8716                                                                  | CUSIP: 3132A9VH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     30827 | PA      | $30114.76     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | 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        |    190000 | PA      | $190457.86    | 0.02%             | 2059-01-23      | Fixed         | 0.06%                 | 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        |    130000 | PA      | $126252.31    | 0.01%             | 2049-01-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5.45% 01/23/2039                                                   | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    270000 | PA      | $274298.45    | 0.02%             | 2039-01-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2049#G08861                                                                  | CUSIP: 3128MJ5X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14050 | PA      | $13050.18     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2048#Q58587                                                                  | CUSIP: 3132Y2RH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40520 | PA      | $37674.60     | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | 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        |    295612 | PA      | $265625.32    | 0.02%             | 2048-11-01      | Fixed         | 0.03%                 | 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        |    250000 | PA      | $255697.91    | 0.02%             | 2029-01-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                               | BERKSHIRE HATHAWAY ENERGY COMPANY 4.45% 01/15/2049                                                | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     54000 | PA      | $43805.41     | 0.00%             | 2049-01-15      | Fixed         | 0.04%                 | 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        |      3336 | PA      | $3240.54      | 0.00%             | 2033-03-01      | Fixed         | 0.03%                 | 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        |     82346 | PA      | $80466.20     | 0.01%             | 2048-06-01      | Fixed         | 0.04%                 | 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        |    249938 | PA      | $244076.37    | 0.02%             | 2048-08-01      | 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        |     19717 | PA      | $19261.44     | 0.00%             | 2033-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 4.9% 02/15/2029                                                          | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130651.08    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 10/01/2033#MA3488                                                                    | CUSIP: 31418C2W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29208 | PA      | $28320.84     | 0.00%             | 2033-10-01      | 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        |      8268 | PA      | $8099.22      | 0.00%             | 2032-09-01      | Fixed         | 0.03%                 | 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        |      9259 | PA      | $8978.46      | 0.00%             | 2033-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC 5% 04/20/2048                                                              | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51931.86     | 0.00%             | 2048-04-20      | Fixed         | 0.05%                 | 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        |      9067 | PA      | $8842.66      | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | 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        |      2830 | PA      | $2761.58      | 0.00%             | 2048-11-01      | 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        |      7983 | PA      | $8230.23      | 0.00%             | 2049-01-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 4.85% 03/29/2029                                                               | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $80360.89     | 0.01%             | 2029-03-29      | Fixed         | 0.05%                 | 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        |    130000 | PA      | $127132.02    | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 3% 02/15/2049                                                         | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    134000 | PA      | $97867.11     | 0.01%             | 2049-02-15      | 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        |    391000 | PA      | $378292.50    | 0.03%             | 2029-02-15      | Fixed         | 0.03%                 | 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        |     60000 | PA      | $59174.47     | 0.00%             | 2030-02-07      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3.875% 02/08/2029                                                      | CUSIP: 92343VES9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207991.52    | 0.02%             | 2029-02-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2048#Q56567                                                                    | CUSIP: 3132Y0JM3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     27302 | PA      | $26046.46     | 0.00%             | 2048-06-01      | 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        |    160000 | PA      | $160631.91    | 0.01%             | 2039-02-14      | Fixed         | 0.06%                 | 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        |     30000 | PA      | $29086.37     | 0.00%             | 2049-02-14      | Fixed         | 0.06%                 | 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        |    120000 | PA      | $120970.49    | 0.01%             | 2029-02-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.35% 03/01/2029                                                                     | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400358.38    | 0.03%             | 2029-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 12/01/2033#CA2869                                                                  | CUSIP: 3140QAFK1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17127 | PA      | $16387.43     | 0.00%             | 2033-12-01      | Fixed         | 0.03%                 | 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        |      9476 | PA      | $8535.84      | 0.00%             | 2048-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.2% 03/01/2029                                                                         | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    126000 | PA      | $121526.37    | 0.01%             | 2029-03-01      | 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 3.718% 01/25/2031                                                  | CUSIP: 3137FL2L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124000 | PA      | $120977.51    | 0.01%             | 2031-01-25      | 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        |    160000 | PA      | $137386.89    | 0.01%             | 2049-04-15      | Fixed         | 0.05%                 | 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        |    285000 | PA      | $228734.97    | 0.02%             | 2050-02-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 4.5% 03/15/2049                                                                          | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    160000 | PA      | $133467.45    | 0.01%             | 2049-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                          | BOSTON SCIENTIFIC CORP 4% 03/01/2029                                                              | CUSIP: 101137AX5<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99336.82     | 0.01%             | 2029-03-01      | 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        |    140000 | PA      | $122939.88    | 0.01%             | 2049-03-01      | Fixed         | 0.05%                 | 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        |      8489 | PA      | $7900.54      | 0.00%             | 2048-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | WEYERHAEUSER CO 4% 11/15/2029                                                                     | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156784.77    | 0.01%             | 2029-11-15      | 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        |     14032 | PA      | $14143.83     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2049#MA5818                                                                    | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     25853 | PA      | $25428.03     | 0.00%             | 2049-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 02/20/2049#MA5764                                                                    | CUSIP: 36179UMM1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     16019 | PA      | $15750.61     | 0.00%             | 2049-02-20      | 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        |     50000 | PA      | $39501.06     | 0.00%             | 2049-03-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                         | ROCKWELL AUTOMATION INC 4.2% 03/01/2049                                                           | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40422.56     | 0.00%             | 2049-03-01      | 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        |     90000 | PA      | $72951.85     | 0.01%             | 2049-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 3.45% 03/15/2029                                                                       | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68811.30     | 0.01%             | 2029-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 05/20/2049#MA5933                                                                      | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6929 | PA      | $6993.22      | 0.00%             | 2049-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 4.6% 03/15/2049                                                               | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40425.09     | 0.00%             | 2049-03-15      | Fixed         | 0.05%                 | 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        |      8737 | PA      | $8516.50      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC 4.2% 04/01/2050                                                             | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     70000 | PA      | $55041.51     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX CAPITAL INC 4% 03/18/2029                                                                    | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128696.58    | 0.01%             | 2029-03-18      | 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        |     90000 | PA      | $75125.34     | 0.01%             | 2049-04-15      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $48645.46     | 0.00%             | 2050-03-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 3.98%/VAR 03/20/2030                                                                | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157417.65    | 0.01%             | 2030-03-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 03/01/2049#MA3617                                                                    | CUSIP: 31418DAT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6707 | PA      | $6752.77      | 0.00%             | 2049-03-01      | 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        |    159000 | PA      | $159385.55    | 0.01%             | 2029-03-19      | Fixed         | 0.05%                 | 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        |     15403 | PA      | $14985.59     | 0.00%             | 2033-02-01      | Fixed         | 0.03%                 | 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        |      9638 | PA      | $9379.10      | 0.00%             | 2033-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 3.375% 04/15/2029                                                                     | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68423.31     | 0.01%             | 2029-04-15      | 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        |    103000 | PA      | $90727.60     | 0.01%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.2% 04/01/2029                                                                       | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     13000 | PA      | $12911.12     | 0.00%             | 2029-04-01      | Fixed         | 0.04%                 | 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        |    125000 | PA      | $123450.11    | 0.01%             | 2029-03-21      | 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        |     16358 | PA      | $15301.69     | 0.00%             | 2049-02-20      | Fixed         | 0.04%                 | 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        |      9780 | PA      | $9846.29      | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTERSTATE PWR and LT CO                                                        | INTERSTATE PWR and LT CO 3.6% 04/01/2029                                                          | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78188.01     | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | 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        |     84845 | PA      | $80709.65     | 0.01%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 3.5% 04/01/2029                                                      | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136304.90    | 0.01%             | 2029-04-01      | Fixed         | 0.04%                 | 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        |     13996 | PA      | $12606.61     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | 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        |     80000 | PA      | $78254.59     | 0.01%             | 2029-04-05      | Fixed         | 0.04%                 | 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        |     20279 | PA      | $20434.46     | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | 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        |      2362 | PA      | $2379.69      | 0.00%             | 2048-09-01      | Fixed         | 0.05%                 | 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        |     38100 | PA      | $37182.55     | 0.00%             | 2049-03-01      | 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        |     18415 | PA      | $19033.21     | 0.00%             | 2049-01-01      | Fixed         | 0.06%                 | 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        |     14221 | PA      | $12864.28     | 0.00%             | 2049-04-20      | Fixed         | 0.03%                 | 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        |    440000 | PA      | $427970.40    | 0.04%             | 2029-04-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2049#MA5877                                                                    | CUSIP: 36179UQ62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      9661 | PA      | $9502.54      | 0.00%             | 2049-04-20      | Fixed         | 0.04%                 | 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        |      6688 | PA      | $6368.21      | 0.00%             | 2048-11-01      | Fixed         | 0.04%                 | 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        |     20402 | PA      | $19910.91     | 0.00%             | 2049-01-01      | 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        |     10014 | PA      | $10081.81     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | 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        |     74240 | PA      | $72997.60     | 0.01%             | 2049-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBS COMMERCIAL MORTGAGE TRUST 2019-C16                                          | UBS COMMERCIAL MORTGAGE TRUST 2019-C16 3.6048% 04/15/2052                                         | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $338265.34    | 0.03%             | 2052-04-15      | Fixed         | 0.04%                 | 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        |    296972 | PA      | $272407.33    | 0.02%             | 2046-11-01      | 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        |    120000 | PA      | $117775.44    | 0.01%             | 2029-05-02      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                                       | LEAR CORP 5.25% 05/15/2049                                                                        | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44500.75     | 0.00%             | 2049-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 2.875% 05/15/2049                                                     | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      1000 | PA      | $710.94       | 0.00%             | 2049-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 3.6% 05/01/2034                                                                         | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    170000 | PA      | $152179.52    | 0.01%             | 2034-05-01      | Fixed         | 0.04%                 | 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        |    155947 | PA      | $148346.93    | 0.01%             | 2049-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA FINANCIAL CORP 3.9% 05/01/2029                                                                | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    160000 | PA      | $156638.10    | 0.01%             | 2029-05-01      | 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        |     19000 | PA      | $18742.10     | 0.00%             | 2029-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| IBM CORPORATION                                                                 | IBM CORPORATION 3.5% 05/15/2029                                                                   | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    843000 | PA      | $819471.78    | 0.07%             | 2029-05-15      | Fixed         | 0.04%                 | 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        |     30215 | PA      | $29982.34     | 0.00%             | 2029-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.15% 05/15/2039                                                                  | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86737.98     | 0.01%             | 2039-05-15      | Fixed         | 0.04%                 | 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        |     57279 | PA      | $55900.21     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES INC                                                       | AVALONBAY COMMUNITIES INC 3.3% 06/01/2029                                                         | CUSIP: 05348EBF5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96831.77     | 0.01%             | 2029-06-01      | Fixed         | 0.03%                 | 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        |     10316 | PA      | $10395.27     | 0.00%             | 2048-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 05/01/2033#BJ5753                                                                    | CUSIP: 3140H7MB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35370 | PA      | $34348.10     | 0.00%             | 2033-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 5% 05/20/2049                                                                    | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42709.40     | 0.00%             | 2049-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                  | AIR LEASE CORP 3.75% 06/01/2026                                                                   | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    158000 | PA      | $157749.94    | 0.01%             | 2026-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                                       | WRKCO INC 4.2% 06/01/2032                                                                         | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47995.76     | 0.00%             | 2032-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | MARATHON PETROLEUM CORP 5.125% 12/15/2026                                                         | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    410000 | PA      | $411352.83    | 0.03%             | 2026-12-15      | Fixed         | 0.05%                 | 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        |     20000 | PA      | $15352.94     | 0.00%             | 2049-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 2.95% 06/01/2029                                                                   | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48190.14     | 0.00%             | 2029-06-01      | 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        |     22403 | PA      | $21332.83     | 0.00%             | 2049-02-01      | Fixed         | 0.04%                 | 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        |    686000 | PA      | $660001.38    | 0.05%             | 2029-06-15      | 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        |     43000 | PA      | $42884.73     | 0.00%             | 2027-02-15      | Fixed         | 0.04%                 | 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        |     40000 | PA      | $33899.47     | 0.00%             | 2044-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 06/20/2049#MA5985                                                                    | CUSIP: 36179UUJ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2628 | PA      | $2452.70      | 0.00%             | 2049-06-20      | Fixed         | 0.04%                 | 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        |     90000 | PA      | $68550.38     | 0.01%             | 2049-06-15      | 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        |    100000 | PA      | $88244.79     | 0.01%             | 2049-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 4% 06/14/2049                                                                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85679.88     | 0.01%             | 2049-06-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | KEURIG DR PEPPER INC 5.085% 05/25/2048                                                            | CUSIP: 49271VAD2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17173.47     | 0.00%             | 2048-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                            | PARKER-HANNIFIN CORP 3.25% 06/14/2029                                                             | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58117.06     | 0.00%             | 2029-06-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2049#SD8001                                                                  | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    251385 | PA      | $232580.50    | 0.02%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.4% 07/01/2049                                                                        | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    240000 | PA      | $181466.97    | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 3.5% 07/01/2029                                                                        | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76624.29     | 0.01%             | 2029-07-01      | 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        |   1029000 | PA      | $979489.88    | 0.08%             | 2029-06-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP CAREY INC 3.85% 07/15/2029                                                                     | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68343.78     | 0.01%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 4% 06/15/2029                                                                          | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98007.58     | 0.01%             | 2029-06-15      | Fixed         | 0.04%                 | 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        |    130000 | PA      | $96382.59     | 0.01%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 3.8% 08/15/2029                                                               | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68322.91     | 0.01%             | 2029-08-15      | Fixed         | 0.04%                 | 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        |      4339 | PA      | $4217.74      | 0.00%             | 2033-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2046#ZS9775                                                                  | CUSIP: 3132AA2G8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    690220 | PA      | $646665.38    | 0.05%             | 2046-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE CO                                                  | SOUTHWESTERN PUBLIC SERVICE CO 3.75% 06/15/2049                                                   | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     80000 | PA      | $57616.13     | 0.00%             | 2049-06-15      | Fixed         | 0.04%                 | 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        |    105953 | PA      | $106536.49    | 0.01%             | 2049-04-01      | 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        |     80707 | PA      | $74720.59     | 0.01%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2048#BN0633                                                                    | CUSIP: 3140JGV36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4989 | PA      | $4750.28      | 0.00%             | 2048-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.088%/VAR 06/20/2030                                                                | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    726000 | PA      | $728338.93    | 0.06%             | 2030-06-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 07/01/2034#MA3729                                                                  | CUSIP: 31418DEB4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129240 | PA      | $122907.86    | 0.01%             | 2034-07-01      | Fixed         | 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        |    212162 | PA      | $196291.66    | 0.02%             | 2049-07-01      | Fixed         | 0.04%                 | 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        |    418000 | PA      | $332235.20    | 0.03%             | 2050-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                               | ENTERPRISE PRODS OPER LLC 3.125% 07/31/2029                                                       | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67455.57     | 0.01%             | 2029-07-31      | 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        |     60000 | PA      | $46066.78     | 0.00%             | 2049-07-01      | 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        |      3357 | PA      | $3337.36      | 0.00%             | 2034-06-01      | 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 2.903% 06/25/2029                                                  | CUSIP: 3137FMTY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $289082.58    | 0.02%             | 2029-06-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOTAL CAPITAL INTL SA                                                           | TOTAL CAP INTL 2.829% 01/10/2030                                                                  | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $189487.29    | 0.02%             | 2030-01-10      | Fixed         | 0.03%                 | 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        |    290000 | PA      | $244603.43    | 0.02%             | 2039-07-18      | 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        |    135253 | PA      | $125135.10    | 0.01%             | 2049-08-01      | Fixed         | 0.04%                 | 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        |    320000 | PA      | $312012.35    | 0.03%             | 2034-07-24      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 2.8% 07/18/2029                                                           | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210290.96    | 0.02%             | 2029-07-18      | Fixed         | 0.03%                 | 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        |     36000 | PA      | $34313.73     | 0.00%             | 2052-08-15      | Fixed         | 0.03%                 | 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        |    800000 | PA      | $748800.00    | 0.06%             | 2030-01-23      | Fixed         | 0.03%                 | 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        |    245917 | PA      | $219127.48    | 0.02%             | 2049-08-01      | Fixed         | 0.03%                 | 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        |     40000 | PA      | $28765.65     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 3.5% 08/15/2039                                                            | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    772000 | PA      | $624409.93    | 0.05%             | 2039-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 2.85% 07/27/2026                                                       | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99527.08     | 0.01%             | 2026-07-27      | Fixed         | 0.03%                 | 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        |    480000 | PA      | $353280.00    | 0.03%             | 2050-01-31      | 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        |    291151 | PA      | $266945.20    | 0.02%             | 2044-10-01      | Fixed         | 0.03%                 | 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        |    166150 | PA      | $152812.63    | 0.01%             | 2042-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 3.55% 08/15/2039                                                               | CUSIP: 907818FD5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109113.67    | 0.01%             | 2039-08-15      | 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        |    129000 | PA      | $80236.99     | 0.01%             | 2049-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.625% 08/15/2029                                                                       | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     66000 | PA      | $61418.67     | 0.01%             | 2029-08-15      | Fixed         | 0.02%                 | 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        |     14973 | PA      | $15457.50     | 0.00%             | 2049-02-01      | Fixed         | 0.06%                 | 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        |    200000 | PA      | $188608.92    | 0.02%             | 2052-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 5.45% 06/09/2044                                                                     | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77159.07     | 0.01%             | 2044-06-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.15% 08/15/2049                                                              | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14232.71     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.625% 09/01/2049                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71971.94     | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 2.625% 09/01/2029                                                                  | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142194.71    | 0.01%             | 2029-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                    | NISOURCE INC 2.95% 09/01/2029                                                                     | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180557.95    | 0.01%             | 2029-09-01      | 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        |     20000 | PA      | $15095.32     | 0.00%             | 2045-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3% 08/15/2026                                                                     | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19880.27     | 0.00%             | 2026-08-15      | 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        |    195000 | PA      | $186860.15    | 0.02%             | 2029-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 3.95% 03/01/2050                                                                        | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     75000 | PA      | $53144.72     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                                  | EPR PPTYS 3.75% 08/15/2029                                                                        | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67026.96     | 0.01%             | 2029-08-15      | 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        |    591233 | PA      | $526825.34    | 0.04%             | 2049-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 07/01/2049#SD0040                                                                    | CUSIP: 3132DMBH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    317587 | PA      | $284180.31    | 0.02%             | 2049-07-01      | 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        |     40000 | PA      | $31544.10     | 0.00%             | 2049-09-01      | 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        |     80000 | PA      | $58506.46     | 0.00%             | 2049-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 2.45% 08/15/2029                                                        | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178819.10    | 0.01%             | 2029-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| 3M CO                                                                           | 3M CO 2.375% 08/26/2029                                                                           | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    177000 | PA      | $165964.73    | 0.01%             | 2029-08-26      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 2.9% 03/15/2030                                                              | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74134.09     | 0.01%             | 2030-03-15      | Fixed         | 0.03%                 | 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        |      1215 | PA      | $1169.91      | 0.00%             | 2034-09-01      | Fixed         | 0.03%                 | 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        |    200000 | PA      | $188039.05    | 0.02%             | 2038-08-15      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $26047.11     | 0.00%             | 2048-12-15      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $29976.42     | 0.00%             | 2028-10-15      | 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        |    116000 | PA      | $115154.09    | 0.01%             | 2028-08-15      | Fixed         | 0.02%                 | 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        |      2371 | PA      | $2313.60      | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 2.95% 09/15/2029                                                         | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236734.04    | 0.02%             | 2029-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 2% 09/01/2029                                                                  | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46583.90     | 0.00%             | 2029-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 2.75% 09/01/2049                                                               | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61986.94     | 0.01%             | 2049-09-01      | Fixed         | 0.03%                 | 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        |    130000 | PA      | $85098.60     | 0.01%             | 2049-09-07      | Fixed         | 0.03%                 | 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        |    100000 | PA      | $64414.36     | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | 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        |     80000 | PA      | $51743.90     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 2.4% 02/15/2030                                                                          | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74362.09     | 0.01%             | 2030-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.95% 09/11/2049                                                                        | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    240000 | PA      | $157192.64    | 0.01%             | 2049-09-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.739%/VAR 10/15/2030                                                       | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    720000 | PA      | $678104.22    | 0.06%             | 2030-10-15      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.016% 12/03/2029                                                      | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197259.66    | 0.02%             | 2029-12-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS and ELECTRIC CO                                                   | BALTIMORE GAS and ELECTRIC CO 3.2% 09/15/2049                                                     | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $99134.10     | 0.01%             | 2049-09-15      | Fixed         | 0.03%                 | 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        |    100000 | PA      | $66935.22     | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | 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        |     25453 | PA      | $25593.41     | 0.00%             | 2049-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2049#MA3676                                                                  | CUSIP: 31418DCN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22302 | PA      | $23023.12     | 0.00%             | 2049-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COML MTG TR                                                      | CSAIL 2019-C17 COML MTG TR 2.7628% 09/17/2052                                                     | CUSIP: 12597BAT6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189420.80    | 0.02%             | 2052-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 COML MTG TR                                                      | CSAIL 2019-C17 COML MTG TR 3.0161% 09/17/2052                                                     | CUSIP: 12597BAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $189201.78    | 0.02%             | 2052-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 4.15% 09/17/2050                                                                 | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29859.79     | 0.00%             | 2050-09-17      | Fixed         | 0.04%                 | 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        |     30000 | PA      | $28741.51     | 0.00%             | 2029-09-17      | Fixed         | 0.03%                 | 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        |    220000 | PA      | $227874.68    | 0.02%             | 2046-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 3.25% 09/19/2049                                                                  | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    110000 | PA      | $76152.14     | 0.01%             | 2049-09-19      | Fixed         | 0.03%                 | 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        |    273773 | PA      | $255584.42    | 0.02%             | 2049-03-20      | Fixed         | 0.04%                 | 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        |     29000 | PA      | $20284.48     | 0.00%             | 2049-09-30      | 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        |     78303 | PA      | $74486.66     | 0.01%             | 2049-04-20      | Fixed         | 0.04%                 | 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        |     88999 | PA      | $85715.82     | 0.01%             | 2034-10-01      | 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        |    250000 | PA      | $236235.78    | 0.02%             | 2029-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 09/20/2049#MA6154                                                                    | CUSIP: 36179UZT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     12275 | PA      | $11433.08     | 0.00%             | 2049-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 4.2% 10/15/2049                                                 | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70758.20     | 0.01%             | 2049-10-15      | Fixed         | 0.04%                 | 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        |    245636 | PA      | $233827.73    | 0.02%             | 2049-09-01      | Fixed         | 0.04%                 | 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        |     65678 | PA      | $58897.54     | 0.00%             | 2049-09-20      | Fixed         | 0.03%                 | 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        |     12348 | PA      | $12400.29     | 0.00%             | 2049-10-01      | Fixed         | 0.05%                 | 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        |     18306 | PA      | $18777.72     | 0.00%             | 2049-01-01      | 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        |     56207 | PA      | $50347.76     | 0.00%             | 2049-09-01      | Fixed         | 0.03%                 | 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        |     52848 | PA      | $47272.55     | 0.00%             | 2049-10-01      | Fixed         | 0.03%                 | 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        |     68323 | PA      | $61243.02     | 0.01%             | 2049-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 06/49#BN6683                                                                       | CUSIP: 3140JPM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68672 | PA      | $63577.54     | 0.01%             | 2049-06-01      | Fixed         | 0.04%                 | 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        |    350000 | PA      | $334498.50    | 0.03%             | 2029-10-17      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ITALY REPUBLIC OF                                                               | ITALY REPUBLIC OF 4% 10/17/2049                                                                   | CUSIP: 465410BZ0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |    200000 | PA      | $152115.04    | 0.01%             | 2049-10-17      | Fixed         | 0.04%                 | 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        |    211827 | PA      | $188750.97    | 0.02%             | 2049-10-01      | Fixed         | 0.03%                 | 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        |     11859 | PA      | $11584.71     | 0.00%             | 2033-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                                    | CUBESMART LP 3% 02/15/2030                                                                        | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75427.09     | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 4.8% 03/01/2050   | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $73935.69     | 0.01%             | 2050-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREWELL HEALTH OBLIGATED GROUP                                                 | COREWELL HEALTH OBLIGATED GROUP 3.487% 07/15/2049                                                 | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $68919.76     | 0.01%             | 2049-07-15      | Fixed         | 0.03%                 | 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        |     80000 | PA      | $54764.36     | 0.00%             | 2049-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 2.976%/VAR 11/05/2030                                                               | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    270000 | PA      | $255016.56    | 0.02%             | 2030-11-05      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                                       | DH EUROPE FINANCE II SARL 3.4% 11/15/2049                                                         | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $35086.92     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | 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        |     80000 | PA      | $75314.21     | 0.01%             | 2029-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.65% 02/01/2030                                                                     | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    230000 | PA      | $215393.83    | 0.02%             | 2030-02-01      | Fixed         | 0.03%                 | 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        |     20455 | PA      | $21141.85     | 0.00%             | 2049-01-01      | Fixed         | 0.06%                 | 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        |    346911 | PA      | $309119.34    | 0.03%             | 2049-10-01      | 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        |     30000 | PA      | $19803.93     | 0.00%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATIONAL OILWELL VARCO INC                                                      | NATIONAL OILWELL VARCO INC 3.6% 12/01/2029                                                        | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106225.03    | 0.01%             | 2029-12-01      | 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        |    250000 | PA      | $235122.68    | 0.02%             | 2030-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2049#BN8321                                                                  | CUSIP: 3140JRG70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2297 | PA      | $2240.50      | 0.00%             | 2049-08-01      | 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        |     11090 | PA      | $11151.05     | 0.00%             | 2049-08-01      | Fixed         | 0.05%                 | 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        |    538000 | PA      | $510836.70    | 0.04%             | 2052-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 3.55% 11/19/2026                                                                       | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189062.10    | 0.02%             | 2026-11-19      | 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        |     30000 | PA      | $29279.06     | 0.00%             | 2029-11-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 3.25% 11/18/2049                                                                      | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    160000 | PA      | $110033.99    | 0.01%             | 2049-11-18      | Fixed         | 0.03%                 | 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        |    100000 | PA      | $65094.78     | 0.01%             | 2049-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 3.25% 11/15/2049                                                                       | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    110000 | PA      | $69497.82     | 0.01%             | 2049-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 3.5% 12/01/2049                                                         | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68541.90     | 0.01%             | 2049-12-01      | 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        |     50000 | PA      | $38681.66     | 0.00%             | 2049-05-15      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $40255.28     | 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% 12/20/2049#MA6339                                                                    | CUSIP: 36179VBG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    415536 | PA      | $387019.61    | 0.03%             | 2049-12-20      | Fixed         | 0.04%                 | 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        |    104942 | PA      | $93911.21     | 0.01%             | 2049-12-20      | Fixed         | 0.03%                 | 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        |     41733 | PA      | $40714.67     | 0.00%             | 2049-11-01      | Fixed         | 0.04%                 | 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        |     83453 | PA      | $79441.05     | 0.01%             | 2049-08-01      | Fixed         | 0.04%                 | 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        |    663974 | PA      | $591641.51    | 0.05%             | 2050-01-01      | Fixed         | 0.03%                 | 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        |     23222 | PA      | $22105.21     | 0.00%             | 2049-08-01      | Fixed         | 0.04%                 | 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        |     45223 | PA      | $40621.56     | 0.00%             | 2049-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 01/01/2029#ZS8509                                                                    | CUSIP: 3132A9N29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11518 | PA      | $11374.68     | 0.00%             | 2029-01-01      | 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        |    394675 | PA      | $375194.36    | 0.03%             | 2035-01-01      | 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        |     13304 | PA      | $12954.38     | 0.00%             | 2034-08-01      | Fixed         | 0.04%                 | 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        |     31131 | PA      | $29062.57     | 0.00%             | 2049-04-20      | 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        |    250000 | PA      | $165527.03    | 0.01%             | 2050-07-01      | Fixed         | 0.03%                 | 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        |     11497 | PA      | $11585.89     | 0.00%             | 2048-08-01      | Fixed         | 0.05%                 | 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        |     95867 | PA      | $98967.74     | 0.01%             | 2049-06-01      | Fixed         | 0.06%                 | 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        |    330534 | PA      | $294009.77    | 0.02%             | 2050-02-01      | 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        |    200000 | PA      | $186723.19    | 0.02%             | 2030-01-15      | Fixed         | 0.03%                 | 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        |     20000 | PA      | $13250.73     | 0.00%             | 2049-12-15      | 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        |   1471000 | PA      | $1375826.30   | 0.11%             | 2030-04-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | REPUBLIC OF INDONESIA 2.85% 02/14/2030                                                            | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $185600.00    | 0.02%             | 2030-02-14      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | REPUBLIC OF INDONESIA 3.5% 02/14/2050                                                             | CUSIP: 455780CR5<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    500000 | PA      | $346425.00    | 0.03%             | 2050-02-14      | Fixed         | 0.04%                 | 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        |    189292 | PA      | $180066.52    | 0.01%             | 2049-10-20      | 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        |    260000 | PA      | $245358.20    | 0.02%             | 2053-02-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5% 05/15/2050                                                                  | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    160000 | PA      | $132780.24    | 0.01%             | 2050-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 3.15% 01/01/2050                                               | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $46582.62     | 0.00%             | 2050-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 2.45% 01/15/2030                                               | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65253.47     | 0.01%             | 2030-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 3.45% 01/15/2050                                                                | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54848.04     | 0.00%             | 2050-01-15      | 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        |    225000 | PA      | $145136.73    | 0.01%             | 2050-01-15      | Fixed         | 0.03%                 | 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        |    623000 | PA      | $587449.98    | 0.05%             | 2030-01-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP STEP 02/01/2050                                                           | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16868.37     | 0.00%             | 2050-02-01      | Variable      | 0.05%                 | 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        |     12474 | PA      | $11874.11     | 0.00%             | 2049-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 12/01/2049#MA3872                                                                  | CUSIP: 31418DJS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32541 | PA      | $30075.99     | 0.00%             | 2049-12-01      | 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        |     25275 | PA      | $24658.65     | 0.00%             | 2049-07-01      | 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        |    345753 | PA      | $324834.89    | 0.03%             | 2040-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP STEP 02/01/2030                                                                          | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     90000 | PA      | $96288.82     | 0.01%             | 2030-02-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 1.875% 01/24/2030                                                          | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    610000 | PA      | $566735.60    | 0.05%             | 2030-01-24      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 2.699%/VAR 01/22/2031                                                              | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1244221.24   | 0.10%             | 2031-01-22      | Variable      | 0.03%                 | 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        |     27053 | PA      | $26599.79     | 0.00%             | 2049-07-20      | Fixed         | 0.04%                 | 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        |    505725 | PA      | $452567.06    | 0.04%             | 2050-01-20      | Fixed         | 0.03%                 | 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        |    108887 | PA      | $93983.87     | 0.01%             | 2049-12-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                                                        | MASS GENERAL BRIGHAM INC 3.342% 07/01/2060                                                        | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     70000 | PA      | $45050.89     | 0.00%             | 2060-07-01      | Fixed         | 0.03%                 | 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        |     54832 | PA      | $48858.96     | 0.00%             | 2050-01-01      | 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        |     50000 | PA      | $33862.13     | 0.00%             | 2050-02-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                                                           | NYU LANGONE HOSPITALS 3.38% 07/01/2055                                                            | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47423.66     | 0.00%             | 2055-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 2.55% 02/04/2030                                                     | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83304.66     | 0.01%             | 2030-02-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| KEYCORP                                                                         | KEYCORP 2.25% 04/06/2027                                                                          | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $342436.00    | 0.03%             | 2027-04-06      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                     | PROLOGIS LP 3% 04/15/2050                                                                         | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    145000 | PA      | $93657.28     | 0.01%             | 2050-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NATL ASSN MCLEAN VA                                                 | CAPITAL ONE NATL ASN MCLEAN VA 2.7% 02/06/2030                                                    | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $466527.92    | 0.04%             | 2030-02-06      | Fixed         | 0.03%                 | 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        |    690000 | PA      | $638235.22    | 0.05%             | 2031-02-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GRP INC                                                      | CITIZENS FINANCIAL GRP INC 2.5% 02/06/2030                                                        | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27644.79     | 0.00%             | 2030-02-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.5% 02/15/2030                                                                         | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    876000 | PA      | $801608.43    | 0.07%             | 2030-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | ESSEX PORTFOLIO LP 2.65% 03/15/2032                                                               | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $149455.48    | 0.01%             | 2032-03-15      | 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        |     90000 | PA      | $84013.33     | 0.01%             | 2053-02-15      | 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        |    100000 | PA      | $92542.47     | 0.01%             | 2053-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 2.15% 02/13/2030                                                         | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91829.35     | 0.01%             | 2030-02-13      | Fixed         | 0.02%                 | 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        |     50000 | PA      | $31426.78     | 0.00%             | 2050-08-14      | Fixed         | 0.03%                 | 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        |    130000 | PA      | $119815.43    | 0.01%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 3.3% 02/15/2050                                                                        | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32408.67     | 0.00%             | 2050-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 2.95% 03/01/2050                                                                      | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32339.19     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 2% 02/14/2027                                                                   | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314616.50    | 0.03%             | 2027-02-14      | Fixed         | 0.02%                 | 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        |      8038 | PA      | $7968.05      | 0.00%             | 2027-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.375% 02/21/2050                                                                       | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $77407.41     | 0.01%             | 2050-02-21      | 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 2.253% 01/25/2030                                                  | CUSIP: 3137FREH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    680000 | PA      | $636282.12    | 0.05%             | 2030-01-25      | Fixed         | 0.02%                 | 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        |     26360 | PA      | $24584.13     | 0.00%             | 2049-08-20      | Fixed         | 0.04%                 | 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        |    257367 | PA      | $245064.65    | 0.02%             | 2050-02-20      | Fixed         | 0.04%                 | 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        |    181575 | PA      | $163169.69    | 0.01%             | 2049-07-20      | Fixed         | 0.03%                 | 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        |    285877 | PA      | $255828.03    | 0.02%             | 2050-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 07/20/2049#MA6039                                                                    | CUSIP: 36179UV82<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    155479 | PA      | $145003.90    | 0.01%             | 2049-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3.15% 02/21/2040                                                                        | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    410000 | PA      | $318885.99    | 0.03%             | 2040-02-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | FREEPORT-MCMORAN INC 4.125% 03/01/2028                                                            | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128931.13    | 0.01%             | 2028-03-01      | 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        |    240000 | PA      | $154266.37    | 0.01%             | 2050-02-24      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                                                  | HALLIBURTON CO 2.92% 03/01/2030                                                                   | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56555.07     | 0.00%             | 2030-03-01      | Fixed         | 0.03%                 | 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        |     24681 | PA      | $22086.97     | 0.00%             | 2050-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 02/28/2027                                                                       | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    691000 | PA      | $674851.92    | 0.06%             | 2027-02-28      | Fixed         | 0.01%                 | 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        |     64766 | PA      | $57958.33     | 0.00%             | 2050-03-20      | Fixed         | 0.03%                 | 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        |    175000 | PA      | $114675.61    | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | 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        |    150000 | PA      | $95228.07     | 0.01%             | 2060-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 2.125% 03/01/2030                                                                  | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367385.94    | 0.03%             | 2030-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 1.85% 03/12/2030                                                      | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    170000 | PA      | $155931.29    | 0.01%             | 2030-03-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| EBAY INC                                                                        | EBAY INC 2.7% 03/11/2030                                                                          | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18607.72     | 0.00%             | 2030-03-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 03/20/2047#784299                                                                      | CUSIP: 3622A2X49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     43239 | PA      | $41361.60     | 0.00%             | 2047-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                                             | AVERY DENNISON CORP 2.65% 04/30/2030                                                              | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73949.55     | 0.01%             | 2030-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 2.5% 03/15/2030                                                     | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83246.58     | 0.01%             | 2030-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 10/01/2049#MA3804                                                                    | CUSIP: 31418DGN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    351403 | PA      | $334509.48    | 0.03%             | 2049-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 03/01/2050#QA8068                                                                  | CUSIP: 3133A26D7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33463 | PA      | $28206.21     | 0.00%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                             | DUKE ENERGY IND INC 2.75% 04/01/2050                                                              | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60784.61     | 0.01%             | 2050-04-01      | Fixed         | 0.03%                 | 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        |    236784 | PA      | $211876.94    | 0.02%             | 2050-03-01      | 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        |    661434 | PA      | $591858.76    | 0.05%             | 2050-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4% 03/22/2050                                                          | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    114000 | PA      | $86080.35     | 0.01%             | 2050-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 3.2% 03/26/2030                                                             | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95661.89     | 0.01%             | 2030-03-26      | 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        |    320000 | PA      | $247522.62    | 0.02%             | 2051-03-20      | Variable      | 0.04%                 | 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        |    421000 | PA      | $380956.31    | 0.03%             | 2040-03-19      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 4.7% 03/23/2050                                                                | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87159.15     | 0.01%             | 2050-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 3.8% 03/22/2030                                                                | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107939.60    | 0.01%             | 2030-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.4% 05/01/2030                                                             | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299124.89    | 0.02%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 03/31/2027                                                                       | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1560000 | PA      | $1513245.71   | 0.12%             | 2027-03-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 4.55% 03/23/2030                                                                      | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1055047.96   | 0.09%             | 2030-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.597%/VAR 03/24/2051                                                              | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87306.18     | 0.01%             | 2051-03-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 5.25% 05/01/2050                                                            | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111293.11    | 0.01%             | 2050-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.316%/VAR 03/26/2041                                                               | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    617000 | PA      | $595982.23    | 0.05%             | 2041-03-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 3.45% 03/25/2030                                                                     | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    186000 | PA      | $181119.73    | 0.01%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 4.2% 03/25/2050                                                                      | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123202.68    | 0.01%             | 2050-03-25      | Fixed         | 0.04%                 | 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        |    129936 | PA      | $125589.44    | 0.01%             | 2035-01-01      | 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        |    147938 | PA      | $142989.33    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                           | GENERAL DYNAMICS CORP 3.625% 04/01/2030                                                           | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135927.91    | 0.01%             | 2030-04-01      | 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        |     50000 | PA      | $41725.53     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | 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        |    105000 | PA      | $100497.67    | 0.01%             | 2030-03-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 3.55% 03/25/2040                                                            | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136273.82    | 0.01%             | 2040-03-25      | 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        |    130000 | PA      | $114529.10    | 0.01%             | 2051-04-04      | Variable      | 0.05%                 | 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        |     22000 | PA      | $20975.33     | 0.00%             | 2030-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.4% 04/01/2030                                                                      | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    247000 | PA      | $237129.84    | 0.02%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 3.75% 04/01/2040                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     31000 | PA      | $25131.77     | 0.00%             | 2040-04-01      | 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        |    115000 | PA      | $87475.92     | 0.01%             | 2050-03-26      | 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        |     38000 | PA      | $37716.50     | 0.00%             | 2027-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 3.35% 03/26/2030                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    103000 | PA      | $99603.91     | 0.01%             | 2030-03-26      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.412%/VAR 03/31/2031                                                               | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365770.62    | 0.03%             | 2031-03-31      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                                                        | NIKE INC 2.85% 03/27/2030                                                                         | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    570000 | PA      | $538357.33    | 0.04%             | 2030-03-27      | 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        |     40000 | PA      | $27820.45     | 0.00%             | 2050-03-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 4.2% 04/01/2050                                                                    | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     80000 | PA      | $63052.16     | 0.01%             | 2050-04-01      | 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        |    340000 | PA      | $330352.23    | 0.03%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 3.5% 07/01/2027                                                                    | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     91000 | PA      | $90188.38     | 0.01%             | 2027-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.05% 04/15/2030                                                                            | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     19000 | PA      | $18003.24     | 0.00%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 3.7% 04/15/2050                                                                             | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     24000 | PA      | $17291.47     | 0.00%             | 2050-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 12/01/2037#BM5330                                                                  | CUSIP: 3140J94Q1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12761 | PA      | $11852.78     | 0.00%             | 2037-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 3.35% 04/15/2050                                                                   | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69018.12     | 0.01%             | 2050-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 2.7% 04/15/2030                                                                    | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    146000 | PA      | $137351.56    | 0.01%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 2.65% 09/15/2030                                                                      | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     77000 | PA      | $71566.18     | 0.01%             | 2030-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 4.25% 04/01/2050                                                                  | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    480000 | PA      | $364466.30    | 0.03%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.75% 04/01/2030                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    630000 | PA      | $608757.02    | 0.05%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 3.625% 04/01/2027                                                                 | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168540.52    | 0.01%             | 2027-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3.95% 04/01/2050                                                     | CUSIP: 209111FY4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    130000 | PA      | $99749.38     | 0.01%             | 2050-04-01      | 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        |    150000 | PA      | $146388.68    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 3.5% 04/01/2040                                                                       | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41632.33     | 0.00%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 3.5% 04/01/2050                                                                       | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36875.19     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 2.85% 04/01/2030                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94935.26     | 0.01%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                                                 | WEYERHAEUSER CO 4% 04/15/2030                                                                     | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58396.65     | 0.00%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                                 | XCEL ENERGY INC 3.4% 06/01/2030                                                                   | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     63000 | PA      | $60154.42     | 0.00%             | 2030-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.6% 04/01/2050                                                                       | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $181118.49    | 0.01%             | 2050-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 2.95% 04/01/2030                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    360000 | PA      | $328621.28    | 0.03%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 3.85% 04/01/2060                                                                      | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $47077.93     | 0.00%             | 2060-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                      | SYSCO CORP 6.6% 04/01/2050                                                                        | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227324.32    | 0.02%             | 2050-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC                                                               | TJX COMPANIES INC NEW 3.875% 04/15/2030                                                           | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    687000 | PA      | $674902.37    | 0.06%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AFLAC INC                                                                       | AFLAC INC 3.6% 04/01/2030                                                                         | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    224000 | PA      | $217117.87    | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.05% 04/15/2030                                                                      | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    310000 | PA      | $303587.29    | 0.03%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 4.709% 01/25/2029                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34087.81     | 0.00%             | 2029-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                 | FOX CORP 5.576% 01/25/2049                                                                        | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21197.76     | 0.00%             | 2049-01-25      | Fixed         | 0.06%                 | 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        |     40000 | PA      | $37313.14     | 0.00%             | 2030-04-15      | 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        |    150000 | PA      | $113213.25    | 0.01%             | 2040-04-15      | 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        |    350000 | PA      | $321694.30    | 0.03%             | 2030-04-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.15% 04/03/2030                                                               | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185778.35    | 0.02%             | 2030-04-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FOX CORPORATION                                                                 | FOX CORP 5.476% 01/25/2039                                                                        | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    189000 | PA      | $182821.07    | 0.02%             | 2039-01-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 2.75% 07/03/2030                                                                  | CUSIP: 46513JB34<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    210000 | PA      | $192179.19    | 0.02%             | 2030-07-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 2.625% 03/01/2031                                                                     | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9180.17      | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | 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        |    720000 | PA      | $687448.48    | 0.06%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 4.5% 06/01/2050                                                    | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88156.64     | 0.01%             | 2050-06-01      | 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        |    357000 | PA      | $341437.83    | 0.03%             | 2030-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 3.5% 04/03/2030                                                               | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38086.35     | 0.00%             | 2030-04-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 3.7% 04/30/2030                                                                  | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116098.93    | 0.01%             | 2030-04-30      | 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        |    273928 | PA      | $244771.32    | 0.02%             | 2050-03-01      | Fixed         | 0.03%                 | 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        |     43932 | PA      | $39310.74     | 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#BK2255                                                                    | CUSIP: 3140HFQH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117638 | PA      | $105263.67    | 0.01%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 4.1% 04/15/2030                                                         | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $186375.70    | 0.02%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                      | VMWARE LLC 4.7% 05/15/2030                                                                        | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100612.98    | 0.01%             | 2030-05-15      | Fixed         | 0.05%                 | 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        |    156714 | PA      | $140229.37    | 0.01%             | 2050-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | REPUBLIC OF INDONESIA 3.85% 10/15/2030                                                            | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    348000 | PA      | $333210.00    | 0.03%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.25% 05/15/2030                                                                       | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173175.62    | 0.01%             | 2030-05-15      | 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        |    211000 | PA      | $136107.47    | 0.01%             | 2051-02-15      | 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        |    190000 | PA      | $132381.58    | 0.01%             | 2050-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 01/01/2050#SD8038                                                                  | CUSIP: 3132DV4X0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     40591 | PA      | $37516.17     | 0.00%             | 2050-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 3.6% 05/01/2030                                                                      | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240911.30    | 0.02%             | 2030-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC 4.375% 04/15/2030                                                               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    510000 | PA      | $508457.37    | 0.04%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FUNDING ASIA PLC                                                     | PRUDENTIAL FUNDING ASIA PLC 3.125% 04/14/2030                                                     | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $57085.52     | 0.00%             | 2030-04-14      | Fixed         | 0.03%                 | 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        |    330000 | PA      | $235052.03    | 0.02%             | 2051-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MCCORMICK and CO INC                                                            | MCCORMICK and CO INC 2.5% 04/15/2030                                                              | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    110000 | PA      | $101345.09    | 0.01%             | 2030-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                                    | GE AEROSPACE 4.35% 05/01/2050                                                                     | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    489000 | PA      | $410365.14    | 0.03%             | 2050-05-01      | Fixed         | 0.04%                 | 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        |    167679 | PA      | $163641.75    | 0.01%             | 2049-04-01      | Fixed         | 0.04%                 | 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        |     25841 | PA      | $23434.13     | 0.00%             | 2040-05-01      | 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        |    120000 | PA      | $74269.78     | 0.01%             | 2051-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                        | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 2.517% 10/15/2050                                        | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    130000 | PA      | $78245.02     | 0.01%             | 2050-10-15      | Fixed         | 0.03%                 | 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        |     26346 | PA      | $25905.49     | 0.00%             | 2050-01-20      | Fixed         | 0.04%                 | 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        |    150000 | PA      | $138616.06    | 0.01%             | 2031-04-22      | Variable      | 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        |    100000 | PA      | $65283.28     | 0.01%             | 2051-04-22      | Variable      | 0.03%                 | 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        |     19967 | PA      | $19639.02     | 0.00%             | 2050-02-20      | Fixed         | 0.04%                 | 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        |    395000 | PA      | $383184.90    | 0.03%             | 2027-06-20      | Fixed         | 0.01%                 | 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        |    105512 | PA      | $103713.32    | 0.01%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.75% 04/27/2032                                                     | CUSIP: 91087BAK6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    387000 | PA      | $371520.00    | 0.03%             | 2032-04-27      | Fixed         | 0.05%                 | 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        |     52473 | PA      | $51627.29     | 0.00%             | 2049-10-20      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $75075.31     | 0.01%             | 2041-04-30      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 2.55% 04/27/2050                                                                | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    200000 | PA      | $117916.97    | 0.01%             | 2050-04-27      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 04/30/2027                                                                         | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    718000 | PA      | $693312.09    | 0.06%             | 2027-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 3.75% 05/01/2050                                                         | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     90000 | PA      | $64853.19     | 0.01%             | 2050-05-01      | 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        |    200000 | PA      | $112723.48    | 0.01%             | 2050-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                              | DIAGEO CAPITAL PLC 2% 04/29/2030                                                                  | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $181226.28    | 0.01%             | 2030-04-29      | Fixed         | 0.02%                 | 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        |     60000 | PA      | $54631.08     | 0.00%             | 2030-05-15      | Fixed         | 0.02%                 | 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        |     60000 | PA      | $44138.89     | 0.00%             | 2040-05-15      | Fixed         | 0.03%                 | 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        |    100000 | PA      | $61880.69     | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | 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        |    220000 | PA      | $200219.75    | 0.02%             | 2030-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 1.9% 01/28/2031                                                                     | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178177.02    | 0.01%             | 2031-01-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 1.65% 06/01/2030                                                                     | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27119.22     | 0.00%             | 2030-06-01      | Fixed         | 0.02%                 | 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        |     30000 | PA      | $17184.94     | 0.00%             | 2060-06-01      | Fixed         | 0.03%                 | 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        |     30000 | PA      | $18228.60     | 0.00%             | 2050-06-01      | 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        |    267000 | PA      | $240444.52    | 0.02%             | 2030-05-01      | Fixed         | 0.02%                 | 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        |     30000 | PA      | $29143.76     | 0.00%             | 2027-06-01      | Fixed         | 0.01%                 | 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        |    210000 | PA      | $122595.63    | 0.01%             | 2050-05-01      | Fixed         | 0.02%                 | 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        |     30000 | PA      | $21923.71     | 0.00%             | 2040-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.705% 05/01/2040                                                                       | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    836000 | PA      | $837314.30    | 0.07%             | 2040-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 5.805% 05/01/2050                                                                       | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $125674.43    | 0.01%             | 2050-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 2.25% 05/15/2030                                                              | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    270000 | PA      | $246000.19    | 0.02%             | 2030-05-15      | Fixed         | 0.02%                 | 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        |    200000 | PA      | $196014.13    | 0.02%             | 2027-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 1.95% 05/15/2030                                                                  | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $158033.37    | 0.01%             | 2030-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 2.95% 05/15/2050                                                                  | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $107172.76    | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | 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        |     47579 | PA      | $47173.73     | 0.00%             | 2035-04-01      | 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        |    150000 | PA      | $94530.25     | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 2.55% 11/15/2030                                                                   | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    597000 | PA      | $546073.94    | 0.04%             | 2030-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 4.45% 05/06/2050                                                                 | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62505.77     | 0.01%             | 2050-05-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 3.4% 05/06/2030                                                                  | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286685.87    | 0.02%             | 2030-05-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHILE REPUBLIC OF                                                               | CHILE REPUBLIC OF 2.45% 01/31/2031                                                                | CUSIP: 168863DP0<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    220000 | PA      | $201159.20    | 0.02%             | 2031-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 3.375% 02/15/2030                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    260000 | PA      | $234867.85    | 0.02%             | 2030-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 05/15/2030                                                                       | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2549000 | PA      | $2232764.69   | 0.18%             | 2030-05-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.25% 05/15/2050                                                      | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      2000 | PA      | $949.14       | 0.00%             | 2050-05-15      | Fixed         | 0.01%                 | 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        |     50000 | PA      | $46588.68     | 0.00%             | 2031-05-13      | Variable      | 0.03%                 | 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        |    240000 | PA      | $194387.95    | 0.02%             | 2050-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.25% 01/15/2031                                                               | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206866.94    | 0.02%             | 2031-01-15      | 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        |     80000 | PA      | $53887.70     | 0.00%             | 2050-05-11      | Fixed         | 0.03%                 | 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        |     80000 | PA      | $78304.47     | 0.01%             | 2027-05-11      | Fixed         | 0.02%                 | 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        |     80000 | PA      | $73859.89     | 0.01%             | 2030-05-11      | Fixed         | 0.02%                 | 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        |     80000 | PA      | $60807.90     | 0.01%             | 2040-05-11      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 2.7% 05/01/2050                                                | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61589.73     | 0.01%             | 2050-05-01      | Fixed         | 0.03%                 | 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        |    176000 | PA      | $155834.00    | 0.01%             | 2030-05-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                                            | FEDERAL REALTY OP LP 3.5% 06/01/2030                                                              | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66855.87     | 0.01%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING NEW                                                               | OWENS CORNING NEW 3.875% 06/01/2030                                                               | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96803.54     | 0.01%             | 2030-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 3.5% 05/13/2040                                                                | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24554.07     | 0.00%             | 2040-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 3.8% 05/13/2060                                                                | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    120000 | PA      | $85559.54     | 0.01%             | 2060-05-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 2.65% 01/13/2031                                                               | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1178608.78   | 0.10%             | 2031-01-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 3.6% 01/13/2051                                                                | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    190000 | PA      | $137527.97    | 0.01%             | 2051-01-13      | 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        |     18000 | PA      | $15938.56     | 0.00%             | 2030-05-17      | Fixed         | 0.01%                 | 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        |    150000 | PA      | $139873.28    | 0.01%             | 2030-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC 2.3% 06/01/2030                                                               | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    230000 | PA      | $210375.77    | 0.02%             | 2030-06-01      | Fixed         | 0.02%                 | 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        |     67604 | PA      | $61389.11     | 0.01%             | 2040-02-01      | 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        |     52247 | PA      | $44446.92     | 0.00%             | 2050-05-01      | Fixed         | 0.03%                 | 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        |     95458 | PA      | $90869.12     | 0.01%             | 2049-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE UNIVERSITY                                                                 | DUKE UNIVERSITY 2.832% 10/01/2055                                                                 | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18511.12     | 0.00%             | 2055-10-01      | Fixed         | 0.03%                 | 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        |    120000 | PA      | $74702.80     | 0.01%             | 2050-05-15      | Fixed         | 0.03%                 | 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        |    182000 | PA      | $167693.41    | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL INC                                                       | BRIGHTHOUSE FINANCIAL INC 5.625% 05/15/2030                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79602.60     | 0.01%             | 2030-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.125% 05/15/2040                                                     | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1031000 | PA      | $649449.46    | 0.05%             | 2040-05-15      | Fixed         | 0.01%                 | 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        |     23215 | PA      | $22083.82     | 0.00%             | 2050-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 1.05% 05/21/2027                                                             | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   1413000 | PA      | $1370461.64   | 0.11%             | 2027-05-21      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 2.55% 05/28/2040                                                                       | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    125000 | PA      | $90611.81     | 0.01%             | 2040-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX CAPITAL INC 3% 05/22/2030                                                                    | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9412.03      | 0.00%             | 2030-05-22      | 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        |    380000 | PA      | $233063.86    | 0.02%             | 2050-05-28      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | DUKE ENERGY OHIO INC 2.125% 06/01/2030                                                            | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63668.33     | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | 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        |     54631 | PA      | $47153.62     | 0.00%             | 2050-04-20      | Fixed         | 0.03%                 | 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        |     50108 | PA      | $43203.30     | 0.00%             | 2050-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3% 06/15/2050                                                       | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    138000 | PA      | $87581.66     | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 3.073%/VAR 05/22/2028                                                           | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $285341.20    | 0.02%             | 2028-05-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 1.95% 01/15/2031                                                                     | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $709723.46    | 0.06%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.8% 01/15/2051                                                                      | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    180000 | PA      | $102969.08    | 0.01%             | 2051-01-15      | 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        |    300000 | PA      | $274330.30    | 0.02%             | 2031-06-01      | Fixed         | 0.03%                 | 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        |    280000 | PA      | $192229.44    | 0.02%             | 2051-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.5% 05/31/2027                                                                         | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1393000 | PA      | $1340708.09   | 0.11%             | 2027-05-31      | Fixed         | 0.01%                 | 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        |   1000000 | PA      | $775678.20    | 0.06%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 3.85% 06/01/2060                                                                     | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $168202.22    | 0.01%             | 2060-06-01      | 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        |    220000 | PA      | $145456.74    | 0.01%             | 2050-05-29      | 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        |     93000 | PA      | $84987.08     | 0.01%             | 2030-06-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 2.9% 06/15/2050                                                                      | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    140000 | PA      | $88687.41     | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | 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        |     70000 | PA      | $49517.02     | 0.00%             | 2060-03-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.848%/VAR 06/04/2031                                                           | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    380000 | PA      | $351177.22    | 0.03%             | 2031-06-04      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.525% 06/01/2050                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    326000 | PA      | $195471.22    | 0.02%             | 2050-06-01      | Fixed         | 0.03%                 | 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        |    160000 | PA      | $143994.20    | 0.01%             | 2030-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 2.7% 06/03/2060                                                                    | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    160000 | PA      | $87354.86     | 0.01%             | 2060-06-03      | Fixed         | 0.03%                 | 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        |    160000 | PA      | $102720.37    | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | 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        |    110000 | PA      | $64214.31     | 0.01%             | 2050-06-03      | Fixed         | 0.03%                 | 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        |    269789 | PA      | $239555.56    | 0.02%             | 2050-07-01      | 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        |    200000 | PA      | $125686.54    | 0.01%             | 2050-06-15      | Fixed         | 0.03%                 | 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        |    458722 | PA      | $410361.32    | 0.03%             | 2050-06-20      | 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        |    595000 | PA      | $596910.12    | 0.05%             | 2027-06-15      | Fixed         | 0.05%                 | 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        |    280000 | PA      | $247286.01    | 0.02%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 3.25% 01/15/2051                                                                 | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25604.68     | 0.00%             | 2051-01-15      | Fixed         | 0.03%                 | 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        |     41000 | PA      | $39890.94     | 0.00%             | 2030-07-01      | 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        |    330000 | PA      | $294508.21    | 0.02%             | 2030-06-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 2.15% 12/15/2030                                                                      | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62755.23     | 0.01%             | 2030-12-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 11/01/2048#CA2604                                                                    | CUSIP: 3140Q93N1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112529 | PA      | $107154.18    | 0.01%             | 2048-11-01      | Fixed         | 0.04%                 | 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        |      7103 | PA      | $6932.19      | 0.00%             | 2048-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 05/01/2035#MA4028                                                                  | CUSIP: 31418DPN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19904 | PA      | $19338.34     | 0.00%             | 2035-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 02/01/2035#MA3931                                                                    | CUSIP: 31418DLM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7306 | PA      | $7034.54      | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 12/01/2034#MA3865                                                                    | CUSIP: 31418DJK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    160088 | PA      | $154132.58    | 0.01%             | 2034-12-01      | Fixed         | 0.03%                 | 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        |     38958 | PA      | $37509.21     | 0.00%             | 2034-11-01      | Fixed         | 0.03%                 | 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        |    200000 | PA      | $143330.29    | 0.01%             | 2041-06-19      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 2.5% 02/01/2031                                                       | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62734.36     | 0.01%             | 2031-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.5% 08/01/2050                                                       | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    682000 | PA      | $450932.71    | 0.04%             | 2050-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3.3% 08/01/2040                                                       | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74786.23     | 0.01%             | 2040-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 2.1% 08/01/2027                                                       | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $203524.61    | 0.02%             | 2027-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 1.45% 06/24/2030                                                                 | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89065.73     | 0.01%             | 2030-06-24      | Fixed         | 0.01%                 | 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        |     21918 | PA      | $21342.56     | 0.00%             | 2035-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 11/20/2049#MA6287                                                                      | CUSIP: 36179U6Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24089 | PA      | $24366.43     | 0.00%             | 2049-11-20      | Fixed         | 0.05%                 | 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        |    910517 | PA      | $846326.06    | 0.07%             | 2050-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 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        |    524818 | PA      | $488802.52    | 0.04%             | 2050-01-20      | Fixed         | 0.04%                 | 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        |    376027 | PA      | $357700.34    | 0.03%             | 2050-03-20      | Fixed         | 0.04%                 | 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        |     14674 | PA      | $14432.59     | 0.00%             | 2049-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 09/01/2046#BD6712                                                                    | CUSIP: 3140FEN67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4432 | PA      | $3991.80      | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020                                 | JPMDB COMMERCIAL MORTGAGE SECURITIES TRUST 2020 2.1798% 05/13/2053                                | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $427431.25    | 0.04%             | 2053-05-13      | Fixed         | 0.02%                 | 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        |     37689 | PA      | $36687.94     | 0.00%             | 2034-02-01      | 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        |    200000 | PA      | $181721.41    | 0.01%             | 2030-03-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                                     | CHENIERE ENERGY PARTNERS LP 4.5% 10/01/2029                                                       | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149343.90    | 0.01%             | 2029-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 2.1% 07/01/2030                                                                     | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181009.27    | 0.01%             | 2030-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 3.025% 07/09/2040                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    272000 | PA      | $204547.60    | 0.02%             | 2040-07-09      | Fixed         | 0.03%                 | 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        |     49786 | PA      | $49997.96     | 0.00%             | 2049-12-01      | 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        |     47885 | PA      | $48028.39     | 0.00%             | 2050-05-01      | Fixed         | 0.05%                 | 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        |    300000 | PA      | $285570.00    | 0.02%             | 2030-07-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 2.65% 07/15/2030                                                          | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    125000 | PA      | $116083.74    | 0.01%             | 2030-07-15      | Fixed         | 0.03%                 | 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        |    375181 | PA      | $321984.20    | 0.03%             | 2050-07-01      | Fixed         | 0.03%                 | 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        |    172101 | PA      | $153957.03    | 0.01%             | 2050-07-20      | Fixed         | 0.03%                 | 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        |    194241 | PA      | $183986.07    | 0.02%             | 2035-08-01      | Fixed         | 0.03%                 | 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        |    603146 | PA      | $491014.89    | 0.04%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2048#ZT1481                                                                    | CUSIP: 3132ADUE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    218674 | PA      | $208229.69    | 0.02%             | 2048-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 11/01/2048#FM3055                                                                  | CUSIP: 3140X6MD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     40768 | PA      | $37909.48     | 0.00%             | 2048-11-01      | 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        |    465000 | PA      | $401295.20    | 0.03%             | 2046-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALBERTA PROVINCE CDA                                                            | ALBERTA PROVINCE CDA 1.3% 07/22/2030                                                              | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    130000 | PA      | $115914.37    | 0.01%             | 2030-07-22      | Fixed         | 0.01%                 | 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        |    100000 | PA      | $89072.22     | 0.01%             | 2039-06-15      | 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        |     42000 | PA      | $35523.42     | 0.00%             | 2048-02-20      | 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        |    210000 | PA      | $184567.09    | 0.02%             | 2030-07-22      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 08/01/2050#RA3205                                                                    | CUSIP: 3133KJR20<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    271206 | PA      | $221972.60    | 0.02%             | 2050-08-01      | 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        |    241474 | PA      | $208198.36    | 0.02%             | 2050-06-20      | 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        |    269105 | PA      | $239369.12    | 0.02%             | 2050-03-01      | 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        |     17535 | PA      | $16261.76     | 0.00%             | 2035-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 07/31/2027                                                                       | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    509000 | PA      | $486293.83    | 0.04%             | 2027-07-31      | Fixed         | 0.00%                 | 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        |    200000 | PA      | $190574.51    | 0.02%             | 2028-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 2.25% 02/01/2032                                                                     | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43681.24     | 0.00%             | 2032-02-01      | Fixed         | 0.02%                 | 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        |     50000 | PA      | $31657.65     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2049#                                                                          | CUSIP: 3140X7KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101223 | PA      | $96452.15     | 0.01%             | 2049-03-01      | 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        |    215649 | PA      | $204263.75    | 0.02%             | 2035-08-01      | Fixed         | 0.03%                 | 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        |    307842 | PA      | $261692.30    | 0.02%             | 2050-09-01      | 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        |     76392 | PA      | $74530.26     | 0.01%             | 2035-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 1.1% 08/15/2030                                                                      | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175867.86    | 0.01%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 2.05% 08/15/2050                                                                     | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $91202.78     | 0.01%             | 2050-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 1.9% 08/15/2040                                                                      | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    264000 | PA      | $176154.54    | 0.01%             | 2040-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIE MAE 0.875% 08/05/2030                                                                      | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    339000 | PA      | $297942.69    | 0.02%             | 2030-08-05      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                                                                    | LINDE INC/CT 2% 08/10/2050                                                                        | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $31477.18     | 0.00%             | 2050-08-10      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST                                   | FEDEX CORP 2020-1 CLASS AA PASS THROUGH TRUST 1.875% 08/20/2035                                   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27530 | PA      | $23697.21     | 0.00%             | 2035-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 1.375% 08/15/2050                                                     | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    575000 | PA      | $281166.02    | 0.02%             | 2050-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 08/15/2030                                                                       | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    360000 | PA      | $312637.50    | 0.03%             | 2030-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                                               | PIEDMONT OPERATING PARTNERSHIP LP 3.15% 08/15/2030                                                | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26959.32     | 0.00%             | 2030-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2050#CA6799                                                                    | CUSIP: 3140QERV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    576744 | PA      | $469521.28    | 0.04%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES CO                                                    | PIONEER NATURAL RESOURCES CO 1.9% 08/15/2030                                                      | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17088.54     | 0.00%             | 2030-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.75% 04/15/2029                                                                     | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50557.78     | 0.00%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.3% 11/15/2032                                                                      | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243436.73    | 0.02%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5% 04/15/2030                                                                        | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50907.44     | 0.00%             | 2030-04-15      | Fixed         | 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        |    250000 | PA      | $216299.13    | 0.02%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.3% 08/15/2060                                                                | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $48310.18     | 0.00%             | 2060-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 1.3% 01/30/2031                                                                        | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    300000 | PA      | $259277.27    | 0.02%             | 2031-01-30      | Fixed         | 0.01%                 | 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        |    570000 | PA      | $545418.54    | 0.04%             | 2028-03-01      | Fixed         | 0.02%                 | 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        |    500000 | PA      | $433525.26    | 0.04%             | 2031-02-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.45% 08/15/2052                                                                     | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    135000 | PA      | $70305.75     | 0.01%             | 2052-08-15      | Fixed         | 0.02%                 | 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        |    102901 | PA      | $97500.78     | 0.01%             | 2035-07-01      | Fixed         | 0.03%                 | 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        |     57360 | PA      | $48761.01     | 0.00%             | 2050-09-01      | 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        |    227030 | PA      | $184822.43    | 0.02%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030                                                       | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     72000 | PA      | $77423.85     | 0.01%             | 2030-09-01      | Fixed         | 0.07%                 | 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        |    166222 | PA      | $157446.40    | 0.01%             | 2035-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 03/01/2035#SB8036                                                                    | CUSIP: 3132D54V1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38911 | PA      | $37463.95     | 0.00%             | 2035-03-01      | Fixed         | 0.03%                 | 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        |      7951 | PA      | $7533.35      | 0.00%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.25% 08/20/2030                                                                        | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44281.15     | 0.00%             | 2030-08-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.55% 08/20/2060                                                                        | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $106575.83    | 0.01%             | 2060-08-20      | 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        |    331000 | PA      | $206344.88    | 0.02%             | 2040-08-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| 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        |    272247 | PA      | $243545.04    | 0.02%             | 2050-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 08/20/2050#MA6823                                                                    | CUSIP: 36179VSL5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     26432 | PA      | $25997.86     | 0.00%             | 2050-08-20      | 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        |    180000 | PA      | $151222.84    | 0.01%             | 2032-09-15      | Fixed         | 0.02%                 | 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        |    250000 | PA      | $219803.37    | 0.02%             | 2030-11-15      | Fixed         | 0.02%                 | 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        |    200000 | PA      | $128613.75    | 0.01%             | 2050-11-15      | Fixed         | 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        |     80000 | PA      | $58518.74     | 0.00%             | 2040-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 3% 09/15/2060                                                       | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     40000 | PA      | $22962.83     | 0.00%             | 2060-09-15      | Fixed         | 0.03%                 | 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        |     50000 | PA      | $43164.08     | 0.00%             | 2031-02-15      | Fixed         | 0.02%                 | 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        |     50000 | PA      | $47834.46     | 0.00%             | 2027-09-15      | Fixed         | 0.01%                 | 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        |    885410 | PA      | $762475.17    | 0.06%             | 2050-08-20      | 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        |    160000 | PA      | $139595.60    | 0.01%             | 2030-08-26      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                  | GLOBE LIFE INC 2.15% 08/15/2030                                                                   | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44872.79     | 0.00%             | 2030-08-15      | Fixed         | 0.02%                 | 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        |    110000 | PA      | $58952.72     | 0.00%             | 2060-09-01      | Fixed         | 0.02%                 | 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        |    220000 | PA      | $153371.10    | 0.01%             | 2040-09-01      | Fixed         | 0.02%                 | 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        |     60000 | PA      | $52311.95     | 0.00%             | 2030-08-27      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 2.25% 09/01/2050                                                              | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     50000 | PA      | $28962.69     | 0.00%             | 2050-09-01      | 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        |    342282 | PA      | $278648.17    | 0.02%             | 2050-09-01      | Fixed         | 0.02%                 | 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        |    531198 | PA      | $457997.30    | 0.04%             | 2050-09-20      | Fixed         | 0.03%                 | 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        |     70000 | PA      | $64984.04     | 0.01%             | 2030-02-15      | 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        |     80000 | PA      | $54630.85     | 0.00%             | 2050-02-15      | Fixed         | 0.03%                 | 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        |    110000 | PA      | $105353.33    | 0.01%             | 2027-09-15      | Fixed         | 0.01%                 | 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        |    135000 | PA      | $119454.66    | 0.01%             | 2030-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 1% 09/16/2030                                                                   | CUSIP: 50064FAS3<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    230000 | PA      | $201214.38    | 0.02%             | 2030-09-16      | Fixed         | 0.01%                 | 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        |    530000 | PA      | $508598.54    | 0.04%             | 2027-09-14      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2050#SD8090                                                                    | CUSIP: 3132DV7B5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    169484 | PA      | $137975.42    | 0.01%             | 2050-09-01      | Fixed         | 0.02%                 | 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        |     80083 | PA      | $78535.83     | 0.01%             | 2039-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 10/01/2050#                                                                          | CUSIP: 31418DTS1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114851 | PA      | $101980.69    | 0.01%             | 2050-10-01      | 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        |    357733 | PA      | $318762.19    | 0.03%             | 2050-01-01      | Fixed         | 0.03%                 | 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        |     48720 | PA      | $46423.89     | 0.00%             | 2049-03-01      | Fixed         | 0.04%                 | 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        |     76325 | PA      | $67891.30     | 0.01%             | 2050-02-01      | Fixed         | 0.03%                 | 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        |     83388 | PA      | $76993.77     | 0.01%             | 2050-01-01      | Fixed         | 0.04%                 | 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        |    219639 | PA      | $202659.57    | 0.02%             | 2050-03-01      | Fixed         | 0.04%                 | 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        |    726855 | PA      | $617888.32    | 0.05%             | 2050-10-01      | 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        |     36652 | PA      | $29838.21     | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 3.547%/VAR 09/18/2031                                              | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    170000 | PA      | $159820.85    | 0.01%             | 2031-09-18      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 1.375% 09/15/2030                                                          | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305521.04    | 0.03%             | 2030-09-15      | Fixed         | 0.01%                 | 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        |    250000 | PA      | $217775.08    | 0.02%             | 2030-09-23      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 3% 04/01/2035#SB8041                                                                    | CUSIP: 3132D55A6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7110 | PA      | $6840.73      | 0.00%             | 2035-04-01      | Fixed         | 0.03%                 | 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        |    270000 | PA      | $236885.93    | 0.02%             | 2030-09-18      | Fixed         | 0.01%                 | 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        |    410000 | PA      | $364618.86    | 0.03%             | 2053-09-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.375% 09/30/2027                                                                       | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1151000 | PA      | $1093405.04   | 0.09%             | 2027-09-30      | Fixed         | 0.00%                 | 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        |    360000 | PA      | $319797.07    | 0.03%             | 2063-03-15      | 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 1.378% 07/25/2030                                                  | CUSIP: 3137FWHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    770000 | PA      | $686245.02    | 0.06%             | 2030-07-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 2.259% 03/25/2028                                                                | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95980.09     | 0.01%             | 2028-03-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.625% 10/15/2027                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    220000 | PA      | $220265.69    | 0.02%             | 2027-10-15      | Fixed         | 0.05%                 | 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        |    180000 | PA      | $111543.46    | 0.01%             | 2050-10-01      | 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        |    150000 | PA      | $133608.86    | 0.01%             | 2030-10-01      | Fixed         | 0.02%                 | 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        |    100000 | PA      | $86903.05     | 0.01%             | 2030-10-08      | Fixed         | 0.01%                 | 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        |    175000 | PA      | $153904.19    | 0.01%             | 2030-10-07      | 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 1.406% 08/25/2030                                                  | CUSIP: 3137FX3Q9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590000 | PA      | $525161.95    | 0.04%             | 2030-08-25      | Fixed         | 0.01%                 | 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        |     57000 | PA      | $39908.03     | 0.00%             | 2050-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 2.75% 10/15/2032                                                    | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84676.85     | 0.01%             | 2032-10-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| 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        |    549583 | PA      | $473848.95    | 0.04%             | 2050-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 1.4% 02/25/2031                                                                       | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    440000 | PA      | $383864.69    | 0.03%             | 2031-02-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 1.45% 10/15/2030                                                      | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266440.16    | 0.02%             | 2030-10-15      | Fixed         | 0.01%                 | 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        |    220000 | PA      | $138097.53    | 0.01%             | 2050-10-15      | Fixed         | 0.03%                 | 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        |    120000 | PA      | $77381.92     | 0.01%             | 2051-04-01      | Fixed         | 0.04%                 | 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        |     20000 | PA      | $14475.85     | 0.00%             | 2040-10-01      | Fixed         | 0.03%                 | 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        |     79000 | PA      | $48558.73     | 0.00%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 3.5% 01/15/2031                                                                | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18550.55     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | 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        |     83000 | PA      | $60060.67     | 0.00%             | 2050-08-15      | 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        |    103842 | PA      | $96593.75     | 0.01%             | 2047-10-01      | Fixed         | 0.04%                 | 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        |     56469 | PA      | $55074.39     | 0.00%             | 2050-04-01      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $71470.96     | 0.01%             | 2050-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 04/01/2035#MA3984                                                                  | CUSIP: 31418DNA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281919 | PA      | $267474.83    | 0.02%             | 2035-04-01      | Fixed         | 0.03%                 | 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        |     31463 | PA      | $30716.03     | 0.00%             | 2030-02-01      | Fixed         | 0.03%                 | 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        |    404853 | PA      | $384111.19    | 0.03%             | 2035-03-01      | 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 1.493% 09/25/2030                                                  | CUSIP: 3137F62M8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    590000 | PA      | $526317.29    | 0.04%             | 2030-09-25      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                                                                   | BANNER HEALTH 2.913% 01/01/2051                                                                   | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63152.93     | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 3.91% 10/01/2050                                                              | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    145000 | PA      | $106316.58    | 0.01%             | 2050-10-01      | 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        |     33000 | PA      | $23056.27     | 0.00%             | 2050-06-01      | 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        |    130000 | PA      | $90032.96     | 0.01%             | 2050-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                            | CHENIERE CORPUS CHRISTI HOLDINGS LLC 3.7% 11/15/2029                                              | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68008.63     | 0.01%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK and DECKER INC                                                    | STANLEY BLACK and DECKER INC 2.75% 11/15/2050                                                     | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    150000 | PA      | $84948.68     | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | 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        |   7811615 | PA      | $6359354.21   | 0.52%             | 2050-12-01      | Fixed         | 0.02%                 | 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        |     54620 | PA      | $54989.35     | 0.00%             | 2049-02-01      | Fixed         | 0.05%                 | 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        |     12411 | PA      | $12463.80     | 0.00%             | 2049-11-01      | Fixed         | 0.05%                 | 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        |   4208000 | PA      | $2195556.86   | 0.18%             | 2050-11-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 1.45% 11/13/2030                                                          | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $527582.25    | 0.04%             | 2030-11-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 3% 11/20/2060                                                          | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $132227.39    | 0.01%             | 2060-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.65% 11/20/2040                                                       | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42114.51     | 0.00%             | 2040-11-20      | Fixed         | 0.03%                 | 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        |    416091 | PA      | $353192.95    | 0.03%             | 2050-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 3% 12/01/2060                                                        | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     80000 | PA      | $46429.83     | 0.00%             | 2060-12-01      | Fixed         | 0.03%                 | 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        |   3490000 | PA      | $2248050.76   | 0.19%             | 2040-11-15      | Fixed         | 0.01%                 | 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        |    131723 | PA      | $126864.56    | 0.01%             | 2035-07-01      | Fixed         | 0.03%                 | 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        |   1109315 | PA      | $1027397.83   | 0.08%             | 2035-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 09/01/2035#QN3582                                                                    | CUSIP: 3133G96T1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    153751 | PA      | $142397.34    | 0.01%             | 2035-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2% 11/01/2035#QN4289                                                                    | CUSIP: 3133GAXS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    236005 | PA      | $218577.63    | 0.02%             | 2035-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FREDDIE MAC 15Y 15YR 2% 11/01/2035#QN4280                                                         | CUSIP: 3133GAXH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     83929 | PA      | $77731.57     | 0.01%             | 2035-11-01      | Fixed         | 0.02%                 | 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        |     40000 | PA      | $36822.77     | 0.00%             | 2030-12-01      | 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        |    573530 | PA      | $493958.14    | 0.04%             | 2050-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 11/20/2050#MA6997                                                                    | CUSIP: 36179VX21<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8172 | PA      | $7610.83      | 0.00%             | 2050-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 03/20/2050#MA6545                                                                      | CUSIP: 36179VHW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     45563 | PA      | $46186.95     | 0.00%             | 2050-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 2.95% 11/21/2026                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49639.24     | 0.00%             | 2026-11-21      | 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        |     80000 | PA      | $77125.25     | 0.01%             | 2029-11-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.05% 11/21/2039                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43886.22     | 0.00%             | 2039-11-21      | 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        |    390000 | PA      | $316575.87    | 0.03%             | 2049-11-21      | 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        |     80000 | PA      | $77674.85     | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                                                   | ALLSTATE CORP 1.45% 12/15/2030                                                                    | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    110000 | PA      | $95509.24     | 0.01%             | 2030-12-15      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.625% 11/30/2027                                                                       | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1680000 | PA      | $1593637.50   | 0.13%             | 2027-11-30      | Fixed         | 0.01%                 | 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        |     38086 | PA      | $37869.04     | 0.00%             | 2033-11-01      | Fixed         | 0.04%                 | 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        |    125724 | PA      | $122660.28    | 0.01%             | 2033-12-01      | Fixed         | 0.04%                 | 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        |      9541 | PA      | $9269.62      | 0.00%             | 2035-03-01      | Fixed         | 0.04%                 | 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        |    340000 | PA      | $280160.00    | 0.02%             | 2032-12-01      | Fixed         | 0.02%                 | 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        |    100000 | PA      | $53075.00     | 0.00%             | 2060-12-01      | Fixed         | 0.03%                 | 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        |   1135136 | PA      | $976668.51    | 0.08%             | 2050-10-01      | Fixed         | 0.03%                 | 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        |    200000 | PA      | $179150.22    | 0.01%             | 2030-12-03      | 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        |    890000 | PA      | $792476.74    | 0.07%             | 2030-10-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2050#MA4182                                                                    | CUSIP: 31418DUG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370331 | PA      | $301482.75    | 0.02%             | 2050-11-01      | Fixed         | 0.02%                 | 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        |    230000 | PA      | $232101.16    | 0.02%             | 2030-03-01      | Fixed         | 0.06%                 | 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        |    513531 | PA      | $441721.99    | 0.04%             | 2050-12-20      | Fixed         | 0.03%                 | 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        |    600000 | PA      | $377400.00    | 0.03%             | 2045-12-10      | Fixed         | 0.03%                 | 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        |    553319 | PA      | $474691.37    | 0.04%             | 2050-11-01      | Fixed         | 0.03%                 | 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        |    120000 | PA      | $89605.55     | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | 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        |   1809556 | PA      | $1491979.82   | 0.12%             | 2050-12-20      | Fixed         | 0.02%                 | 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        |     70000 | PA      | $43996.82     | 0.00%             | 2050-06-01      | Fixed         | 0.03%                 | 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        |    200000 | PA      | $193821.73    | 0.02%             | 2030-06-15      | Fixed         | 0.04%                 | 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        |    206789 | PA      | $168474.31    | 0.01%             | 2051-01-01      | Fixed         | 0.02%                 | 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        |    247698 | PA      | $228555.23    | 0.02%             | 2036-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 2.5% 12/21/2040                                                                        | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69513.37     | 0.01%             | 2040-12-21      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 1.65% 03/11/2031                                                              | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60994.96     | 0.01%             | 2031-03-11      | Fixed         | 0.02%                 | 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        |     50000 | PA      | $49200.44     | 0.00%             | 2027-02-15      | Fixed         | 0.02%                 | 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        |    100000 | PA      | $93391.65     | 0.01%             | 2030-02-15      | Fixed         | 0.03%                 | 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        |    195000 | PA      | $153602.47    | 0.01%             | 2040-04-05      | Fixed         | 0.03%                 | 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        |     50000 | PA      | $35734.85     | 0.00%             | 2050-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 4.35% 04/15/2047                                                                         | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    260000 | PA      | $215278.95    | 0.02%             | 2047-04-15      | Fixed         | 0.04%                 | 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        |   1148948 | PA      | $1071977.46   | 0.09%             | 2050-03-01      | Fixed         | 0.04%                 | 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        |   1373677 | PA      | $1118296.49   | 0.09%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2048#BJ9256                                                                    | CUSIP: 3140HBJA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1276562 | PA      | $1216389.75   | 0.10%             | 2048-06-01      | 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        |    369601 | PA      | $360355.14    | 0.03%             | 2050-04-01      | Fixed         | 0.04%                 | 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        |    509746 | PA      | $414978.67    | 0.03%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2051#SD8122                                                                  | CUSIP: 3132DWAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2144000 | PA      | $1819902.62   | 0.15%             | 2051-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2048#ZA6106                                                                    | CUSIP: 31329PYB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6467 | PA      | $6511.10      | 0.00%             | 2048-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2049#RA1210                                                                    | CUSIP: 3133KGKX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28417 | PA      | $28573.16     | 0.00%             | 2049-08-01      | Fixed         | 0.05%                 | 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        |    321464 | PA      | $322831.23    | 0.03%             | 2049-09-01      | Fixed         | 0.05%                 | 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        |     46326 | PA      | $45181.53     | 0.00%             | 2050-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#BQ1318                                                                    | CUSIP: 3140KLPC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105959 | PA      | $86293.32     | 0.01%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#BQ6253                                                                    | CUSIP: 3140KR5P0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    524861 | PA      | $427284.00    | 0.04%             | 2050-12-01      | Fixed         | 0.02%                 | 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        |     66000 | PA      | $62737.92     | 0.01%             | 2030-05-15      | 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        |    180000 | PA      | $135203.42    | 0.01%             | 2050-05-15      | 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        |     23728 | PA      | $22845.33     | 0.00%             | 2035-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3% 09/01/2034#MA3768                                                                    | CUSIP: 31418DFJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125326 | PA      | $120702.93    | 0.01%             | 2034-09-01      | 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        |    385209 | PA      | $356763.74    | 0.03%             | 2035-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 10YR 2% 10/01/2030#RD5039                                                                    | CUSIP: 3133LPS40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     62798 | PA      | $60418.15     | 0.00%             | 2030-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 07/01/2029#ZS7325                                                                  | CUSIP: 3132A8D63<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11679 | PA      | $11525.85     | 0.00%             | 2029-07-01      | Fixed         | 0.03%                 | 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        |     18678 | PA      | $15205.94     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/20/2050#MA6603                                                                      | CUSIP: 36179VKQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    100304 | PA      | $101520.54    | 0.01%             | 2050-04-20      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $58820.67     | 0.00%             | 2030-05-01      | Fixed         | 0.04%                 | 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        |    358545 | PA      | $308352.35    | 0.03%             | 2051-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 1.7% 01/15/2031                                                                         | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    400000 | PA      | $349506.35    | 0.03%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 3.85% 01/15/2028                                                                  | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54821.61     | 0.00%             | 2028-01-15      | Fixed         | 0.04%                 | 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        |     30000 | PA      | $28259.45     | 0.00%             | 2047-08-15      | Fixed         | 0.05%                 | 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        |    234000 | PA      | $232063.85    | 0.02%             | 2026-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 1.65% 05/20/2032                                                                     | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45736.18     | 0.00%             | 2032-05-20      | Fixed         | 0.02%                 | 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        |    200000 | PA      | $177781.77    | 0.01%             | 2031-01-19      | Fixed         | 0.02%                 | 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        |    200000 | PA      | $185867.14    | 0.02%             | 2032-01-14      | Variable      | 0.04%                 | 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        |    501665 | PA      | $425516.97    | 0.04%             | 2051-02-01      | Fixed         | 0.03%                 | 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        |    580000 | PA      | $507308.30    | 0.04%             | 2031-01-21      | Fixed         | 0.01%                 | 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        |     50000 | PA      | $35891.52     | 0.00%             | 2040-12-01      | Fixed         | 0.03%                 | 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        |    709375 | PA      | $654553.04    | 0.05%             | 2036-02-01      | Fixed         | 0.02%                 | 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        |    120000 | PA      | $74807.36     | 0.01%             | 2050-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 1.125% 01/13/2031                                                         | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254498.72    | 0.02%             | 2031-01-13      | 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 1.621% 12/25/2030                                                  | CUSIP: 3137F8ZV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    700000 | PA      | $624045.73    | 0.05%             | 2030-12-25      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 3.75% 04/01/2030                                                             | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212942.66    | 0.02%             | 2030-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 4.625% 10/01/2039                                                            | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88162.68     | 0.01%             | 2039-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                                                               | AHS HOSPITAL CORP 2.78% 07/01/2051                                                                | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    250000 | PA      | $153129.60    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 0.75% 01/31/2028                                                                        | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     98000 | PA      | $92698.05     | 0.01%             | 2028-01-31      | Fixed         | 0.01%                 | 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        |    400000 | PA      | $257902.12    | 0.02%             | 2060-07-15      | 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        |    250000 | PA      | $220124.33    | 0.02%             | 2032-02-04      | Variable      | 0.02%                 | 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        |    181036 | PA      | $168908.41    | 0.01%             | 2049-10-01      | 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        |    110924 | PA      | $103388.65    | 0.01%             | 2049-06-01      | Fixed         | 0.04%                 | 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        |    110000 | PA      | $96919.28     | 0.01%             | 2031-02-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.65% 02/08/2051                                                                        | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    390000 | PA      | $236027.66    | 0.02%             | 2051-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.375% 02/08/2041                                                                       | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    330000 | PA      | $234047.45    | 0.02%             | 2041-02-08      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 2.8% 02/08/2061                                                                         | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    120000 | PA      | $68504.30     | 0.01%             | 2061-02-08      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 1.2% 02/08/2028                                                                         | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    440000 | PA      | $419020.09    | 0.03%             | 2028-02-08      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 3.7% 02/04/2051                                                                  | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    110000 | PA      | $75718.97     | 0.01%             | 2051-02-04      | Fixed         | 0.04%                 | 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        |    298552 | PA      | $256757.24    | 0.02%             | 2051-02-20      | Fixed         | 0.03%                 | 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        |   1514000 | PA      | $840683.99    | 0.07%             | 2051-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.379% 02/08/2061                                                      | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12836.82     | 0.00%             | 2061-02-08      | Fixed         | 0.03%                 | 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        |    125000 | PA      | $104579.43    | 0.01%             | 2032-05-18      | Fixed         | 0.02%                 | 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        |    240000 | PA      | $217094.40    | 0.02%             | 2031-02-09      | Fixed         | 0.02%                 | 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        |    245000 | PA      | $164412.15    | 0.01%             | 2051-02-09      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 01/01/2047#ZS4702                                                                  | CUSIP: 3132A5GK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18957 | PA      | $16351.93     | 0.00%             | 2047-01-01      | Fixed         | 0.03%                 | 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        |    690010 | PA      | $585704.91    | 0.05%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.5% 03/01/2031                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58740.73     | 0.00%             | 2031-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 2.9% 02/16/2028                                                          | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    330000 | PA      | $316392.13    | 0.03%             | 2028-02-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2050#FM5035                                                                    | CUSIP: 3140X8SZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192086 | PA      | $182911.82    | 0.02%             | 2050-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR INC 2.1% 06/15/2033                                                                           | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65805.03     | 0.01%             | 2033-06-15      | Fixed         | 0.02%                 | 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        |   4015000 | PA      | $2781485.36   | 0.23%             | 2041-02-15      | 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 1.846% 01/25/2031                                                  | CUSIP: 3137F9Z79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    100000 | PA      | $89807.58     | 0.01%             | 2031-01-25      | Fixed         | 0.02%                 | 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        |   1607064 | PA      | $1325025.47   | 0.11%             | 2051-01-20      | Fixed         | 0.02%                 | 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        |    335199 | PA      | $276371.76    | 0.02%             | 2051-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 3.125% 02/15/2051                                                                      | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     52000 | PA      | $33044.92     | 0.00%             | 2051-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                      | MASCO CORP 2% 02/15/2031                                                                          | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    103000 | PA      | $90760.47     | 0.01%             | 2031-02-15      | Fixed         | 0.02%                 | 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        |    120000 | PA      | $84148.63     | 0.01%             | 2041-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 02/29/2028                                                                       | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    624000 | PA      | $593214.37    | 0.05%             | 2028-02-29      | Fixed         | 0.01%                 | 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        |    200000 | PA      | $177066.66    | 0.01%             | 2031-03-01      | Fixed         | 0.02%                 | 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        |    850000 | PA      | $843828.69    | 0.07%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 2.6% 03/15/2031                                                                  | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    160000 | PA      | $144837.35    | 0.01%             | 2031-03-15      | 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        |    200000 | PA      | $176370.13    | 0.01%             | 2031-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 3.05% 03/15/2051                                                              | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64751.99     | 0.01%             | 2051-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 2.55% 04/01/2032                                                             | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77230.83     | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 03/20/2051#MA7254                                                                      | CUSIP: 36179WBX5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2521987 | PA      | $2079379.14   | 0.17%             | 2051-03-20      | Fixed         | 0.02%                 | 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        |    170000 | PA      | $115770.00    | 0.01%             | 2051-03-10      | Fixed         | 0.04%                 | 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        |     50000 | PA      | $45271.43     | 0.00%             | 2031-04-15      | Fixed         | 0.03%                 | 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        |    500000 | PA      | $448250.00    | 0.04%             | 2054-03-15      | Fixed         | 0.03%                 | 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        |    100000 | PA      | $97178.51     | 0.01%             | 2030-07-15      | Fixed         | 0.04%                 | 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        |    290000 | PA      | $225646.61    | 0.02%             | 2050-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANKS                                                       | FEDERAL FARM CREDIT BANKS 1.4% 03/10/2028                                                         | CUSIP: 3133EMSW3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    900000 | PA      | $858364.02    | 0.07%             | 2028-03-10      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC 3.1% 06/15/2041                                                             | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82084.35     | 0.01%             | 2041-06-15      | 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        |    868850 | PA      | $704809.91    | 0.06%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 2.55% 03/15/2031                                                                | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    120000 | PA      | $108155.20    | 0.01%             | 2031-03-15      | 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 2.074% 01/25/2031                                                  | CUSIP: 3137FXYV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $181679.64    | 0.01%             | 2031-01-25      | Fixed         | 0.02%                 | 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        |    250000 | PA      | $170708.02    | 0.01%             | 2051-04-01      | 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        |    180000 | PA      | $163244.51    | 0.01%             | 2032-03-11      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | PIEDMONT NATURAL GAS CO 2.5% 03/15/2031                                                           | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90325.15     | 0.01%             | 2031-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2050#CA6301                                                                    | CUSIP: 3140QEAB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    589553 | PA      | $480317.48    | 0.04%             | 2050-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 2.1% 03/22/2028                                                        | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    540000 | PA      | $518504.57    | 0.04%             | 2028-03-22      | Fixed         | 0.02%                 | 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        |    500000 | PA      | $348836.75    | 0.03%             | 2051-03-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                                                           | UNIVERSITY OF CHICAGO 3% 10/01/2052                                                               | CUSIP: 91412NBG4<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66775.23     | 0.01%             | 2052-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 2.5% 01/01/2027#MA2869                                                                  | CUSIP: 31418CFK5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       428 | PA      | $425.20       | 0.00%             | 2027-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 2.921% 03/17/2052                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    734000 | PA      | $472056.22    | 0.04%             | 2052-03-17      | Fixed         | 0.03%                 | 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        |   1380361 | PA      | $1273684.35   | 0.10%             | 2036-04-01      | 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        |    215000 | PA      | $206243.47    | 0.02%             | 2028-03-20      | Fixed         | 0.02%                 | 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        |     14250 | PA      | $12743.30     | 0.00%             | 2051-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 03/31/2028                                                                        | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2218000 | PA      | $2109352.65   | 0.17%             | 2028-03-31      | Fixed         | 0.01%                 | 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        |    200000 | PA      | $183385.62    | 0.02%             | 2031-03-25      | Fixed         | 0.03%                 | 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        |    200000 | PA      | $180977.76    | 0.01%             | 2032-04-01      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.5% 04/01/2051                                                                     | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $203710.59    | 0.02%             | 2051-04-01      | Fixed         | 0.04%                 | 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        |    953321 | PA      | $808616.90    | 0.07%             | 2051-04-01      | 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        |   1868841 | PA      | $1540860.32   | 0.13%             | 2051-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/51#MA7312                                                                         | CUSIP: 36179WDR6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56493 | PA      | $48531.66     | 0.00%             | 2051-04-20      | Fixed         | 0.03%                 | 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        |    312000 | PA      | $282925.77    | 0.02%             | 2031-04-15      | 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        |    843994 | PA      | $685504.05    | 0.06%             | 2051-03-01      | Fixed         | 0.02%                 | 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        |    278819 | PA      | $236497.32    | 0.02%             | 2051-03-01      | 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        |    240000 | PA      | $153924.74    | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | 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        |    105000 | PA      | $68618.66     | 0.01%             | 2051-11-01      | 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        |   1582719 | PA      | $1285507.88   | 0.11%             | 2051-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 02/01/2051#QB9996                                                                    | CUSIP: 3133AHC96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    597395 | PA      | $485213.03    | 0.04%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 03/01/2051#BN9102                                                                    | CUSIP: 3140JSDG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    732113 | PA      | $598064.98    | 0.05%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2% 02/01/2051#BP1737                                                               | CUSIP: 3140K84X6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    851772 | PA      | $691821.31    | 0.06%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 09/01/2050#BP6715                                                                    | CUSIP: 3140KEN95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25421 | PA      | $20694.84     | 0.00%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2051#BR8989                                                                    | CUSIP: 3140L77B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17360 | PA      | $14181.76     | 0.00%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2051#BR7913                                                                    | CUSIP: 3140L6YK4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321236 | PA      | $261715.55    | 0.02%             | 2051-04-01      | Fixed         | 0.02%                 | 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        |    513348 | PA      | $459067.79    | 0.04%             | 2051-02-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 1.578%/VAR 04/22/2027                                                       | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    188000 | PA      | $187697.07    | 0.02%             | 2027-04-22      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 3.328%/VAR 04/22/2052                                                       | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    390000 | PA      | $265486.00    | 0.02%             | 2052-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 2.58%/VAR 04/22/2032                                                        | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    239000 | PA      | $215974.83    | 0.02%             | 2032-04-22      | Variable      | 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        |    255000 | PA      | $229054.54    | 0.02%             | 2032-04-22      | Variable      | 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        |    661763 | PA      | $560900.74    | 0.05%             | 2051-05-01      | Fixed         | 0.03%                 | 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        |   1123621 | PA      | $952364.01    | 0.08%             | 2051-05-01      | 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        |    356000 | PA      | $322613.80    | 0.03%             | 2032-04-22      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 1.9% 04/21/2031                                                               | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    220000 | PA      | $197616.10    | 0.02%             | 2031-04-21      | Fixed         | 0.02%                 | 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        |    200000 | PA      | $177662.01    | 0.01%             | 2031-04-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 08/20/2050#MA6822                                                                      | CUSIP: 36179VSK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85458 | PA      | $81293.30     | 0.01%             | 2050-08-20      | 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 2.02% 03/25/2031                                                   | CUSIP: 3137FYUJ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $180911.22    | 0.01%             | 2031-03-25      | Fixed         | 0.02%                 | 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        |    542320 | PA      | $484637.45    | 0.04%             | 2051-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 04/30/2028                                                                        | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2488000 | PA      | $2361170.32   | 0.19%             | 2028-04-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.25% 01/05/2032                                                                     | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    240000 | PA      | $214852.99    | 0.02%             | 2032-01-05      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 07/01/2049#FM7075                                                                    | CUSIP: 3140XA2H4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85149 | PA      | $81135.28     | 0.01%             | 2049-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 2.875% 05/05/2041                                                                    | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113169.61    | 0.01%             | 2041-05-05      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2051#                                                                        | CUSIP: 31418DZW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1648929 | PA      | $1397607.95   | 0.12%             | 2051-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 2.6% 05/10/2031                                                                          | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     60000 | PA      | $54146.14     | 0.00%             | 2031-05-10      | Fixed         | 0.03%                 | 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        |    230912 | PA      | $190675.45    | 0.02%             | 2050-09-20      | Fixed         | 0.02%                 | 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        |    522134 | PA      | $485323.23    | 0.04%             | 2051-02-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 03/20/2051#MA7257                                                                    | CUSIP: 36179WB23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11901 | PA      | $11062.24     | 0.00%             | 2051-03-20      | Fixed         | 0.04%                 | 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        |     39941 | PA      | $37957.04     | 0.00%             | 2051-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 10/20/2050#MA6935                                                                    | CUSIP: 36179VV49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     57257 | PA      | $56370.35     | 0.00%             | 2050-10-20      | 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        |     29748 | PA      | $29287.69     | 0.00%             | 2051-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 03/20/2051#MA7259                                                                    | CUSIP: 36179WB49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    137535 | PA      | $135275.73    | 0.01%             | 2051-03-20      | 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        |   1297045 | PA      | $1114254.80   | 0.09%             | 2051-05-20      | Fixed         | 0.03%                 | 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        |    227000 | PA      | $133209.49    | 0.01%             | 2056-10-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.1% 05/15/2121                                                             | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $40352.97     | 0.00%             | 2121-05-15      | Fixed         | 0.04%                 | 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        |   2575000 | PA      | $1610883.80   | 0.13%             | 2051-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                                        | AGREE LP 2% 06/15/2028                                                                            | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132574.31    | 0.01%             | 2028-06-15      | Fixed         | 0.02%                 | 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        |    105000 | PA      | $94095.02     | 0.01%             | 2031-05-12      | Fixed         | 0.02%                 | 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        |    105000 | PA      | $68614.71     | 0.01%             | 2051-05-12      | Fixed         | 0.03%                 | 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        |    220000 | PA      | $162091.43    | 0.01%             | 2041-05-12      | Fixed         | 0.03%                 | 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        |    150000 | PA      | $102610.10    | 0.01%             | 2051-05-20      | Fixed         | 0.04%                 | 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        |    280000 | PA      | $204017.19    | 0.02%             | 2041-05-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2049#CA3816                                                                  | CUSIP: 3140QBG28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53260 | PA      | $49725.57     | 0.00%             | 2049-07-01      | 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        |     61041 | PA      | $58770.82     | 0.00%             | 2035-02-01      | Fixed         | 0.03%                 | 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        |    230000 | PA      | $170500.08    | 0.01%             | 2041-05-15      | Fixed         | 0.03%                 | 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        |     87483 | PA      | $68995.22     | 0.01%             | 2051-05-20      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3.6% 11/15/2060                                                                  | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $136297.66    | 0.01%             | 2060-11-15      | Fixed         | 0.04%                 | 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        |     74000 | PA      | $65046.86     | 0.01%             | 2040-04-15      | Fixed         | 0.04%                 | 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        |     80000 | PA      | $64593.04     | 0.01%             | 2050-04-15      | 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        |     80000 | PA      | $79504.78     | 0.01%             | 2027-04-15      | 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        |     80000 | PA      | $77909.68     | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 3% 02/15/2041                                                                    | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    529000 | PA      | $386765.52    | 0.03%             | 2041-02-15      | Fixed         | 0.03%                 | 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        |    191088 | PA      | $157551.86    | 0.01%             | 2051-06-20      | Fixed         | 0.02%                 | 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        |    440000 | PA      | $395965.50    | 0.03%             | 2031-05-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                               | HORMEL FOODS CORP 3.05% 06/03/2051                                                                | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25452.68     | 0.00%             | 2051-06-03      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 05/01/2051#RA5077                                                                  | CUSIP: 3133KLUA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130075 | PA      | $111672.15    | 0.01%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 3% 06/15/2028                                                         | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96748.74     | 0.01%             | 2028-06-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 2.973% 09/16/2062                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    290000 | PA      | $166400.75    | 0.01%             | 2062-09-16      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.35% 10/01/2052                                                       | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18515.74     | 0.00%             | 2052-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2051#MA4379                                                                  | CUSIP: 31418D2M3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    301013 | PA      | $255134.36    | 0.02%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 06/01/2047#Q48875                                                                    | CUSIP: 3132WN2H4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    837107 | PA      | $796525.60    | 0.07%             | 2047-06-01      | Fixed         | 0.04%                 | 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        |     26426 | PA      | $23595.76     | 0.00%             | 2051-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KAISER FNDTN HOSPS                                                              | KAISER FNDTN HOSPS 2.81% 06/01/2041                                                               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     63000 | PA      | $45704.25     | 0.00%             | 2041-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 4.125% 06/15/2051                                                                      | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14721.56     | 0.00%             | 2051-06-15      | Fixed         | 0.04%                 | 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        |    183962 | PA      | $179701.88    | 0.01%             | 2048-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                                                     | NVIDIA CORP 2% 06/15/2031                                                                         | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    216000 | PA      | $193475.78    | 0.02%             | 2031-06-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 10YR 3.5% 02/01/2027#MA2926                                                                  | CUSIP: 31418CHC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4418 | PA      | $4400.57      | 0.00%             | 2027-02-01      | 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        |    130000 | PA      | $130107.03    | 0.01%             | 2027-08-01      | Fixed         | 0.05%                 | 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        |    200000 | PA      | $168879.28    | 0.01%             | 2034-03-15      | Fixed         | 0.02%                 | 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        |     45000 | PA      | $31309.35     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUN CMNTYS OPER LTD PRTNRSHP                                                    | SUN CMNTYS OPER LTD PRTNRSHP 2.7% 07/15/2031                                                      | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116282.82    | 0.01%             | 2031-07-15      | 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: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $95093.37     | 0.01%             | 2036-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 8.35% 07/15/2046                                                               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    187000 | PA      | $231465.49    | 0.02%             | 2046-07-15      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                               | DELL INTL/EMC CORP 5.3% 10/01/2029                                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $398009.33    | 0.03%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | LEIDOS INC 2.3% 02/15/2031                                                                        | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97890.66     | 0.01%             | 2031-02-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 2.4% 07/15/2031                                                     | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89002.73     | 0.01%             | 2031-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                                   | MARTIN MARIETTA MATERIALS INC 3.2% 07/15/2051                                                     | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12967.67     | 0.00%             | 2051-07-15      | Fixed         | 0.03%                 | 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        |    100000 | PA      | $75830.12     | 0.01%             | 2047-09-01      | Fixed         | 0.03%                 | 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        |     78000 | PA      | $66599.18     | 0.01%             | 2032-09-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP DEL                                                                | CENTENE CORP 2.45% 07/15/2028                                                                     | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93093.67     | 0.01%             | 2028-07-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 2.5% 08/01/2033                                                                      | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $84957.29     | 0.01%             | 2033-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 2.9% 07/15/2051                                                                    | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11714.60     | 0.00%             | 2051-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 2.7% 07/15/2041                                                                    | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    220000 | PA      | $149829.49    | 0.01%             | 2041-07-15      | 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        |    741943 | PA      | $611732.25    | 0.05%             | 2051-07-20      | Fixed         | 0.02%                 | 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        |    100000 | PA      | $89119.30     | 0.01%             | 2054-06-15      | Variable      | 0.02%                 | 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        |    285000 | PA      | $282732.70    | 0.02%             | 2027-07-09      | Variable      | 0.02%                 | 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        |    259942 | PA      | $211128.37    | 0.02%             | 2051-08-01      | Fixed         | 0.02%                 | 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        |    195000 | PA      | $126321.25    | 0.01%             | 2052-11-01      | 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        |     22032 | PA      | $18073.96     | 0.00%             | 2051-05-01      | Fixed         | 0.02%                 | 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        |   1003445 | PA      | $820656.89    | 0.07%             | 2051-07-01      | Fixed         | 0.02%                 | 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        |   1677096 | PA      | $1440746.63   | 0.12%             | 2051-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 07/01/2051#SD8154                                                                  | CUSIP: 3132DWBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    448950 | PA      | $345880.07    | 0.03%             | 2051-07-01      | Fixed         | 0.01%                 | 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        |   1538387 | PA      | $1187608.62   | 0.10%             | 2050-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 11/01/2049#RA1735                                                                    | CUSIP: 3133KG4U9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     74726 | PA      | $71133.51     | 0.01%             | 2049-11-01      | 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        |   2292824 | PA      | $1943363.73   | 0.16%             | 2051-08-01      | Fixed         | 0.03%                 | 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        |    328496 | PA      | $320483.11    | 0.03%             | 2050-12-01      | Fixed         | 0.04%                 | 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        |    140000 | PA      | $84835.49     | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | 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        |    370000 | PA      | $233897.82    | 0.02%             | 2052-07-21      | Variable      | 0.03%                 | 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        |    150000 | PA      | $141008.28    | 0.01%             | 2030-07-15      | Fixed         | 0.01%                 | 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        |      9098 | PA      | $8914.15      | 0.00%             | 2030-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                                                      | VMWARE LLC 2.2% 08/15/2031                                                                        | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43885.83     | 0.00%             | 2031-08-15      | Fixed         | 0.02%                 | 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        |     80000 | PA      | $69741.45     | 0.01%             | 2031-07-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1% 07/31/2028                                                                           | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1229000 | PA      | $1152475.55   | 0.09%             | 2028-07-31      | Fixed         | 0.01%                 | 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        |    339132 | PA      | $291338.80    | 0.02%             | 2051-08-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 09/01/2044#FM6331                                                                  | CUSIP: 3140XAA93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1498737 | PA      | $1411618.86   | 0.12%             | 2044-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 1.95% 08/01/2028                                                               | CUSIP: 05329WAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $94043.66     | 0.01%             | 2028-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| FIRST AMERICAN FINANCIAL CORP                                                   | FIRST AMERICAN FINANCIAL CORP 2.4% 08/15/2031                                                     | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51629.88     | 0.00%             | 2031-08-15      | 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        |    130000 | PA      | $108603.27    | 0.01%             | 2031-08-01      | 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        |   1742637 | PA      | $1520630.85   | 0.13%             | 2041-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 2% 08/15/2031                                           | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85593.77     | 0.01%             | 2031-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 08/20/2051#MA7533                                                                      | CUSIP: 36179WLN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    370238 | PA      | $305261.02    | 0.03%             | 2051-08-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 3.3% 09/02/2040                                                                | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $75816.96     | 0.01%             | 2040-09-02      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 08/15/2031                                                                        | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6574000 | PA      | $5705769.78   | 0.47%             | 2031-08-15      | Fixed         | 0.01%                 | 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        |   1564000 | PA      | $890441.41    | 0.07%             | 2051-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                                                            | TANGER PROPERTIES LP 2.75% 09/01/2031                                                             | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26791.33     | 0.00%             | 2031-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 3% 01/15/2052                                                                           | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19276.98     | 0.00%             | 2052-01-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 2.75% 09/01/2051                                                           | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60216.47     | 0.00%             | 2051-09-01      | Fixed         | 0.03%                 | 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        |    273629 | PA      | $255068.11    | 0.02%             | 2045-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FRANKLIN RESOURCES INC                                                          | FRANKLIN RESOURCES INC 2.95% 08/12/2051                                                           | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18476.43     | 0.00%             | 2051-08-12      | Fixed         | 0.03%                 | 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        |   1015024 | PA      | $919055.85    | 0.08%             | 2045-08-01      | Fixed         | 0.03%                 | 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        |    514000 | PA      | $508361.03    | 0.04%             | 2026-08-13      | Fixed         | 0.01%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2051#RA5663                                                                    | CUSIP: 3133KMJG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123690 | PA      | $110060.91    | 0.01%             | 2051-08-01      | Fixed         | 0.03%                 | 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        |     26106 | PA      | $26281.82     | 0.00%             | 2049-12-01      | Fixed         | 0.05%                 | 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        |   1008726 | PA      | $818356.14    | 0.07%             | 2051-09-01      | Fixed         | 0.02%                 | 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        |    484614 | PA      | $410751.53    | 0.03%             | 2051-09-01      | Fixed         | 0.03%                 | 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        |   3170000 | PA      | $2119318.37   | 0.17%             | 2041-08-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 09/01/2041#MA4423                                                                  | CUSIP: 31418D4H2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    127255 | PA      | $114205.77    | 0.01%             | 2041-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2051#BR2137                                                                  | CUSIP: 3140L0LT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128196 | PA      | $108656.78    | 0.01%             | 2051-07-01      | Fixed         | 0.03%                 | 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        |      4543 | PA      | $4465.56      | 0.00%             | 2031-02-01      | Fixed         | 0.03%                 | 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        |      9115 | PA      | $8664.61      | 0.00%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 11/49#785295                                                                           | CUSIP: 3622AAXY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68301 | PA      | $68980.23     | 0.01%             | 2049-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 2.9% 08/25/2051                                                             | CUSIP: 655844CL0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $67561.56     | 0.01%             | 2051-08-25      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 2.45% 01/15/2031                                                                         | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61927.61     | 0.01%             | 2031-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.125% 08/31/2028                                                                       | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    110000 | PA      | $103210.94    | 0.01%             | 2028-08-31      | Fixed         | 0.01%                 | 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        |     34057 | PA      | $34243.98     | 0.00%             | 2050-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 10/01/2051#                                                                          | CUSIP: 3132DWCH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    566323 | PA      | $458560.20    | 0.04%             | 2051-10-01      | Fixed         | 0.02%                 | 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        |    597095 | PA      | $512947.79    | 0.04%             | 2051-09-20      | Fixed         | 0.03%                 | 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        |    347000 | PA      | $227540.53    | 0.02%             | 2053-09-15      | Fixed         | 0.04%                 | 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        |    257000 | PA      | $166530.75    | 0.01%             | 2059-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION INC                                                            | WASTE CONNECTION INC 2.2% 01/15/2032                                                              | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $114212.21    | 0.01%             | 2032-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 1.8% 09/22/2031                                                                       | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70871.75     | 0.01%             | 2031-09-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                                                     | REVVITY INC 2.25% 09/15/2031                                                                      | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78609.30     | 0.01%             | 2031-09-15      | Fixed         | 0.02%                 | 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        |    298000 | PA      | $282173.22    | 0.02%             | 2028-09-15      | 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        |    340000 | PA      | $221123.16    | 0.02%             | 2055-09-15      | 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        |     37000 | PA      | $25960.25     | 0.00%             | 2042-01-01      | Fixed         | 0.03%                 | 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        |    731902 | PA      | $619663.08    | 0.05%             | 2051-10-01      | 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        |   2315016 | PA      | $2055588.13   | 0.17%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2050#QB4571                                                                    | CUSIP: 3133ABCG3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120728 | PA      | $114811.17    | 0.01%             | 2050-10-01      | 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        |     37875 | PA      | $30667.66     | 0.00%             | 2051-10-01      | Fixed         | 0.02%                 | 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        |    130000 | PA      | $75790.85     | 0.01%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA INC                                                      | BP CAP MARKETS AMERICA INC 3.001% 03/17/2052                                                      | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63279.31     | 0.01%             | 2052-03-17      | 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        |    280000 | PA      | $242228.64    | 0.02%             | 2036-09-21      | Variable      | 0.02%                 | 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        |    103754 | PA      | $96122.22     | 0.01%             | 2050-08-01      | Fixed         | 0.04%                 | 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        |    390000 | PA      | $384663.01    | 0.03%             | 2027-09-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT INC 3% 04/15/2052                                                                        | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61506.96     | 0.01%             | 2052-04-15      | Fixed         | 0.03%                 | 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        |    519164 | PA      | $420375.05    | 0.03%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HARTFORD INSURANCE GROUP INC/THE                                                | HARTFORD INSURANCE GROUP INC/THE 2.9% 09/15/2051                                                  | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $18592.12     | 0.00%             | 2051-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#MA4438                                                                  | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    567668 | PA      | $480614.96    | 0.04%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 09/30/2028                                                                        | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    748000 | PA      | $702477.18    | 0.06%             | 2028-09-30      | Fixed         | 0.01%                 | 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        |   1016597 | PA      | $958568.61    | 0.08%             | 2046-03-01      | Fixed         | 0.04%                 | 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        |    491922 | PA      | $464135.63    | 0.04%             | 2043-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 2.25% 01/15/2029  | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $46731.23     | 0.00%             | 2029-01-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 3.95% 06/30/2062  | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    260000 | PA      | $152765.43    | 0.01%             | 2062-06-30      | 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        |    290467 | PA      | $273876.15    | 0.02%             | 2047-07-01      | Fixed         | 0.04%                 | 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        |    130000 | PA      | $93201.39     | 0.01%             | 2041-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 2.95% 10/01/2051                                                               | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25414.18     | 0.00%             | 2051-10-01      | 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        |     72831 | PA      | $71236.75     | 0.01%             | 2048-07-01      | 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        |     90000 | PA      | $75209.30     | 0.01%             | 2036-11-15      | Fixed         | 0.03%                 | 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        |     40000 | PA      | $31148.60     | 0.00%             | 2042-06-01      | 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        |     80000 | PA      | $70795.78     | 0.01%             | 2034-06-01      | 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        |     51058 | PA      | $49762.08     | 0.00%             | 2045-02-01      | Fixed         | 0.04%                 | 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        |      7866 | PA      | $7650.03      | 0.00%             | 2045-05-01      | Fixed         | 0.04%                 | 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        |     19848 | PA      | $19303.08     | 0.00%             | 2045-03-01      | 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        |     84991 | PA      | $84572.31     | 0.01%             | 2041-07-01      | Fixed         | 0.04%                 | 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        |     18846 | PA      | $18741.14     | 0.00%             | 2041-09-01      | Fixed         | 0.04%                 | 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        |     48511 | PA      | $48307.55     | 0.00%             | 2047-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2051#                                                                        | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    431904 | PA      | $365670.34    | 0.03%             | 2051-11-01      | Fixed         | 0.03%                 | 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        |     79000 | PA      | $66287.86     | 0.01%             | 2036-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 3.5% 10/15/2051                                                                  | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    130000 | PA      | $88380.55     | 0.01%             | 2051-10-15      | Fixed         | 0.04%                 | 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        |    459199 | PA      | $394484.71    | 0.03%             | 2051-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 2.75% 10/21/2051                                                                      | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     90000 | PA      | $55232.25     | 0.00%             | 2051-10-21      | Fixed         | 0.03%                 | 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        |   1299845 | PA      | $1052503.71   | 0.09%             | 2051-11-01      | Fixed         | 0.02%                 | 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        |    246284 | PA      | $247946.77    | 0.02%             | 2049-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2049#RA1746                                                                  | CUSIP: 3133KG5F1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18216 | PA      | $17771.65     | 0.00%             | 2049-11-01      | 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        |   1574316 | PA      | $1211901.44   | 0.10%             | 2051-10-01      | Fixed         | 0.01%                 | 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        |    466424 | PA      | $359051.03    | 0.03%             | 2051-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2049#RA1839                                                                    | CUSIP: 3133KHBG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    499630 | PA      | $502379.75    | 0.04%             | 2049-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5% 06/01/2030#ZA2168                                                                    | CUSIP: 31329KMR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3036 | PA      | $3062.05      | 0.00%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 10/01/2051#QC9345                                                                    | CUSIP: 3133AUL22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2884521 | PA      | $2335638.68   | 0.19%             | 2051-10-01      | Fixed         | 0.02%                 | 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        |    432026 | PA      | $371141.61    | 0.03%             | 2051-11-20      | Fixed         | 0.03%                 | 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        |    808688 | PA      | $743916.25    | 0.06%             | 2036-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 10/01/2036#BU0185                                                                  | CUSIP: 3140M1F33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    645433 | PA      | $580221.42    | 0.05%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 1.5% 10/01/2036#QN8096                                                                  | CUSIP: 3133GE7H5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302012 | PA      | $271498.61    | 0.02%             | 2036-10-01      | 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        |    625865 | PA      | $562630.89    | 0.05%             | 2036-11-01      | Fixed         | 0.01%                 | 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        |    428926 | PA      | $386863.24    | 0.03%             | 2036-02-01      | Fixed         | 0.01%                 | 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        |   1254146 | PA      | $1127433.54   | 0.09%             | 2036-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 10/01/2036#BU1646                                                                    | CUSIP: 3140M2ZL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49432 | PA      | $45519.56     | 0.00%             | 2036-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 3.366% 11/01/2041                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23274.30     | 0.00%             | 2041-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 10/20/2051#MA7650                                                                      | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     30935 | PA      | $27615.85     | 0.00%             | 2051-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 3.85% 10/29/2041                        | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $119517.76    | 0.01%             | 2041-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 2.45% 10/29/2026                        | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    250000 | PA      | $247246.21    | 0.02%             | 2026-10-29      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.375% 10/31/2028                                                                       | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    580000 | PA      | $545426.56    | 0.04%             | 2028-10-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 2.491%/VAR 11/03/2036                                                              | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43227.01     | 0.00%             | 2036-11-03      | Variable      | 0.02%                 | 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        |    150000 | PA      | $107423.10    | 0.01%             | 2046-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 3.2% 11/15/2031                                                                 | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43268.12     | 0.00%             | 2031-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                                     | RIO TINTO FINANCE (USA) LTD 2.75% 11/02/2051                                                      | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    120000 | PA      | $72275.01     | 0.01%             | 2051-11-02      | 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        |    100000 | PA      | $90600.08     | 0.01%             | 2030-06-22      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                     | VIATRIS INC 3.85% 06/22/2040                                                                      | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    120000 | PA      | $91076.16     | 0.01%             | 2040-06-22      | 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        |    100000 | PA      | $65540.73     | 0.01%             | 2050-06-22      | 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        |     40000 | PA      | $35556.53     | 0.00%             | 2032-11-08      | Variable      | 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        |   2265000 | PA      | $1244245.90   | 0.10%             | 2051-11-15      | Fixed         | 0.02%                 | 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        |   1713641 | PA      | $1387560.07   | 0.11%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 3.133% 11/18/2041                                                            | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $44074.17     | 0.00%             | 2041-11-18      | Fixed         | 0.03%                 | 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        |    140000 | PA      | $125238.90    | 0.01%             | 2036-11-18      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CO                                                                   | FORD MOTOR CO 3.25% 02/12/2032                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26056.53     | 0.00%             | 2032-02-12      | Fixed         | 0.03%                 | 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        |   1170180 | PA      | $991826.84    | 0.08%             | 2051-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 12/01/2051#                                                                        | CUSIP: 31418D7D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    374146 | PA      | $288016.00    | 0.02%             | 2051-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2049#ZA6691                                                                    | CUSIP: 31329QNG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    426172 | PA      | $405684.17    | 0.03%             | 2049-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 11/01/2051#BQ6746                                                                  | CUSIP: 3140KSP84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    204844 | PA      | $157687.73    | 0.01%             | 2051-11-01      | Fixed         | 0.01%                 | 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        |    806262 | PA      | $664763.77    | 0.05%             | 2051-11-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                        | APTIV SWISS HOLDINGS LTD 3.1% 12/01/2051                                                          | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    120000 | PA      | $74028.15     | 0.01%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 3.4% 01/15/2028                                                                | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226157.43    | 0.02%             | 2028-01-15      | Fixed         | 0.03%                 | 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        |    200000 | PA      | $135293.40    | 0.01%             | 2048-12-01      | Fixed         | 0.03%                 | 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        |    150000 | PA      | $147954.70    | 0.01%             | 2027-11-16      | Variable      | 0.02%                 | 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        |     50000 | PA      | $27792.93     | 0.00%             | 2051-12-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                                                     | PHILLIPS 66 3.3% 03/15/2052                                                                       | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    140000 | PA      | $90205.74     | 0.01%             | 2052-03-15      | Fixed         | 0.03%                 | 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        |    296275 | PA      | $266341.27    | 0.02%             | 2036-11-01      | Fixed         | 0.01%                 | 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        |    253832 | PA      | $228185.93    | 0.02%             | 2036-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 2.871%/VAR 11/22/2032                                                           | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $178951.88    | 0.01%             | 2032-11-22      | Variable      | 0.03%                 | 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        |    204000 | PA      | $200638.18    | 0.02%             | 2027-11-18      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC                                                          | CHUBB INA HOLDINGS INC 3.05% 12/15/2061                                                           | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    120000 | PA      | $72060.01     | 0.01%             | 2061-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 2.875% 12/04/2051                                                           | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93279.20     | 0.01%             | 2051-12-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 2.279%/VAR 11/24/2027                                                                | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $393957.63    | 0.03%             | 2027-11-24      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 2.894%/VAR 11/24/2032                                                                | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    730000 | PA      | $652234.33    | 0.05%             | 2032-11-24      | Variable      | 0.03%                 | 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        |    140000 | PA      | $91420.64     | 0.01%             | 2051-12-02      | Fixed         | 0.03%                 | 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        |    140000 | PA      | $124390.21    | 0.01%             | 2031-12-02      | Fixed         | 0.02%                 | 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        |    140000 | PA      | $137828.78    | 0.01%             | 2026-12-02      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| 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        |    220000 | PA      | $195414.56    | 0.02%             | 2054-11-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 2% 11/18/2031                                                                      | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    240000 | PA      | $212119.84    | 0.02%             | 2031-11-18      | Fixed         | 0.02%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                       | UST NOTES 1.5% 11/30/2028                                                                         | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1091000 | PA      | $1027329.92   | 0.08%             | 2028-11-30      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 3.65% 12/01/2051                                                               | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67876.95     | 0.01%             | 2051-12-01      | Fixed         | 0.04%                 | 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        |    150000 | PA      | $148250.52    | 0.01%             | 2026-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 3.569% 12/01/2031                                                          | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     40000 | PA      | $36563.37     | 0.00%             | 2031-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | EMERA US FINANCE LP 2.639% 06/15/2031                                                             | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $107037.30    | 0.01%             | 2031-06-15      | Fixed         | 0.03%                 | 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        |    834876 | PA      | $710759.26    | 0.06%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |    730098 | PA      | $598471.97    | 0.05%             | 2051-12-01      | Fixed         | 0.02%                 | 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        |    723084 | PA      | $617394.62    | 0.05%             | 2051-12-01      | 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        |    589312 | PA      | $482331.30    | 0.04%             | 2051-12-01      | Fixed         | 0.02%                 | 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        |    845409 | PA      | $690616.42    | 0.06%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 2.1% 02/25/2032                                                                     | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43684.11     | 0.00%             | 2032-02-25      | Fixed         | 0.02%                 | 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        |    712555 | PA      | $606623.10    | 0.05%             | 2051-12-01      | 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        |    831277 | PA      | $680370.95    | 0.06%             | 2051-12-01      | Fixed         | 0.02%                 | 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        |   1108633 | PA      | $897676.68    | 0.07%             | 2051-12-01      | Fixed         | 0.02%                 | 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        |    888548 | PA      | $759506.28    | 0.06%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |    659979 | PA      | $564750.45    | 0.05%             | 2051-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2051#MA7706                                                                      | CUSIP: 36179WR34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     79988 | PA      | $71405.28     | 0.01%             | 2051-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                                                                    | NEWMONT CORP 2.6% 07/15/2032                                                                      | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226117.21    | 0.02%             | 2032-07-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 2.7% 12/15/2051                                                                        | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $29998.84     | 0.00%             | 2051-12-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | EMERSON ELECTRIC CO 2% 12/21/2028                                                                 | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274495.10    | 0.02%             | 2028-12-21      | Fixed         | 0.02%                 | 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        |    500000 | PA      | $490555.18    | 0.04%             | 2027-01-15      | Fixed         | 0.02%                 | 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        |    500000 | PA      | $440589.10    | 0.04%             | 2032-01-15      | Fixed         | 0.02%                 | 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        |    142069 | PA      | $117135.81    | 0.01%             | 2051-12-20      | Fixed         | 0.02%                 | 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        |    844156 | PA      | $683525.61    | 0.06%             | 2051-11-01      | Fixed         | 0.02%                 | 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        |    741307 | PA      | $600247.50    | 0.05%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/52#SD8188                                                                         | CUSIP: 3132DWCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1792123 | PA      | $1451107.87   | 0.12%             | 2052-01-01      | Fixed         | 0.02%                 | 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        |    100000 | PA      | $80056.10     | 0.01%             | 2041-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 11/01/2051#QD3265                                                                  | CUSIP: 3133B0TW3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87661 | PA      | $67481.24     | 0.01%             | 2051-11-01      | Fixed         | 0.01%                 | 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        |     54783 | PA      | $50766.64     | 0.00%             | 2051-05-20      | 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        |     80000 | PA      | $49107.13     | 0.00%             | 2051-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.25% 12/31/2026                                                                        | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2240000 | PA      | $2198822.51   | 0.18%             | 2026-12-31      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 01/37#MA4516                                                                         | CUSIP: 31418EAS9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    769409 | PA      | $707182.63    | 0.06%             | 2037-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#FS0208                                                                  | CUSIP: 3140XFGS4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37488 | PA      | $32148.92     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 1.95% 02/02/2027                                                              | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98210.61     | 0.01%             | 2027-02-02      | Fixed         | 0.02%                 | 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        |    619000 | PA      | $526998.03    | 0.04%             | 2034-02-12      | Fixed         | 0.04%                 | 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        |   1372869 | PA      | $1162335.85   | 0.10%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2622                                                                  | CUSIP: 3140QM4G6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53433 | PA      | $45822.92     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | 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        |    800000 | PA      | $787134.83    | 0.06%             | 2027-01-14      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 2.4% 03/30/2032                                                    | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $52900.51     | 0.00%             | 2032-03-30      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 1.95% 01/12/2027                                                            | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $98273.18     | 0.01%             | 2027-01-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 3.088%/VAR 01/10/2037                                                        | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $97822.74     | 0.01%             | 2037-01-10      | Variable      | 0.03%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 2.875% 06/15/2027                                                               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116831.95    | 0.01%             | 2027-06-15      | Fixed         | 0.03%                 | 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        |    132157 | PA      | $109033.15    | 0.01%             | 2051-07-01      | Fixed         | 0.02%                 | 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        |    105558 | PA      | $107491.79    | 0.01%             | 2048-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 2.45% 01/12/2032                                                            | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $79556.88     | 0.01%             | 2032-01-12      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 2.341%/VAR 01/19/2028                                                  | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    210000 | PA      | $206593.02    | 0.02%             | 2028-01-19      | Variable      | 0.02%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 3.45% 02/01/2052                                                    | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $58894.47     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 11/01/2050#BQ7835                                                                  | CUSIP: 3140KTV51<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     92671 | PA      | $90324.06     | 0.01%             | 2050-11-01      | Fixed         | 0.04%                 | 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        |   1959303 | PA      | $1656696.34   | 0.14%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 10/01/2048#ZA5757                                                                    | CUSIP: 31329PME0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67385 | PA      | $64166.36     | 0.01%             | 2048-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                                    | VONTIER CORP 2.4% 04/01/2028                                                                      | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57510.08     | 0.00%             | 2028-04-01      | Fixed         | 0.02%                 | 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        |     64120 | PA      | $57631.56     | 0.00%             | 2037-02-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 2.125% 01/21/2032                                                            | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    200000 | PA      | $178484.62    | 0.01%             | 2032-01-21      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 1.5% 01/01/2037#BQ6983                                                                  | CUSIP: 3140KSXM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326751 | PA      | $293686.96    | 0.02%             | 2037-01-01      | Fixed         | 0.01%                 | 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        |    331452 | PA      | $284741.33    | 0.02%             | 2052-01-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 01/20/2052#MA7826                                                                      | CUSIP: 36179WVT2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    250061 | PA      | $206175.75    | 0.02%             | 2052-01-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 2.95% 01/15/2052                                                                      | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62895.63     | 0.01%             | 2052-01-15      | Fixed         | 0.03%                 | 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        |     70584 | PA      | $57968.96     | 0.00%             | 2050-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.75% 01/31/2029                                                                        | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     81000 | PA      | $76510.20     | 0.01%             | 2029-01-31      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 11/01/2051#SD7548                                                                  | CUSIP: 3132DVL52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    124194 | PA      | $106623.49    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | 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        |   1740131 | PA      | $1471374.31   | 0.12%             | 2052-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#RA6388                                                                  | CUSIP: 3133KNCZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     67526 | PA      | $57909.69     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |    136463 | PA      | $111860.34    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 2.972%/VAR 02/04/2033                                                 | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81469.18     | 0.01%             | 2033-02-04      | Variable      | 0.03%                 | 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        |   1201000 | PA      | $723790.16    | 0.06%             | 2052-02-15      | Fixed         | 0.02%                 | 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        |     70032 | PA      | $57449.69     | 0.00%             | 2052-01-01      | Fixed         | 0.02%                 | 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        |    847853 | PA      | $728366.58    | 0.06%             | 2052-02-20      | Fixed         | 0.03%                 | 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        |    277854 | PA      | $255382.06    | 0.02%             | 2037-03-01      | Fixed         | 0.02%                 | 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        |    780000 | PA      | $568059.34    | 0.05%             | 2042-02-15      | Fixed         | 0.02%                 | 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        |    100000 | PA      | $92345.07     | 0.01%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.7% 03/15/2052                                                           | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    330000 | PA      | $237927.01    | 0.02%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 3.9% 03/15/2062                                                           | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70812.82     | 0.01%             | 2062-03-15      | 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        |     75040 | PA      | $67446.30     | 0.01%             | 2037-03-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 3% 03/01/2032                                                                         | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92145.32     | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 1.875% 02/28/2029                                                                       | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    230000 | PA      | $217727.34    | 0.02%             | 2029-02-28      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 02/20/2052#MA7880                                                                      | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    198785 | PA      | $163898.34    | 0.01%             | 2052-02-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| TELUS CORPORATION                                                               | TELUS CORPORATION 3.4% 05/13/2032                                                                 | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $118528.13    | 0.01%             | 2032-05-13      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 3.9% 02/28/2052                                                | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $14583.96     | 0.00%             | 2052-02-28      | Fixed         | 0.04%                 | 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        |     50000 | PA      | $47843.76     | 0.00%             | 2052-03-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ARCHER DANIELS MIDLAND CO                                                       | ARCHER DANIELS MIDLAND CO 2.9% 03/01/2032                                                         | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    230000 | PA      | $209827.84    | 0.02%             | 2032-03-01      | 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        |    100000 | PA      | $90361.89     | 0.01%             | 2055-02-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 2.55% 03/04/2027                                                              | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98549.42     | 0.01%             | 2027-03-04      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD8205                                                                  | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     90927 | PA      | $76884.00     | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 1.75% 03/15/2029                                                         | CUSIP: 298785JR8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |   1350000 | PA      | $1272245.63   | 0.10%             | 2029-03-15      | Fixed         | 0.02%                 | 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        |     70000 | PA      | $63378.40     | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                           | MASSACHUSETTS INSTITUTE OF TECHNOLOGY 3.067% 04/01/2052                                           | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133685.84    | 0.01%             | 2052-04-01      | 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        |    100000 | PA      | $98464.42     | 0.01%             | 2027-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 3.125% 04/01/2032                                                                      | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $119631.68    | 0.01%             | 2032-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 4.25% 03/15/2052                                                           | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $92871.93     | 0.01%             | 2052-03-15      | Fixed         | 0.04%                 | 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        |    150000 | PA      | $138900.20    | 0.01%             | 2032-03-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN CORP                                                     | BERKSHIRE HATHAWAY FIN CORP 3.85% 03/15/2052                                                      | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15095.44     | 0.00%             | 2052-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 03/20/2052#                                                                            | CUSIP: 36179WY85<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     71077 | PA      | $58602.71     | 0.00%             | 2052-03-20      | Fixed         | 0.02%                 | 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        |    188550 | PA      | $159000.34    | 0.01%             | 2041-10-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY MI UNIV REVS                                                         | UNIV MICH REVS 4.454% 4/1/2122                                                                    | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $62008.55     | 0.01%             | 2122-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2052#                                                                          | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    649989 | PA      | $573289.77    | 0.05%             | 2052-04-01      | 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 2.25% 01/25/2032                                                   | CUSIP: 3137H6LZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $715122.56    | 0.06%             | 2032-01-25      | Fixed         | 0.02%                 | 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        |    110000 | PA      | $103830.76    | 0.01%             | 2032-03-17      | Fixed         | 0.04%                 | 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        |     23905 | PA      | $21971.73     | 0.00%             | 2037-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 04/01/2037#                                                                          | CUSIP: 31418ECU2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777545 | PA      | $714538.83    | 0.06%             | 2037-04-01      | Fixed         | 0.02%                 | 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        |    641723 | PA      | $573467.20    | 0.05%             | 2051-08-20      | Fixed         | 0.03%                 | 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        |    291643 | PA      | $250542.67    | 0.02%             | 2052-03-20      | Fixed         | 0.03%                 | 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        |    372434 | PA      | $332471.56    | 0.03%             | 2052-03-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                                                                  | BRUNSWICK CORP 4.4% 09/15/2032                                                                    | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65857.59     | 0.01%             | 2032-09-15      | 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        |   2220000 | PA      | $2193915.00   | 0.18%             | 2027-03-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AB SVENSK EXPORTKREDIT                                                          | AB SVENSK EXPORTKREDIT 2.25% 03/22/2027                                                           | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $393697.31    | 0.03%             | 2027-03-22      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 4.2% 04/15/2032                                                                            | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104602.25    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | 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        |     54000 | PA      | $50604.71     | 0.00%             | 2032-04-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | CANADIAN IMPERIAL BK OF COMM 3.45% 04/07/2027                                                     | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    340000 | PA      | $337525.63    | 0.03%             | 2027-04-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4% 04/15/2029 144A                                                                   | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69305.77     | 0.01%             | 2029-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                     | EQUINIX INC 3.9% 04/15/2032                                                                       | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $160488.44    | 0.01%             | 2032-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.588%/VAR 05/04/2037                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47831.64     | 0.00%             | 2037-05-04      | Variable      | 0.05%                 | 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        |     65000 | PA      | $55301.08     | 0.00%             | 2051-11-01      | Fixed         | 0.05%                 | 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        |    190000 | PA      | $188858.44    | 0.02%             | 2027-05-04      | 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        |    140000 | PA      | $139659.40    | 0.01%             | 2037-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.611%/VAR 04/25/2053                                                      | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    250000 | PA      | $207279.44    | 0.02%             | 2053-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.926% 05/15/2037 144A                                                               | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77593.85     | 0.01%             | 2037-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2% 04/20/2052#                                                                            | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    406287 | PA      | $334983.80    | 0.03%             | 2052-04-20      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/20/2052#MA7988                                                                      | CUSIP: 36179W2V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    452841 | PA      | $404109.59    | 0.03%             | 2052-04-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 04/20/2052#                                                                          | CUSIP: 36179W2U1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167464 | PA      | $143863.68    | 0.01%             | 2052-04-20      | Fixed         | 0.03%                 | 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        |     70000 | PA      | $70063.26     | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 4.95% 02/15/2030                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $229632.14    | 0.02%             | 2030-02-15      | 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        |     70000 | PA      | $68982.14     | 0.01%             | 2032-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.337%/VAR 04/25/2033                                                         | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67457.27     | 0.01%             | 2033-04-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 04/30/2027                                                                        | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2550000 | PA      | $2522380.52   | 0.21%             | 2027-04-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 3.3% 05/03/2027                                                               | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29747.48     | 0.00%             | 2027-05-03      | Fixed         | 0.03%                 | 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        |      9000 | PA      | $7855.67      | 0.00%             | 2032-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 05/01/2037#MA4602                                                                    | CUSIP: 31418EDG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640182 | PA      | $588306.63    | 0.05%             | 2037-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.875% 05/15/2032                                                                       | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    120000 | PA      | $112228.13    | 0.01%             | 2032-05-15      | Fixed         | 0.03%                 | 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        |   1170000 | PA      | $811413.28    | 0.07%             | 2052-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 04/01/2052#MA4576                                                                  | CUSIP: 31418ECN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168680 | PA      | $129849.16    | 0.01%             | 2052-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                   | INTERCONTINENTAL EXCHANGE INC 4.95% 06/15/2052                                                    | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    130000 | PA      | $114607.87    | 0.01%             | 2052-06-15      | Fixed         | 0.05%                 | 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        |    240000 | PA      | $237058.94    | 0.02%             | 2033-03-15      | Fixed         | 0.05%                 | 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        |    400000 | PA      | $329593.75    | 0.03%             | 2042-05-15      | Fixed         | 0.03%                 | 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        |     90000 | PA      | $89570.99     | 0.01%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC 4.4% 06/01/2032                                                               | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98193.63     | 0.01%             | 2032-06-01      | 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        |     30000 | PA      | $29316.21     | 0.00%             | 2033-06-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 4.625% 05/15/2052                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $90580.09     | 0.01%             | 2052-05-15      | Fixed         | 0.05%                 | 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        |    270000 | PA      | $238153.15    | 0.02%             | 2032-02-15      | 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        |     90000 | PA      | $75560.99     | 0.01%             | 2062-05-15      | Fixed         | 0.05%                 | 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        |   1137025 | PA      | $1014666.05   | 0.08%             | 2052-05-20      | 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        |    541139 | PA      | $464877.28    | 0.04%             | 2052-05-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC 5.25% 06/01/2062                                                              | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25824.17     | 0.00%             | 2062-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.989%/VAR 05/26/2033                                                         | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29845.31     | 0.00%             | 2033-05-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CHURCH and DWIGHT INC                                                           | CHURCH and DWIGHT INC 5% 06/15/2052                                                               | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     40000 | PA      | $35836.18     | 0.00%             | 2052-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 05/31/2029                                                                        | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $512816.40    | 0.04%             | 2029-05-31      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.625% 05/31/2027                                                                       | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2770000 | PA      | $2732453.51   | 0.23%             | 2027-05-31      | Fixed         | 0.03%                 | 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        |    297822 | PA      | $266412.17    | 0.02%             | 2042-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.456% 06/08/2032                                                           | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $196634.28    | 0.02%             | 2032-06-08      | 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        |    770000 | PA      | $777654.46    | 0.06%             | 2027-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES INC                                                      | ADVANCED MICRO DEVICES INC 4.393% 06/01/2052                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24878.31     | 0.00%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.987% 11/01/2063                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    305000 | PA      | $161495.71    | 0.01%             | 2063-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.937% 11/01/2056                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    385000 | PA      | $213276.55    | 0.02%             | 2056-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 2.887% 11/01/2051                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    179000 | PA      | $103473.74    | 0.01%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.565%/VAR 06/14/2030                                                       | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    470000 | PA      | $470441.97    | 0.04%             | 2030-06-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3.5% 07/01/2052#MA4654                                                                  | CUSIP: 31418EE48<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2423194 | PA      | $2224511.44   | 0.18%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 3.132% 12/01/2051                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $11449.25     | 0.00%             | 2051-12-01      | Fixed         | 0.03%                 | 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        |    180000 | PA      | $151715.99    | 0.01%             | 2032-02-01      | 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        |     79000 | PA      | $77131.76     | 0.01%             | 2027-02-01      | 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        |     77136 | PA      | $68858.96     | 0.01%             | 2052-06-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 4.65% 07/15/2032                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110488.05    | 0.01%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                                        | KLA CORP 4.95% 07/15/2052                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $98459.73     | 0.01%             | 2052-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.25% 06/30/2029                                                                        | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $98183.59     | 0.01%             | 2029-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.25% 06/30/2027                                                                        | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     70000 | PA      | $69513.28     | 0.01%             | 2027-06-30      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | BIOGEN INC 3.25% 02/15/2051                                                                       | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    270000 | PA      | $170834.28    | 0.01%             | 2051-02-15      | Fixed         | 0.03%                 | 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        |    170383 | PA      | $160807.71    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#BT6823                                                                  | CUSIP: 3140LVSM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309736 | PA      | $261604.68    | 0.02%             | 2051-10-01      | 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        |    160000 | PA      | $150784.49    | 0.01%             | 2049-12-01      | 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        |     50000 | PA      | $46193.08     | 0.00%             | 2054-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 08/01/2037#MA4692                                                                  | CUSIP: 31418EGA2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153714 | PA      | $145166.16    | 0.01%             | 2037-08-01      | Fixed         | 0.03%                 | 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        |    130000 | PA      | $129335.19    | 0.01%             | 2033-07-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 07/20/2052#MA8149                                                                    | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    149857 | PA      | $138250.02    | 0.01%             | 2052-07-20      | Fixed         | 0.04%                 | 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        |     73145 | PA      | $65319.79     | 0.01%             | 2052-07-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 2.75% 07/31/2027                                                                        | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2460000 | PA      | $2425502.34   | 0.20%             | 2027-07-31      | 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        |   4810000 | PA      | $4626242.99   | 0.38%             | 2029-07-31      | 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        |     50000 | PA      | $49030.37     | 0.00%             | 2033-07-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC DEL                                                           | KINDER MORGAN INC DEL 5.45% 08/01/2052                                                            | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18463.35     | 0.00%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | GENERAL MOTORS CO 5.4% 10/15/2029                                                                 | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102251.78    | 0.01%             | 2029-10-15      | Fixed         | 0.05%                 | 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        |    121017 | PA      | $114329.27    | 0.01%             | 2052-07-01      | 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        |    286816 | PA      | $263747.51    | 0.02%             | 2052-06-01      | 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        |     70000 | PA      | $69949.23     | 0.01%             | 2028-08-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                                                            | COLGATE-PALMOLIVE CO 3.1% 08/15/2027                                                              | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    430000 | PA      | $425327.93    | 0.04%             | 2027-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.501%/VAR 08/09/2028                                                                | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $222516.15    | 0.02%             | 2028-08-09      | Variable      | 0.06%                 | 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        |   4160000 | PA      | $2957175.02   | 0.24%             | 2052-08-15      | Fixed         | 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        |   7776000 | PA      | $7191888.73   | 0.59%             | 2032-08-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.402%/VAR 08/11/2033                                                           | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253903.38    | 0.02%             | 2033-08-11      | Variable      | 0.05%                 | 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        |     90588 | PA      | $76894.19     | 0.01%             | 2051-01-01      | Fixed         | 0.03%                 | 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        |     70000 | PA      | $70171.64     | 0.01%             | 2052-09-01      | Variable      | 0.06%                 | 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        |     20000 | PA      | $18404.07     | 0.00%             | 2052-08-15      | Fixed         | 0.06%                 | 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        |    106413 | PA      | $93764.78     | 0.01%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 03/01/2052#MA4593                                                                    | CUSIP: 31418EC73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    299705 | PA      | $283985.94    | 0.02%             | 2052-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 1.5% 04/01/2052#FS2099                                                                  | CUSIP: 3140XHKM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176758 | PA      | $136177.73    | 0.01%             | 2052-04-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 4.9% 03/15/2033                                                                         | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78578.29     | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 5.4% 08/15/2032                                                               | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138840.87    | 0.01%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| M and T BANK CORP                                                               | M and T BANK CORP 4.553%/VAR 08/16/2028                                                           | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169880.28    | 0.01%             | 2028-08-16      | Variable      | 0.05%                 | 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        |    170000 | PA      | $164511.59    | 0.01%             | 2032-12-15      | Fixed         | 0.04%                 | 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        |    225778 | PA      | $213009.98    | 0.02%             | 2052-08-20      | 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        |     50000 | PA      | $43313.92     | 0.00%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 4.2% 03/01/2033                                                                         | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250926.41    | 0.02%             | 2033-03-01      | 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        |    270000 | PA      | $272212.31    | 0.02%             | 2032-08-19      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4.15% 03/15/2033                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252763.93    | 0.02%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| EATON CORP                                                                      | EATON CORP 4.7% 08/23/2052                                                                        | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17507.92     | 0.00%             | 2052-08-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.125% 08/31/2027                                                                       | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1900000 | PA      | $1881371.09   | 0.15%             | 2027-08-31      | 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        |    820000 | PA      | $800685.15    | 0.07%             | 2029-08-31      | Fixed         | 0.03%                 | 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        |     60000 | PA      | $43696.98     | 0.00%             | 2049-11-15      | 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        |    309418 | PA      | $291896.33    | 0.02%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5% 04/15/2033                                                                       | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    470000 | PA      | $472448.79    | 0.04%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 5.15% 09/09/2052                                                                   | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45174.77     | 0.00%             | 2052-09-09      | Fixed         | 0.05%                 | 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        |    200000 | PA      | $204529.62    | 0.02%             | 2028-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5% 11/01/2032                                                                 | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109304.34    | 0.01%             | 2032-11-01      | Fixed         | 0.05%                 | 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        |    150000 | PA      | $150575.07    | 0.01%             | 2032-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.717%/VAR 09/14/2033                                                       | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124244.31    | 0.01%             | 2033-09-14      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                              | UNION PACIFIC CORP 5.15% 01/20/2063                                                               | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $107336.64    | 0.01%             | 2063-01-20      | Fixed         | 0.05%                 | 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        |     55000 | PA      | $52015.10     | 0.00%             | 2053-01-15      | Fixed         | 0.06%                 | 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        |    605000 | PA      | $615826.81    | 0.05%             | 2033-01-15      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $44254.39     | 0.00%             | 2052-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.8% 09/15/2062                                                                  | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $163018.81    | 0.01%             | 2062-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2052#SD8257                                                                  | CUSIP: 3132DWE66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    697104 | PA      | $675308.22    | 0.06%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 09/01/2052#SD8243                                                                  | CUSIP: 3132DWEQ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    770376 | PA      | $706970.74    | 0.06%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 04/01/2052#BV7702                                                                  | CUSIP: 3140MMRY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     62084 | PA      | $52243.33     | 0.00%             | 2052-04-01      | 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        |    467800 | PA      | $441510.35    | 0.04%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT                           | INTERNATIONAL BK RECON and DEVEL 3.625% 09/21/2029                                                | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258012.36    | 0.02%             | 2029-09-21      | Fixed         | 0.04%                 | 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        |    449000 | PA      | $483313.48    | 0.04%             | 2038-06-01      | Fixed         | 0.07%                 | 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        |     71803 | PA      | $71619.59     | 0.01%             | 2052-09-20      | Fixed         | 0.05%                 | 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        |    366627 | PA      | $356202.00    | 0.03%             | 2052-08-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 09/20/2052#MA8266                                                                    | CUSIP: 36179XFF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    503543 | PA      | $464541.77    | 0.04%             | 2052-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 09/30/2027                                                                       | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2460000 | PA      | $2470089.84   | 0.20%             | 2027-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                                                           | JACKSON FINANCIAL INC 4% 11/23/2051                                                               | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26641.01     | 0.00%             | 2051-11-23      | 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        |    180000 | PA      | $187131.92    | 0.02%             | 2032-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 12/20/2051#MA7769                                                                    | CUSIP: 36179WT24<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    163606 | PA      | $151458.34    | 0.01%             | 2051-12-20      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $202130.00    | 0.02%             | 2027-10-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.85% 10/11/2029                                                          | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $410375.95    | 0.03%             | 2029-10-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                                                     | PROLOGIS LP 1.75% 02/01/2031                                                                      | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    370000 | PA      | $325093.88    | 0.03%             | 2031-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2052#BW7235                                                                    | CUSIP: 3140N0BD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389763 | PA      | $387279.12    | 0.03%             | 2052-10-01      | Fixed         | 0.05%                 | 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        |     75466 | PA      | $75032.22     | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | 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        |    166411 | PA      | $165350.72    | 0.01%             | 2052-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 09/01/2052#QF0133                                                                    | CUSIP: 3133BMEE1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    301798 | PA      | $285214.66    | 0.02%             | 2052-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2052#SD8266                                                                  | CUSIP: 3132DWFF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    555509 | PA      | $538140.12    | 0.04%             | 2052-11-01      | 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        |    394919 | PA      | $382571.13    | 0.03%             | 2052-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/52#FS1995                                                                       | CUSIP: 3140XHGD3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    189541 | PA      | $159497.35    | 0.01%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 6.342%/VAR 10/18/2033                                                              | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    320000 | PA      | $342391.62    | 0.03%             | 2033-10-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 5.802%/VAR 10/25/2028                                                   | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112461.12    | 0.01%             | 2028-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.85%/VAR 10/21/2033                                                               | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73546.76     | 0.01%             | 2033-10-21      | Variable      | 0.06%                 | 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        |    379533 | PA      | $369147.52    | 0.03%             | 2052-10-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5% 10/20/2052#MA8348                                                                      | CUSIP: 36179XHZ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    358082 | PA      | $357164.55    | 0.03%             | 2052-10-20      | Fixed         | 0.05%                 | 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        |    617362 | PA      | $582402.42    | 0.05%             | 2052-10-20      | 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        |    214145 | PA      | $213730.89    | 0.02%             | 2052-07-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.9% 11/15/2063                                                              | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204489.14    | 0.02%             | 2063-11-15      | Fixed         | 0.06%                 | 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        |    100000 | PA      | $102579.31    | 0.01%             | 2027-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 10/31/2029                                                                           | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1950000 | PA      | $1957769.54   | 0.16%             | 2029-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2027                                                                       | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2270000 | PA      | $2279399.21   | 0.19%             | 2027-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| 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        |     60000 | PA      | $63491.84     | 0.01%             | 2033-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 6.361%/VAR 10/27/2028                                                         | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123391.97    | 0.01%             | 2028-10-27      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.75% 11/01/2032                                                       | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105412.54    | 0.01%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 6.05% 02/15/2063                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59976.29     | 0.00%             | 2063-02-15      | 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        |     90000 | PA      | $92401.33     | 0.01%             | 2033-02-15      | 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        |     90000 | PA      | $91580.31     | 0.01%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 6.037%/VAR 10/28/2033                                              | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31728.66     | 0.00%             | 2033-10-28      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 7.39%/VAR 11/03/2028                                                            | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $229321.79    | 0.02%             | 2028-11-03      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 8.113%/VAR 11/03/2033                                                           | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $228974.98    | 0.02%             | 2033-11-03      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | TRUIST FINANCIAL CORP 6.123%/VAR 10/28/2033                                                       | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31716.31     | 0.00%             | 2033-10-28      | Variable      | 0.06%                 | 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        |    250000 | PA      | $234911.66    | 0.02%             | 2032-03-24      | 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        |      5290 | PA      | $5292.81      | 0.00%             | 2027-06-15      | Fixed         | 0.05%                 | 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        |   3300000 | PA      | $2835292.98   | 0.23%             | 2052-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/15/2032                                                                       | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2940000 | PA      | $2941033.59   | 0.24%             | 2032-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 5.85% 11/15/2027                                                    | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102208.09    | 0.01%             | 2027-11-15      | Fixed         | 0.06%                 | 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        |    500000 | PA      | $513646.68    | 0.04%             | 2028-11-10      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 6.75% 12/01/2027                                                             | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186044.57    | 0.02%             | 2027-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                                                                    | QUALCOMM INC 6% 05/20/2053                                                                        | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142393.25    | 0.01%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 5.4% 05/20/2033                                                                      | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260156.58    | 0.02%             | 2033-05-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 5.45% 11/10/2027                                                         | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387433.03    | 0.03%             | 2027-11-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2052#SD7554                                                                  | CUSIP: 3132DVMB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    136913 | PA      | $117414.87    | 0.01%             | 2052-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2550                                                                  | CUSIP: 3140QMZQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     66373 | PA      | $56920.08     | 0.00%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 06/01/2052#SD1116                                                                  | CUSIP: 3132DNGZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    158381 | PA      | $145642.28    | 0.01%             | 2052-06-01      | Fixed         | 0.04%                 | 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        |     67939 | PA      | $69683.68     | 0.01%             | 2052-12-01      | Fixed         | 0.06%                 | 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        |    394076 | PA      | $405239.80    | 0.03%             | 2052-12-01      | Fixed         | 0.06%                 | 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        |    168525 | PA      | $173115.38    | 0.01%             | 2052-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 6.27%/VAR 11/17/2033                                                                | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106878.86    | 0.01%             | 2033-11-17      | Variable      | 0.06%                 | 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        |    373380 | PA      | $377669.24    | 0.03%             | 2052-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2052#BX1762                                                                  | CUSIP: 3140N55Y6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341971 | PA      | $345899.54    | 0.03%             | 2052-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                        | EBAY INC 5.95% 11/22/2027                                                                         | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173896.69    | 0.01%             | 2027-11-22      | Fixed         | 0.06%                 | 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        |   3480000 | PA      | $3148992.18   | 0.26%             | 2042-11-15      | 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        |    411326 | PA      | $387952.78    | 0.03%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 4.95% 11/21/2032                                                     | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213526.66    | 0.02%             | 2032-11-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 2.5% 04/01/2036#QN6018                                                                  | CUSIP: 3133GCVK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    139520 | PA      | $132023.26    | 0.01%             | 2036-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.1% 11/15/2032                                                                         | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231765.18    | 0.02%             | 2032-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.65% 02/01/2033                                                               | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103937.93    | 0.01%             | 2033-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 11/30/2027                                                                       | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1840000 | PA      | $1841078.13   | 0.15%             | 2027-11-30      | 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        |   2450000 | PA      | $2449425.77   | 0.20%             | 2029-11-30      | 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        |    303944 | PA      | $295627.68    | 0.02%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3% 11/20/2052#MA8424                                                                      | CUSIP: 36179XLD6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    147064 | PA      | $131559.69    | 0.01%             | 2052-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 10/20/2052#MA8345                                                                    | CUSIP: 36179XHW9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    387583 | PA      | $357563.36    | 0.03%             | 2052-10-20      | Fixed         | 0.04%                 | 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        |     73557 | PA      | $73368.72     | 0.01%             | 2052-11-20      | Fixed         | 0.05%                 | 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        |     80000 | PA      | $88297.51     | 0.01%             | 2032-11-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2052#MA4807                                                                  | CUSIP: 31418EKV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20333 | PA      | $20566.45     | 0.00%             | 2052-11-01      | Fixed         | 0.06%                 | 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        |     90000 | PA      | $91402.09     | 0.01%             | 2028-12-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 6.25% 03/15/2053                                                           | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121365.68    | 0.01%             | 2053-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.75% 02/15/2033                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    490000 | PA      | $509601.17    | 0.04%             | 2033-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2052#BW1215                                                                  | CUSIP: 3140MSK53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    291030 | PA      | $281930.49    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 06/01/2052#QE4056                                                                  | CUSIP: 3133BDQH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    199841 | PA      | $193717.19    | 0.02%             | 2052-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 02/01/2052#RA6804                                                                    | CUSIP: 3133KNRZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    637990 | PA      | $561111.51    | 0.05%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 12/01/2051#QD2075                                                                  | CUSIP: 3133AYJU5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    947019 | PA      | $796760.72    | 0.07%             | 2051-12-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 1.5% 10/01/2051#SD0721                                                                  | CUSIP: 3132DMYS8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165513 | PA      | $127514.25    | 0.01%             | 2051-10-01      | Fixed         | 0.01%                 | 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        |    467130 | PA      | $464154.10    | 0.04%             | 2053-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2052#QF2012                                                                  | CUSIP: 3133BPGV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    302705 | PA      | $306181.78    | 0.03%             | 2052-10-01      | Fixed         | 0.06%                 | 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        |    281329 | PA      | $279325.94    | 0.02%             | 2052-10-01      | Fixed         | 0.05%                 | 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        |    513774 | PA      | $524772.87    | 0.04%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 12/20/2052#MA8488                                                                      | CUSIP: 36179XND4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    125509 | PA      | $118479.65    | 0.01%             | 2052-12-20      | 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        |    124662 | PA      | $126743.50    | 0.01%             | 2052-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 3.5% 12/20/2052#MA8487                                                                    | CUSIP: 36179XNC6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    206120 | PA      | $190155.45    | 0.02%             | 2052-12-20      | Fixed         | 0.04%                 | 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        |     41487 | PA      | $38273.39     | 0.00%             | 2052-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 4.55% 09/15/2032                                                       | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148105.40    | 0.01%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 12/31/2027                                                                       | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2950000 | PA      | $2951959.10   | 0.24%             | 2027-12-31      | Fixed         | 0.04%                 | 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        |     60000 | PA      | $59559.41     | 0.00%             | 2027-08-15      | 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        |     60000 | PA      | $57268.87     | 0.00%             | 2032-08-15      | 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        |    150000 | PA      | $117999.20    | 0.01%             | 2052-08-15      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $103143.79    | 0.01%             | 2033-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC 5.25% 01/15/2054                                                                      | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $128686.49    | 0.01%             | 2054-01-15      | Fixed         | 0.05%                 | 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        |    200000 | PA      | $206361.46    | 0.02%             | 2029-01-10      | Variable      | 0.07%                 | 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        |    360000 | PA      | $364574.29    | 0.03%             | 2028-01-10      | Fixed         | 0.05%                 | 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        |    250000 | PA      | $264395.06    | 0.02%             | 2033-03-15      | Fixed         | 0.06%                 | 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        |    110000 | PA      | $111864.25    | 0.01%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 4.9% 02/01/2033                                                            | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211807.64    | 0.02%             | 2033-02-01      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $105963.99    | 0.01%             | 2033-01-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.75% 01/15/2053                                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103758.63    | 0.01%             | 2053-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5% 07/17/2033                                                             | CUSIP: 718286CW5<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $198750.00    | 0.02%             | 2033-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.7% 01/12/2033                                                          | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69737.57     | 0.01%             | 2033-01-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2053#MA4918                                                                    | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    311963 | PA      | $309682.45    | 0.03%             | 2053-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2053#QF6556                                                                  | CUSIP: 3133BUH91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    172925 | PA      | $167518.09    | 0.01%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#QF6139                                                                  | CUSIP: 3133BTZC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    162778 | PA      | $163963.83    | 0.01%             | 2053-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 01/01/2053#QF6143                                                                  | CUSIP: 3133BTZG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    213338 | PA      | $215271.62    | 0.02%             | 2053-01-01      | Fixed         | 0.06%                 | 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        |    500541 | PA      | $505519.85    | 0.04%             | 2053-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                            | WEC ENERGY GROUP INC 4.75% 01/15/2028                                                             | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141024.41    | 0.01%             | 2028-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.948%/VAR 01/19/2038                                                              | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194638.16    | 0.02%             | 2038-01-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 01/31/2030                                                                         | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2340000 | PA      | $2307459.38   | 0.19%             | 2030-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 4% 01/20/2053#MA8567                                                                      | CUSIP: 36179XQU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157368 | PA      | $148555.15    | 0.01%             | 2053-01-20      | Fixed         | 0.04%                 | 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        |    122718 | PA      | $124728.73    | 0.01%             | 2053-01-20      | Fixed         | 0.06%                 | 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        |    100000 | PA      | $99453.82     | 0.01%             | 2034-01-26      | Variable      | 0.05%                 | 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        |    120000 | PA      | $121375.04    | 0.01%             | 2030-02-01      | Fixed         | 0.05%                 | 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        |    240000 | PA      | $241197.62    | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 4.75% 02/01/2033                                                                     | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39388.76     | 0.00%             | 2033-02-01      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $39509.13     | 0.00%             | 2034-01-27      | Variable      | 0.05%                 | 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        |    250000 | PA      | $255792.23    | 0.02%             | 2034-02-01      | Variable      | 0.06%                 | 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        |    250000 | PA      | $254136.50    | 0.02%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 4.45% 03/01/2033                                                            | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147030.63    | 0.01%             | 2033-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 4.653%/VAR 02/01/2029                                                              | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    240000 | PA      | $241097.84    | 0.02%             | 2029-02-01      | Variable      | 0.05%                 | 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        |    150000 | PA      | $148241.57    | 0.01%             | 2034-02-01      | Variable      | 0.05%                 | 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        |    600000 | PA      | $481546.87    | 0.04%             | 2053-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 02/15/2033                                                                         | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    180000 | PA      | $173193.75    | 0.01%             | 2033-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.9% 02/06/2033                                                                       | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236922.26    | 0.02%             | 2033-02-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.65% 03/01/2053                                                                          | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109614.09    | 0.01%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 02/20/2053#MA8648                                                                    | CUSIP: 36179XTD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    127163 | PA      | $129166.57    | 0.01%             | 2053-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 4.7% 03/15/2033                                                             | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29967.22     | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | 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        |    125000 | PA      | $125865.71    | 0.01%             | 2033-07-15      | 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        |    100000 | PA      | $100703.85    | 0.01%             | 2028-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.2% 02/10/2033                                                                        | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    710000 | PA      | $715560.61    | 0.06%             | 2033-02-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.7% 02/10/2053                                                                        | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73661.23     | 0.01%             | 2053-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.9% 02/10/2063                                                                        | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83485.51     | 0.01%             | 2063-02-10      | Fixed         | 0.06%                 | 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        |    300000 | PA      | $300970.81    | 0.02%             | 2033-02-13      | 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        |   2990000 | PA      | $2656778.52   | 0.22%             | 2043-02-15      | Fixed         | 0.04%                 | 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        |    357731 | PA      | $361505.17    | 0.03%             | 2053-03-01      | Fixed         | 0.06%                 | 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        |    464142 | PA      | $426375.96    | 0.04%             | 2052-05-01      | 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        |    605666 | PA      | $599649.08    | 0.05%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 3.75% 02/14/2033                                                         | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $97587.66     | 0.01%             | 2033-02-14      | 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        |     16475 | PA      | $16515.97     | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $102774.25    | 0.01%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 5.125% 02/15/2030                                                          | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193864.82    | 0.02%             | 2030-02-15      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $30306.91     | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | 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        |    130000 | PA      | $119117.71    | 0.01%             | 2053-02-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.25% 02/21/2033                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252856.52    | 0.02%             | 2033-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                                                        | TUCSON ELECTRIC POWER CO 5.5% 04/15/2053                                                          | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46652.99     | 0.00%             | 2053-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.625% 05/15/2033                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128740.71    | 0.01%             | 2033-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 01/01/2038#MA4861                                                                  | CUSIP: 31418EMK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     53254 | PA      | $51340.49     | 0.00%             | 2038-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.75% 03/02/2063                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134666.71    | 0.01%             | 2063-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.65% 03/02/2053                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    182000 | PA      | $176274.67    | 0.01%             | 2053-03-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.25% 03/02/2033                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102622.79    | 0.01%             | 2033-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | AMGEN INC 5.15% 03/02/2028                                                                        | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    480000 | PA      | $487034.21    | 0.04%             | 2028-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/28/2030                                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4440000 | PA      | $4456823.43   | 0.37%             | 2030-02-28      | 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        |   3120000 | PA      | $3130237.50   | 0.26%             | 2028-02-29      | 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        |    257207 | PA      | $261682.56    | 0.02%             | 2052-10-20      | Fixed         | 0.06%                 | 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        |    153568 | PA      | $153030.65    | 0.01%             | 2053-01-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PILGRIMS PRIDE CORP NEW                                                         | PILGRIMS PRIDE CORP NEW 3.5% 03/01/2032                                                           | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90774.42     | 0.01%             | 2032-03-01      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $102762.33    | 0.01%             | 2033-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 5.8% 03/01/2033                                               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136153.83    | 0.01%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | EASTMAN CHEMICAL CO 5.75% 03/08/2033                                                              | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82689.73     | 0.01%             | 2033-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                              | AON CORP / AON GLOBAL HOLDINGS PLC 5.35% 02/28/2033                                               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $204825.12    | 0.02%             | 2033-02-28      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $44668.32     | 0.00%             | 2053-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 4.875% 03/03/2033                                                       | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366956.34    | 0.03%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| RTX CORP                                                                        | RTX CORP 5.15% 02/27/2033                                                                         | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244764.31    | 0.02%             | 2033-02-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.05% 03/03/2053                                                        | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17792.19     | 0.00%             | 2053-03-03      | Fixed         | 0.05%                 | 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        |    110000 | PA      | $104855.17    | 0.01%             | 2053-04-01      | Fixed         | 0.05%                 | 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        |    160000 | PA      | $165238.86    | 0.01%             | 2033-03-15      | Fixed         | 0.06%                 | 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        |     45000 | PA      | $43110.69     | 0.00%             | 2053-03-02      | Fixed         | 0.06%                 | 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        |    130000 | PA      | $122871.37    | 0.01%             | 2053-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELECTRIC POWER INC 5.625% 03/01/2033                                                     | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144665.29    | 0.01%             | 2033-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.1% 04/01/2033                                                             | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71420.13     | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | 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        |    110000 | PA      | $111919.53    | 0.01%             | 2033-03-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 5.25% 05/15/2053                                                              | CUSIP: 69351UBB8<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18537.31     | 0.00%             | 2053-05-15      | Fixed         | 0.05%                 | 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        |    150000 | PA      | $136786.66    | 0.01%             | 2032-03-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 2.45% 03/01/2027                                                               | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    590000 | PA      | $580595.34    | 0.05%             | 2027-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 4.75% 08/01/2028                                                               | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141484.47    | 0.01%             | 2028-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                               | EVERSOURCE ENERGY 5.45% 03/01/2028                                                                | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152434.11    | 0.01%             | 2028-03-01      | Fixed         | 0.05%                 | 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        |    210000 | PA      | $222525.90    | 0.02%             | 2034-03-09      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 5.25% 03/15/2033                                                         | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102939.08    | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.7% 03/08/2033                                                                      | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $227895.02    | 0.02%             | 2033-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.45% 03/15/2053                                                       | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37765.44     | 0.00%             | 2053-03-15      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $91998.09     | 0.01%             | 2053-04-01      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $40697.57     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | 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        |    120000 | PA      | $122518.31    | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                                           | EVERGY KANSAS CENTRAL 5.7% 03/15/2053                                                             | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19679.58     | 0.00%             | 2053-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.9% 03/14/2033                                                             | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203406.70    | 0.02%             | 2033-03-14      | Fixed         | 0.05%                 | 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        |    160000 | PA      | $150446.56    | 0.01%             | 2053-03-15      | Fixed         | 0.05%                 | 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        |    191483 | PA      | $196079.68    | 0.02%             | 2052-12-20      | Fixed         | 0.06%                 | 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        |     76000 | PA      | $77393.71     | 0.01%             | 2028-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.05% 04/15/2053                                                           | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87969.50     | 0.01%             | 2053-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.25% 01/15/2029                                                           | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99822.27     | 0.01%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                                     | NUTRIEN LTD 4.9% 03/27/2028                                                                       | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $161319.99    | 0.01%             | 2028-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 03/31/2028                                                                       | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1770000 | PA      | $1763569.93   | 0.15%             | 2028-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6% 01/20/2053#MA8571                                                                      | CUSIP: 36179XQY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    337748 | PA      | $345645.11    | 0.03%             | 2053-01-20      | Fixed         | 0.06%                 | 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        |     40581 | PA      | $40647.09     | 0.00%             | 2028-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PWR and LT CO                                                         | WISCONSIN PWR and LT CO 4.95% 04/01/2033                                                          | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100345.15    | 0.01%             | 2033-04-01      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $91946.00     | 0.01%             | 2053-04-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 5.85% 04/01/2063                                                                    | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105294.05    | 0.01%             | 2063-04-01      | Fixed         | 0.06%                 | 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        |     30000 | PA      | $28910.80     | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | 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        |    100000 | PA      | $98733.14     | 0.01%             | 2033-08-15      | Fixed         | 0.04%                 | 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        |     59751 | PA      | $59800.99     | 0.00%             | 2028-02-16      | Fixed         | 0.04%                 | 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        |      5038 | PA      | $5039.23      | 0.00%             | 2027-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.8% 05/12/2028                                                          | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319331.17    | 0.03%             | 2028-05-12      | Fixed         | 0.07%                 | 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        |    537063 | PA      | $542392.75    | 0.04%             | 2053-04-01      | Fixed         | 0.06%                 | 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        |     50000 | PA      | $49865.86     | 0.00%             | 2033-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 3.625% 04/13/2028                                                             | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    250000 | PA      | $248543.50    | 0.02%             | 2028-04-13      | 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        |    200000 | PA      | $202966.49    | 0.02%             | 2029-04-19      | Variable      | 0.05%                 | 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        |    122618 | PA      | $126426.61    | 0.01%             | 2053-01-01      | Fixed         | 0.06%                 | 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        |    249025 | PA      | $258517.32    | 0.02%             | 2053-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 3.9% 04/15/2028                                                                       | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249799.24    | 0.02%             | 2028-04-15      | 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        |    350000 | PA      | $344612.14    | 0.03%             | 2033-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.5% 04/15/2053                                                                       | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     70000 | PA      | $60576.63     | 0.00%             | 2053-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| FEDERAL REALTY OP LP                                                            | FEDERAL REALTY OP LP 5.375% 05/01/2028                                                            | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50761.56     | 0.00%             | 2028-05-01      | Fixed         | 0.05%                 | 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        |     72764 | PA      | $72946.57     | 0.01%             | 2028-01-18      | Fixed         | 0.05%                 | 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        |    280000 | PA      | $284193.33    | 0.02%             | 2034-04-24      | Variable      | 0.05%                 | 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        |    367432 | PA      | $373107.86    | 0.03%             | 2053-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 6.5% 12/20/2052#MA8493                                                                    | CUSIP: 36179XNJ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    171956 | PA      | $179362.09    | 0.01%             | 2052-12-20      | Fixed         | 0.07%                 | 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        |    165071 | PA      | $160348.10    | 0.01%             | 2053-04-20      | Fixed         | 0.04%                 | 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        |    304371 | PA      | $303021.19    | 0.02%             | 2053-04-20      | Fixed         | 0.05%                 | 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        |    500000 | PA      | $506077.44    | 0.04%             | 2034-04-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2050#BQ3331                                                                    | CUSIP: 3140KNVZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57767 | PA      | $47027.46     | 0.00%             | 2050-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2050#BQ4926                                                                    | CUSIP: 3140KQPL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     67437 | PA      | $54899.48     | 0.00%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.164%/VAR 04/20/2029                                                              | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202303.64    | 0.02%             | 2029-04-20      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.25%/VAR 04/21/2034                                                               | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    420000 | PA      | $421311.47    | 0.03%             | 2034-04-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 4.2% 11/15/2069                                                                | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $51486.94     | 0.00%             | 2069-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 4.967%/VAR 04/26/2034                                                   | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120306.83    | 0.01%             | 2034-04-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 04/30/2030                                                                         | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $649945.31    | 0.05%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 04/30/2028                                                                         | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4620000 | PA      | $4590403.36   | 0.38%             | 2028-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5% 05/02/2033                                                                | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $131151.91    | 0.01%             | 2033-05-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | CROWN CASTLE INC 5.1% 05/01/2033                                                                  | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157737.67    | 0.01%             | 2033-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.043%/VAR 05/01/2034                                                         | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90136.44     | 0.01%             | 2034-05-01      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 3.15% 12/15/2029                                                                   | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162161.67    | 0.01%             | 2029-12-15      | 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        |     70000 | PA      | $70771.25     | 0.01%             | 2028-05-15      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $100847.77    | 0.01%             | 2033-05-15      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $55980.82     | 0.00%             | 2053-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.35% 05/15/2053                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97257.59     | 0.01%             | 2053-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.5% 05/15/2064                                                                      | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17712.61     | 0.00%             | 2064-05-15      | Fixed         | 0.06%                 | 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        |    200000 | PA      | $201577.27    | 0.02%             | 2033-05-17      | Fixed         | 0.05%                 | 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        |     80000 | PA      | $75023.66     | 0.01%             | 2032-04-05      | 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        |   3460000 | PA      | $3296055.48   | 0.27%             | 2033-05-15      | Fixed         | 0.03%                 | 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        |   2520000 | PA      | $2020626.57   | 0.17%             | 2053-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 3.85% 04/05/2029                                                         | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78098.70     | 0.01%             | 2029-04-05      | 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        |    488835 | PA      | $413443.67    | 0.03%             | 2041-07-01      | 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 4.43% 02/25/2033                                                   | CUSIP: 3137HA2B1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $124891.31    | 0.01%             | 2033-02-25      | 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        |    150000 | PA      | $135180.86    | 0.01%             | 2053-05-17      | Fixed         | 0.05%                 | 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        |    150000 | PA      | $149562.90    | 0.01%             | 2033-05-17      | 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        |    100000 | PA      | $100117.27    | 0.01%             | 2028-05-17      | 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        |    125000 | PA      | $126195.79    | 0.01%             | 2028-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.3% 05/10/2033                                                                         | CUSIP: 037833EV8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250355.38    | 0.02%             | 2033-05-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 10/01/2052#QF1731                                                                  | CUSIP: 3133BN4Q3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    245761 | PA      | $237827.66    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 06/01/2053#                                                                          | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1053421 | PA      | $1043745.80   | 0.09%             | 2053-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 11/01/2052#QF3278                                                                  | CUSIP: 3133BQUB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     66974 | PA      | $69515.33     | 0.01%             | 2052-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                         | ENTERGY MISSISSIPPI LLC 5% 09/01/2033                                                             | CUSIP: 29366WAD8<br>LEI: FKUZOUT82DOBGXFS6K20 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90348.96     | 0.01%             | 2033-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 5.1% 05/11/2033                                    | CUSIP: 0778FPAL3<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $100116.38    | 0.01%             | 2033-05-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 10/01/2050#BQ3004                                                                    | CUSIP: 3140KNKS6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    585040 | PA      | $476274.67    | 0.04%             | 2050-10-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2050#BQ5112                                                                    | CUSIP: 3140KQVE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    373779 | PA      | $304289.55    | 0.03%             | 2050-11-01      | Fixed         | 0.02%                 | 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        |     20000 | PA      | $20209.28     | 0.00%             | 2033-05-15      | Fixed         | 0.05%                 | 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        |   1750000 | PA      | $1550117.10   | 0.13%             | 2043-05-15      | 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        |     40000 | PA      | $35144.01     | 0.00%             | 2063-05-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 11/01/2040#RB5084                                                                  | CUSIP: 3133KYUH0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    150708 | PA      | $128384.95    | 0.01%             | 2040-11-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.34% 05/19/2063                                            | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    250000 | PA      | $227081.67    | 0.02%             | 2063-05-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                           | PFIZER INVESTMENT ENTERPRISES PTE LTD 5.3% 05/19/2053                                             | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    154000 | PA      | $143122.99    | 0.01%             | 2053-05-19      | Fixed         | 0.05%                 | 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        |    150000 | PA      | $141539.35    | 0.01%             | 2043-05-19      | Fixed         | 0.05%                 | 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        |    200000 | PA      | $199238.01    | 0.02%             | 2033-05-19      | Fixed         | 0.05%                 | 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        |    113000 | PA      | $113857.39    | 0.01%             | 2030-05-19      | Fixed         | 0.05%                 | 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        |    270000 | PA      | $271602.47    | 0.02%             | 2028-05-19      | Fixed         | 0.04%                 | 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        |    246883 | PA      | $239664.94    | 0.02%             | 2053-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 4.625% 05/15/2030                                                           | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    330000 | PA      | $333198.15    | 0.03%             | 2030-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                                                                   | BLACKROCK INC 4.75% 05/25/2033                                                                    | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160837.76    | 0.01%             | 2033-05-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 5.2% 06/01/2033                                                        | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101752.86    | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/31/2030                                                                        | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2570000 | PA      | $2554339.06   | 0.21%             | 2030-05-31      | Fixed         | 0.04%                 | 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        |     90000 | PA      | $92328.45     | 0.01%             | 2032-08-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 5.4% 06/01/2033                                                                     | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101333.34    | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | 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        |    140000 | PA      | $140690.13    | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $37198.83     | 0.00%             | 2055-02-15      | 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        |    880000 | PA      | $897850.32    | 0.07%             | 2034-06-01      | Variable      | 0.05%                 | 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        |    100000 | PA      | $100757.02    | 0.01%             | 2052-12-15      | Variable      | 0.07%                 | 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        |     20000 | PA      | $16436.58     | 0.00%             | 2042-04-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 6% 06/01/2063                                                                     | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85377.34     | 0.01%             | 2063-06-01      | Fixed         | 0.06%                 | 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        |     70000 | PA      | $70553.87     | 0.01%             | 2033-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5% 01/30/2029                                                                     | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40520.19     | 0.00%             | 2029-01-30      | 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        |    829314 | PA      | $747004.37    | 0.06%             | 2050-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.1% 01/15/2029                                                       | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227651.83    | 0.02%             | 2029-01-15      | 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        |    100000 | PA      | $104192.76    | 0.01%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 6.377%/VAR 06/08/2034                                                        | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105386.21    | 0.01%             | 2034-06-08      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOLLAR GEN CORP NEW                                                             | DOLLAR GEN CORP NEW 5.45% 07/05/2033                                                              | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40466.03     | 0.00%             | 2033-07-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 7.2% 06/10/2030                                                          | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210665.71    | 0.02%             | 2030-06-10      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.75% 06/08/2026                                                          | CUSIP: 24422EWX3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    740000 | PA      | $740804.65    | 0.06%             | 2026-06-08      | Fixed         | 0.05%                 | 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        |     80000 | PA      | $73617.90     | 0.01%             | 2054-04-15      | Fixed         | 0.05%                 | 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        |    160000 | PA      | $163220.26    | 0.01%             | 2028-06-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2051#FS4654                                                                    | CUSIP: 3140XLE46<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227175 | PA      | $184940.61    | 0.02%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 6% 09/15/2033                                                      | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31151.17     | 0.00%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                                                               | NATIONAL GRID PLC 5.809% 06/12/2033                                                               | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $73015.66     | 0.01%             | 2033-06-12      | Fixed         | 0.06%                 | 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        |    100000 | PA      | $102472.65    | 0.01%             | 2029-06-12      | Variable      | 0.06%                 | 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        |    270000 | PA      | $277716.52    | 0.02%             | 2029-06-12      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.836%/VAR 06/12/2034                                                              | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62623.82     | 0.01%             | 2034-06-12      | Variable      | 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        |    140000 | PA      | $147674.17    | 0.01%             | 2032-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.857% 03/15/2030                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104354.13    | 0.01%             | 2030-03-15      | Fixed         | 0.06%                 | 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        |    120000 | PA      | $124986.86    | 0.01%             | 2029-06-13      | Variable      | 0.07%                 | 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        |    100000 | PA      | $103467.25    | 0.01%             | 2029-06-12      | Variable      | 0.07%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.808%/VAR 09/13/2029                                                           | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $267514.93    | 0.02%             | 2029-09-13      | Variable      | 0.06%                 | 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        |     45531 | PA      | $46864.54     | 0.00%             | 2037-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2.5% 05/01/2037#CB3440                                                                  | CUSIP: 3140QNZE5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    133604 | PA      | $126759.02    | 0.01%             | 2037-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 04/01/2038#SB8227                                                                    | CUSIP: 3132D6D80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127494 | PA      | $125053.13    | 0.01%             | 2038-04-01      | 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        |    159695 | PA      | $158936.81    | 0.01%             | 2053-06-20      | Fixed         | 0.05%                 | 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        |    284755 | PA      | $289063.92    | 0.02%             | 2053-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 5.95% 08/15/2034                                                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83280.57     | 0.01%             | 2034-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 5.8% 06/23/2028                                                          | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    660000 | PA      | $676104.84    | 0.06%             | 2028-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 09/01/2050#QB3535                                                                    | CUSIP: 3133A94U6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    168892 | PA      | $137492.93    | 0.01%             | 2050-09-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 6.1% 06/28/2063                                                                        | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40102.90     | 0.00%             | 2063-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.95% 08/15/2053                                                                       | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8024.45      | 0.00%             | 2053-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.55% 02/15/2034                                                                       | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41147.27     | 0.00%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                                      | NASDAQ INC 5.35% 06/28/2028                                                                       | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91843.69     | 0.01%             | 2028-06-28      | 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        |   5210000 | PA      | $5231776.18   | 0.43%             | 2028-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 06/30/2030                                                                        | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1589624.99   | 0.13%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 11/01/2040#ZT2295                                                                  | CUSIP: 3132AERQ1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    354715 | PA      | $353227.17    | 0.03%             | 2040-11-01      | 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        |    270000 | PA      | $267030.00    | 0.02%             | 2036-01-05      | 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        |     30000 | PA      | $30765.36     | 0.00%             | 2033-08-01      | 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        |    140000 | PA      | $137982.84    | 0.01%             | 2033-07-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT AND POWER CO(THE)                                             | CONNECTICUT LT and PWR CO 4.9% 07/01/2033                                                         | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    140000 | PA      | $140263.91    | 0.01%             | 2033-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#RA4352                                                                    | CUSIP: 3133KKZR3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    342121 | PA      | $279372.30    | 0.02%             | 2051-01-01      | Fixed         | 0.02%                 | 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        |    181747 | PA      | $148412.70    | 0.01%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#CA8820                                                                    | CUSIP: 3140QGYS0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    385805 | PA      | $314803.54    | 0.03%             | 2051-02-01      | Fixed         | 0.02%                 | 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        |    310000 | PA      | $318548.18    | 0.03%             | 2029-07-06      | Variable      | 0.06%                 | 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        |    464091 | PA      | $392921.50    | 0.03%             | 2052-04-01      | Fixed         | 0.03%                 | 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        |    181584 | PA      | $148052.39    | 0.01%             | 2050-09-01      | Fixed         | 0.02%                 | 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        |     60000 | PA      | $60638.91     | 0.00%             | 2028-07-07      | 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        |      3092 | PA      | $2833.65      | 0.00%             | 2042-10-01      | Fixed         | 0.03%                 | 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        |      6648 | PA      | $6097.73      | 0.00%             | 2042-11-01      | Fixed         | 0.03%                 | 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        |      9294 | PA      | $8519.09      | 0.00%             | 2042-12-01      | 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        |      6766 | PA      | $6200.27      | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | 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        |     46095 | PA      | $42245.47     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | 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        |     58130 | PA      | $53401.80     | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | 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        |     17977 | PA      | $16487.29     | 0.00%             | 2044-01-01      | Fixed         | 0.03%                 | 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        |     44197 | PA      | $40476.39     | 0.00%             | 2047-02-01      | Fixed         | 0.03%                 | 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        |     26919 | PA      | $24691.10     | 0.00%             | 2046-09-01      | Fixed         | 0.03%                 | 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        |     27360 | PA      | $25052.57     | 0.00%             | 2046-07-01      | Fixed         | 0.03%                 | 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        |     13571 | PA      | $12460.33     | 0.00%             | 2046-11-01      | Fixed         | 0.03%                 | 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        |     14643 | PA      | $13393.91     | 0.00%             | 2047-04-01      | 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        |     62915 | PA      | $57704.64     | 0.00%             | 2048-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 6.184% 07/13/2043                                                    | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     40000 | PA      | $42183.74     | 0.00%             | 2043-07-13      | Fixed         | 0.06%                 | 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        |     18052 | PA      | $18480.67     | 0.00%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 07/01/2052#SD1189                                                                    | CUSIP: 3132DNKA0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    305759 | PA      | $304011.18    | 0.03%             | 2052-07-01      | 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        |    256259 | PA      | $262517.46    | 0.02%             | 2053-03-01      | Fixed         | 0.06%                 | 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        |     53261 | PA      | $55240.78     | 0.00%             | 2053-08-01      | Fixed         | 0.07%                 | 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        |    491713 | PA      | $503723.11    | 0.04%             | 2053-03-01      | Fixed         | 0.06%                 | 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        |    500000 | PA      | $501312.07    | 0.04%             | 2030-07-25      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $204973.04    | 0.02%             | 2034-07-25      | Variable      | 0.06%                 | 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        |    200000 | PA      | $204594.51    | 0.02%             | 2029-07-25      | Variable      | 0.06%                 | 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        |    404652 | PA      | $402730.96    | 0.03%             | 2053-07-20      | Fixed         | 0.05%                 | 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        |     75392 | PA      | $78580.21     | 0.01%             | 2053-07-20      | Fixed         | 0.07%                 | 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        |    253665 | PA      | $246248.11    | 0.02%             | 2053-07-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.424%/VAR 07/21/2034                                                              | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    530000 | PA      | $537769.42    | 0.04%             | 2034-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 5.875% 07/21/2028                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142949.73    | 0.01%             | 2028-07-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 08/01/2053#MA5105                                                                  | CUSIP: 31418EU73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    341167 | PA      | $329966.81    | 0.03%             | 2053-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 07/31/2028                                                                       | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1940000 | PA      | $1953337.50   | 0.16%             | 2028-07-31      | 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        |   1800000 | PA      | $1805695.31   | 0.15%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                     | PUBLIC STORAGE OPERATING CO 5.125% 01/15/2029                                                     | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266173.88    | 0.02%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OPERATING CO                                                     | PUBLIC STORAGE OPERATING CO 5.35% 08/01/2053                                                      | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28291.98     | 0.00%             | 2053-08-01      | Fixed         | 0.05%                 | 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        |    368462 | PA      | $371744.83    | 0.03%             | 2053-08-01      | Fixed         | 0.06%                 | 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        |    130000 | PA      | $121353.37    | 0.01%             | 2032-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                       | ROGERS COMMUNICATIONS INC 4.55% 03/15/2052                                                        | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    160000 | PA      | $126374.39    | 0.01%             | 2052-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.875% 02/15/2029                                                        | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    390000 | PA      | $396535.32    | 0.03%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.875% 02/15/2034                                                        | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80892.94     | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | 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        |     51723 | PA      | $52949.97     | 0.00%             | 2053-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 6.343% 08/02/2030                                                                | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42699.19     | 0.00%             | 2030-08-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | NORFOLK SOUTHERN CORP 5.35% 08/01/2054                                                            | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83910.29     | 0.01%             | 2054-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                       | INVITATION HOMES OPERATING PARTNERSHIP LP 5.5% 08/15/2033                                         | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50065.84     | 0.00%             | 2033-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | CONSUMERS ENERGY CO 4.9% 02/15/2029                                                               | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111824.60    | 0.01%             | 2029-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BOOZ ALLEN AND HAMILTON INC                                                     | BOOZ ALLEN AND HAMILTON INC 5.95% 08/04/2033                                                      | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61230.60     | 0.01%             | 2033-08-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 08/15/2033                                                                       | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    940000 | PA      | $922778.91    | 0.08%             | 2033-08-15      | Fixed         | 0.04%                 | 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        |   1260000 | PA      | $1104960.93   | 0.09%             | 2053-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 08/01/2051#SD2230                                                                    | CUSIP: 3132DPPP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19758 | PA      | $16084.51     | 0.00%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 5.2% 08/01/2033                                                | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40856.30     | 0.00%             | 2033-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 4.95% 08/15/2028                                                    | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142217.15    | 0.01%             | 2028-08-15      | 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        |     20000 | PA      | $20391.66     | 0.00%             | 2033-08-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                                              | INGERSOLL RAND INC 5.7% 08/14/2033                                                                | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280498.58    | 0.02%             | 2033-08-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.7% 09/15/2063                                                                 | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48120.13     | 0.00%             | 2063-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.7% 08/15/2053                                                    | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48405.63     | 0.00%             | 2053-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 1.5% 12/01/2041#MA4500                                                                  | CUSIP: 31418EAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    137982 | PA      | $116281.83    | 0.01%             | 2041-12-01      | Fixed         | 0.01%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.3% 08/15/2033                                                    | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51145.84     | 0.00%             | 2033-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.65% 11/01/2028                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51334.19     | 0.00%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.05% 09/01/2033                                                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136321.03    | 0.01%             | 2033-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.625% 09/01/2053                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102619.22    | 0.01%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 05/01/2053#BY2258                                                                    | CUSIP: 3140NJQL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163602 | PA      | $161810.92    | 0.01%             | 2053-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 03/01/2053#QF9642                                                                    | CUSIP: 3133BXWB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335009 | PA      | $331634.29    | 0.03%             | 2053-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 06/01/2053#BY4407                                                                    | CUSIP: 3140NL3R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75988 | PA      | $77790.13     | 0.01%             | 2053-06-01      | Fixed         | 0.06%                 | 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        |     50000 | PA      | $52441.80     | 0.00%             | 2056-09-15      | Fixed         | 0.06%                 | 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        |    130000 | PA      | $134864.46    | 0.01%             | 2029-08-21      | Variable      | 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        |    140107 | PA      | $142040.96    | 0.01%             | 2053-08-20      | Fixed         | 0.06%                 | 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        |    100000 | PA      | $104732.59    | 0.01%             | 2034-08-18      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                | ASSURED GTY US HLDGS INC 6.125% 09/15/2028                                                        | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72459.68     | 0.01%             | 2028-09-15      | Fixed         | 0.06%                 | 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        |     53082 | PA      | $51826.84     | 0.00%             | 2041-01-01      | 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        |     11942 | PA      | $11601.28     | 0.00%             | 2042-10-01      | 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        |     21495 | PA      | $20974.85     | 0.00%             | 2042-04-01      | 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        |     48044 | PA      | $46747.88     | 0.00%             | 2042-02-01      | Fixed         | 0.04%                 | 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        |     86183 | PA      | $84249.38     | 0.01%             | 2039-02-01      | 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        |     33593 | PA      | $32404.23     | 0.00%             | 2044-01-01      | Fixed         | 0.04%                 | 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        |      9858 | PA      | $9608.51      | 0.00%             | 2040-10-01      | 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        |     47206 | PA      | $45535.47     | 0.00%             | 2044-03-01      | 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        |     60728 | PA      | $59710.13     | 0.00%             | 2036-11-01      | 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        |     35243 | PA      | $34424.75     | 0.00%             | 2041-02-01      | Fixed         | 0.04%                 | 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        |     57527 | PA      | $55829.99     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 07/01/2045#G61180                                                                    | CUSIP: 31335BJZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44655 | PA      | $43548.72     | 0.00%             | 2045-07-01      | 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        |     28478 | PA      | $27473.42     | 0.00%             | 2043-10-01      | 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        |     29796 | PA      | $28697.69     | 0.00%             | 2043-12-01      | Fixed         | 0.04%                 | 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        |     49025 | PA      | $47362.82     | 0.00%             | 2043-02-01      | Fixed         | 0.04%                 | 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        |     35050 | PA      | $33761.53     | 0.00%             | 2043-11-01      | Fixed         | 0.04%                 | 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        |     27211 | PA      | $26197.51     | 0.00%             | 2044-02-01      | Fixed         | 0.04%                 | 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        |     41624 | PA      | $40538.99     | 0.00%             | 2040-12-01      | Fixed         | 0.04%                 | 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        |   2070000 | PA      | $1953805.08   | 0.16%             | 2043-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 2% 09/01/2037#BW1174                                                                    | CUSIP: 3140MSJU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43488 | PA      | $39963.73     | 0.00%             | 2037-09-01      | Fixed         | 0.02%                 | 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        |    477647 | PA      | $441767.36    | 0.04%             | 2050-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 08/20/2053#MA9104                                                                    | CUSIP: 36179YDH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    170808 | PA      | $165814.28    | 0.01%             | 2053-08-20      | 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        |    170000 | PA      | $180945.83    | 0.01%             | 2034-08-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 5.75% 04/01/2033                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    330000 | PA      | $340639.30    | 0.03%             | 2033-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 3% 05/15/2032                    | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $88863.77     | 0.01%             | 2032-05-15      | 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        |   2270000 | PA      | $2287468.35   | 0.19%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 4.5% 08/25/2028                                                            | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    220000 | PA      | $223362.78    | 0.02%             | 2028-08-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5.25% 09/08/2033                                                         | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $91901.71     | 0.01%             | 2033-09-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 5.7% 09/15/2053                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39187.10     | 0.00%             | 2053-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 5.85% 09/15/2054                                                            | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80319.70     | 0.01%             | 2054-09-15      | Fixed         | 0.06%                 | 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        |    400000 | PA      | $408813.56    | 0.03%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 5.125% 09/18/2028                                                        | CUSIP: 302154DY2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    380000 | PA      | $389453.54    | 0.03%             | 2028-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 5.95% 09/15/2033                                                           | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63496.83     | 0.01%             | 2033-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                      | CNH INDUSTRIAL CAPITAL LLC 5.5% 01/12/2029                                                        | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122983.07    | 0.01%             | 2029-01-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                                                                 | NEVADA POWER CO 6% 03/15/2054                                                                     | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20027.94     | 0.00%             | 2054-03-15      | Fixed         | 0.06%                 | 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        |    260000 | PA      | $272261.87    | 0.02%             | 2034-09-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | INTUIT INC 5.2% 09/15/2033                                                                        | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30520.28     | 0.00%             | 2033-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                      | INTUIT INC 5.5% 09/15/2053                                                                        | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64384.94     | 0.01%             | 2053-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.9% 11/15/2033                                                               | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115207.81    | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2052#FS5387                                                                  | CUSIP: 3140XL6Z6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    938393 | PA      | $789649.53    | 0.07%             | 2052-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#BU1027                                                                    | CUSIP: 3140M2D90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     49135 | PA      | $39524.28     | 0.00%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 05/01/2053#FS4919                                                                  | CUSIP: 3140XLPD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290872 | PA      | $245948.31    | 0.02%             | 2053-05-01      | 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        |     54930 | PA      | $56937.88     | 0.00%             | 2053-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 10/01/2053#SD8369                                                                  | CUSIP: 3132DWJN4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    198216 | PA      | $205539.29    | 0.02%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 05/01/2053#CB6596                                                                  | CUSIP: 3140QSKJ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     29215 | PA      | $29504.73     | 0.00%             | 2053-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#QD2433                                                                    | CUSIP: 3133AYV23<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    474724 | PA      | $381869.01    | 0.03%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 4% 03/01/2038#SB8215                                                                    | CUSIP: 3132D6DU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    132780 | PA      | $130238.47    | 0.01%             | 2038-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 5.717% 09/25/2028                                                            | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $72080.93     | 0.01%             | 2028-09-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 8.5%/VAR 01/15/2084                                                                  | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $45003.08     | 0.00%             | 2084-01-15      | Variable      | 0.09%                 | 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        |    136951 | PA      | $138798.75    | 0.01%             | 2053-09-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 09/20/2053#MA9170                                                                      | CUSIP: 36179YFK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164147 | PA      | $163264.84    | 0.01%             | 2053-09-20      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $102481.85    | 0.01%             | 2030-09-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 09/30/2028                                                                       | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1650000 | PA      | $1681582.02   | 0.14%             | 2028-09-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 6.5% 10/01/2053                                               | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $74288.60     | 0.01%             | 2053-10-01      | Fixed         | 0.07%                 | 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        |    119000 | PA      | $127308.18    | 0.01%             | 2033-10-03      | Fixed         | 0.06%                 | 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        |    843312 | PA      | $811946.74    | 0.07%             | 2045-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2053#CB7220                                                                  | CUSIP: 3140QTAW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161746 | PA      | $163085.67    | 0.01%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2053#MA5164                                                                    | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     85225 | PA      | $84389.10     | 0.01%             | 2053-10-01      | 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        |    153614 | PA      | $147813.67    | 0.01%             | 2047-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 6.125% 10/15/2033                                                   | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31774.50     | 0.00%             | 2033-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                             | PUBLIC SVC ENTERPRISE GRP INC 5.875% 10/15/2028                                                   | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72236.01     | 0.01%             | 2028-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 6.2% 11/15/2053                                                                 | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63351.64     | 0.01%             | 2053-11-15      | Fixed         | 0.06%                 | 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        |     80000 | PA      | $85413.64     | 0.01%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.55% 12/01/2033                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $183542.49    | 0.02%             | 2033-12-01      | Fixed         | 0.07%                 | 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        |    401973 | PA      | $405303.13    | 0.03%             | 2053-11-01      | Fixed         | 0.06%                 | 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        |    207028 | PA      | $211793.41    | 0.02%             | 2053-11-01      | Fixed         | 0.06%                 | 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        |    280459 | PA      | $286914.66    | 0.02%             | 2053-10-01      | Fixed         | 0.06%                 | 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        |    622728 | PA      | $643414.34    | 0.05%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 10/01/2053#QH2943                                                                  | CUSIP: 3133CFHU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    165524 | PA      | $172259.74    | 0.01%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO/THE                                                               | JM SMUCKER CO/THE 6.2% 11/15/2033                                                                 | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    270000 | PA      | $286086.17    | 0.02%             | 2033-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| KREDITANSTALT FUR WIEDERAUFB                                                    | KREDITANSTALT FUR WIEDER(UNGTD 4.75% 10/29/2030                                                   | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    170000 | PA      | $175742.74    | 0.01%             | 2030-10-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 6.491%/VAR 10/23/2034                                                      | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    430000 | PA      | $465584.16    | 0.04%             | 2034-10-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 4.9% 03/22/2033                                                                        | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65523.08     | 0.01%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.05% 03/22/2053                                                                       | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $58773.64     | 0.00%             | 2053-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.05% 03/22/2028                                                                       | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65991.98     | 0.01%             | 2028-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 5.2% 03/22/2063                                                                        | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44780.47     | 0.00%             | 2063-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 6.474%/VAR 10/25/2034                                                   | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    140000 | PA      | $153022.96    | 0.01%             | 2034-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2030                                                                       | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    990000 | PA      | $1028555.86   | 0.08%             | 2030-10-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.875% 10/31/2028                                                                       | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $881936.72    | 0.07%             | 2028-10-31      | Fixed         | 0.05%                 | 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        |    287457 | PA      | $291246.29    | 0.02%             | 2053-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 7.624%/VAR 10/30/2031                                                        | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $132539.61    | 0.01%             | 2031-10-30      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 6.2% 11/01/2028                                                                  | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73009.36     | 0.01%             | 2028-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GALLAGHER (ARTHUR J.) and CO                                                    | GALLAGHER (ARTHUR J.) and CO 6.75% 02/15/2054                                                     | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32395.04     | 0.00%             | 2054-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 6.607% 11/07/2028                                                              | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $210201.81    | 0.02%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | BRISTOL-MYERS SQUIBB CO 5.75% 02/01/2031                                                          | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73918.00     | 0.01%             | 2031-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                                       | GATX CORP 6.9% 05/01/2034                                                                         | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109631.29    | 0.01%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                                                                | RYDER SYSTEM INC 6.6% 12/01/2033                                                                  | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65727.99     | 0.01%             | 2033-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 11/15/2026                                                                       | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2850000 | PA      | $2864539.45   | 0.24%             | 2026-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 11/15/2033                                                                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | PA      | $1306499.99   | 0.11%             | 2033-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 5.75% 12/01/2028                                                                       | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71779.53     | 0.01%             | 2028-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 6.798% 11/07/2028                                                        | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    280000 | PA      | $289853.02    | 0.02%             | 2028-11-07      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                                            | LXP INDUSTRIAL TRUST 6.75% 11/15/2028                                                             | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13629.42     | 0.00%             | 2028-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 6.65% 01/15/2054                                                          | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     80000 | PA      | $87648.15     | 0.01%             | 2054-01-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 6.25% 01/15/2034                                                          | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $21501.37     | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 6.1% 03/15/2034                                                                          | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    230000 | PA      | $247675.15    | 0.02%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX CORP 6.4% 03/15/2054                                                                          | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64698.84     | 0.01%             | 2054-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 7.66%/VAR 11/09/2031                                                      | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     40000 | PA      | $44001.04     | 0.00%             | 2031-11-09      | Variable      | 0.08%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 6.2% 11/15/2053                                                           | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31414.59     | 0.00%             | 2053-11-15      | Fixed         | 0.06%                 | 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        |    290000 | PA      | $299983.28    | 0.02%             | 2033-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                                | LPL HOLDINGS INC 6.75% 11/17/2028                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31430.97     | 0.00%             | 2028-11-17      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 11/01/2051#BQ7453                                                                  | CUSIP: 3140KTH73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    269063 | PA      | $226372.13    | 0.02%             | 2051-11-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 11/01/2053#MA5189                                                                    | CUSIP: 31418EXT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172350 | PA      | $170659.57    | 0.01%             | 2053-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 10/01/2053#DA1581                                                                    | CUSIP: 3140A1XK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    309991 | PA      | $317126.26    | 0.03%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.65% 11/15/2028                                                      | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    160000 | PA      | $163901.01    | 0.01%             | 2028-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                             | HIGHWOODS REALTY LP 7.65% 02/01/2034                                                              | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33217.26     | 0.00%             | 2034-02-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 6.196%/VAR 11/17/2029                                                         | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62708.61     | 0.01%             | 2029-11-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                     | AMEREN CORP 5.7% 12/01/2026                                                                       | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201445.14    | 0.02%             | 2026-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 6.123%/VAR 11/21/2034                                                           | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31700.48     | 0.00%             | 2034-11-21      | Variable      | 0.06%                 | 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        |   5080000 | PA      | $5018881.25   | 0.41%             | 2043-11-15      | Fixed         | 0.05%                 | 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        |    257959 | PA      | $256572.72    | 0.02%             | 2053-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 11/20/2053#MA9300                                                                      | CUSIP: 36179YKM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35667 | PA      | $32035.10     | 0.00%             | 2053-11-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 2.5% 10/20/2053#MA9299                                                                    | CUSIP: 36179YKL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    115062 | PA      | $98936.45     | 0.01%             | 2053-10-20      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 5.55% 11/20/2030                                                         | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10413.25     | 0.00%             | 2030-11-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 5.684%/VAR 11/21/2029                                                           | CUSIP: 857477CF8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113799.89    | 0.01%             | 2029-11-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2028                                                                       | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3730000 | PA      | $3781578.89   | 0.31%             | 2028-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 11/30/2030                                                                       | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2370000 | PA      | $2412863.68   | 0.20%             | 2030-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.9% 01/15/2031                                                            | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156590.96    | 0.01%             | 2031-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 6.35% 01/05/2034                                                               | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $31806.53     | 0.00%             | 2034-01-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                       | PACKAGING CORP OF AMERICA 5.7% 12/01/2033                                                         | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83000.97     | 0.01%             | 2033-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 6.1% 01/07/2034                                                          | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72712.76     | 0.01%             | 2034-01-07      | Fixed         | 0.06%                 | 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        |    183726 | PA      | $192939.67    | 0.02%             | 2053-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 5.266% 12/11/2026                                                            | CUSIP: 06368LC53<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $302037.64    | 0.02%             | 2026-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | COREBRIDGE FINANCIAL INC 5.75% 01/15/2034                                                         | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41027.17     | 0.00%             | 2034-01-15      | Fixed         | 0.06%                 | 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        |     70000 | PA      | $74285.65     | 0.01%             | 2056-12-15      | Fixed         | 0.06%                 | 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        |    120000 | PA      | $125163.21    | 0.01%             | 2030-01-03      | Variable      | 0.07%                 | 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        |    181184 | PA      | $187920.51    | 0.02%             | 2053-09-01      | Fixed         | 0.07%                 | 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        |     85739 | PA      | $84844.52     | 0.01%             | 2053-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 09/01/2053#FS6053                                                                  | CUSIP: 3140XMWP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    282823 | PA      | $285342.21    | 0.02%             | 2053-09-01      | Fixed         | 0.06%                 | 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        |    222258 | PA      | $199975.93    | 0.02%             | 2036-07-01      | Fixed         | 0.01%                 | 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        |   1276315 | PA      | $1086970.77   | 0.09%             | 2051-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2030                                                                        | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1360000 | PA      | $1348365.62   | 0.11%             | 2030-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 12/31/2028                                                                        | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1670000 | PA      | $1666673.04   | 0.14%             | 2028-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.8% 01/05/2034                                                          | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119340.99    | 0.01%             | 2034-01-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.35% 01/15/2054                                                   | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18422.45     | 0.00%             | 2054-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 5.45% 02/15/2034                                                                       | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119551.36    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 5.8% 01/15/2055                                                                        | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137024.50    | 0.01%             | 2055-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 5.3% 01/19/2034                         | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149271.13    | 0.01%             | 2034-01-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/15/2027                                                                           | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    840000 | PA      | $841657.03    | 0.07%             | 2027-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                           | CAMDEN PROPERTY TRUST 4.9% 01/15/2034                                                             | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59645.18     | 0.00%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MID AMERICA APTS LP                                                             | MID AMERICA APTS LP 5% 03/15/2034                                                                 | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39738.20     | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY LENDING INC                                              | SIXTH STREET SPECIALTY LENDING INC 6.125% 03/01/2029                                              | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30249.30     | 0.00%             | 2029-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 5.125% 02/15/2034                                                              | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70469.81     | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 5.25% 01/15/2034                                                                  | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70756.33     | 0.01%             | 2034-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.9% 01/10/2034                                                       | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126423.72    | 0.01%             | 2034-01-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 5.5% 02/15/2034                                                  | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40566.26     | 0.00%             | 2034-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 6.25% 01/15/2036                                                                 | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39629.47     | 0.00%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 5.15% 02/01/2034                                                             | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    180000 | PA      | $184046.68    | 0.02%             | 2034-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2053#QH4287                                                                    | CUSIP: 3133CGXQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38086 | PA      | $38962.77     | 0.00%             | 2053-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 07/01/2053#QG6640                                                                  | CUSIP: 3133C7LV7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    164456 | PA      | $159262.77    | 0.01%             | 2053-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2053#QG9525                                                                  | CUSIP: 3133CASN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    156806 | PA      | $158105.14    | 0.01%             | 2053-08-01      | 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        |    388588 | PA      | $402458.64    | 0.03%             | 2053-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 6.5% 04/01/2043#MA5033                                                                  | CUSIP: 31418ESX9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     51133 | PA      | $53021.66     | 0.00%             | 2043-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                            | KITE REALTY GROUP LP 5.5% 03/01/2034                                                              | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30265.84     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 5.4% 02/01/2034                                                            | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20164.05     | 0.00%             | 2034-02-01      | Fixed         | 0.05%                 | 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        |    170000 | PA      | $174020.95    | 0.01%             | 2029-01-24      | Fixed         | 0.05%                 | 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        |     81361 | PA      | $69392.77     | 0.01%             | 2052-01-01      | 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        |    113733 | PA      | $96860.29     | 0.01%             | 2051-10-01      | 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        |    230000 | PA      | $236602.76    | 0.02%             | 2035-01-22      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT CORP 5.75% 02/01/2034                                                                         | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103093.37    | 0.01%             | 2034-02-01      | Fixed         | 0.06%                 | 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        |    150000 | PA      | $148196.35    | 0.01%             | 2029-03-15      | 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        |   1680000 | PA      | $1683412.50   | 0.14%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2029                                                                           | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4380000 | PA      | $4399846.88   | 0.36%             | 2029-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 08/20/2053#MA9105                                                                      | CUSIP: 36179YDJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    164339 | PA      | $163558.34    | 0.01%             | 2053-08-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.25% 03/15/2054                                                                      | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18651.15     | 0.00%             | 2054-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2052#FS5636                                                                    | CUSIP: 3140XMHN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    223038 | PA      | $181154.99    | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | 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        |    230000 | PA      | $237254.95    | 0.02%             | 2035-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 5.631%/VAR 01/29/2032                                                         | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41232.55     | 0.00%             | 2032-01-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 5.5% 02/01/2034                                                          | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30262.50     | 0.00%             | 2034-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 2.1% 03/15/2028                                                                | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86237.72     | 0.01%             | 2028-03-15      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD FINANCIAL CORPORATION                                               | FIFTH THIRD FINANCIAL CORPORATION 5.982%/VAR 01/30/2030                                           | CUSIP: 200340AW7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $51592.87     | 0.00%             | 2030-01-30      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                               | NATIONAL RURAL UTL COOP FIN 4.85% 02/07/2029                                                      | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101254.88    | 0.01%             | 2029-02-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5.2% 02/15/2064                                                              | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18157.60     | 0.00%             | 2064-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                                                            | IBM INTERNAT CAPITAL 4.6% 02/05/2029                                                              | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    180000 | PA      | $181083.81    | 0.01%             | 2029-02-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                           | NORTHROP GRUMMAN CORP 5.2% 06/01/2054                                                             | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55284.60     | 0.00%             | 2054-06-01      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $49837.91     | 0.00%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/15/2027                                                                       | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1840000 | PA      | $1845721.24   | 0.15%             | 2027-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 02/15/2034                                                                           | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1060000 | PA      | $1045590.63   | 0.09%             | 2034-02-15      | Fixed         | 0.04%                 | 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        |   6841000 | PA      | $6128039.53   | 0.50%             | 2054-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 5.125% 02/15/2034                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110918.41    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC.                                                          | TEXAS INSTRUMENTS INC 4.85% 02/08/2034                                                            | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60543.70     | 0.00%             | 2034-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON and CO                                                         | BECTON DICKINSON and CO 5.11% 02/08/2034                                                          | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201244.18    | 0.02%             | 2034-02-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 5.1% 02/09/2064                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89952.70     | 0.01%             | 2064-02-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                                             | CARRIER GLOBAL CORP 5.9% 03/15/2034                                                               | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     80000 | PA      | $84403.92     | 0.01%             | 2034-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 03/01/2054#SD8407                                                                    | CUSIP: 3132DWKU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    514060 | PA      | $507732.19    | 0.04%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE                                  | BELL TELEPHONE CO OF CANADA OR BELL CANADA/THE 5.55% 02/15/2054                                   | CUSIP: 0778FPAN9<br>LEI: 549300O5ZKB2MUUSKB97 | Long             | DBT              | CORP              | CA        |    130000 | PA      | $121943.17    | 0.01%             | 2054-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FINANCING I PTE LTD                                           | PEPSICO SINGAPORE FINANCING I PTE LTD 4.7% 02/16/2034                                             | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |     50000 | PA      | $49733.69     | 0.00%             | 2034-02-16      | 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        |    190000 | PA      | $194789.68    | 0.02%             | 2034-02-22      | Fixed         | 0.05%                 | 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        |    171000 | PA      | $164656.94    | 0.01%             | 2054-02-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 4.9% 02/20/2029                                                                       | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61025.13     | 0.01%             | 2029-02-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | INTEL CORP 5.15% 02/21/2034                                                                       | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49863.21     | 0.00%             | 2034-02-21      | Fixed         | 0.05%                 | 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        |   7067000 | PA      | $6758094.79   | 0.56%             | 2044-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 12/20/2053#MA9362                                                                    | CUSIP: 36179YMK7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    113474 | PA      | $114898.80    | 0.01%             | 2053-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 5.45% 02/15/2034                                                              | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112334.82    | 0.01%             | 2034-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTION INC                                                            | WASTE CONNECTION INC 5% 03/01/2034                                                                | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $90583.92     | 0.01%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                                                             | EASTMAN CHEMICAL CO 5.625% 02/20/2034                                                             | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30418.30     | 0.00%             | 2034-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.6% 04/01/2034                                                                           | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204248.53    | 0.02%             | 2034-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 6% 04/01/2054                                                                             | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289561.08    | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 6.1% 04/01/2064                                                                           | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67576.89     | 0.01%             | 2064-04-01      | Fixed         | 0.06%                 | 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        |     60000 | PA      | $61311.38     | 0.01%             | 2034-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 5.25% 03/15/2034                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102118.79    | 0.01%             | 2034-03-15      | Fixed         | 0.05%                 | 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        |    300000 | PA      | $303406.25    | 0.02%             | 2029-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 5.45% 03/01/2054                                                              | CUSIP: 03040WBC8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18955.91     | 0.00%             | 2054-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                         | ASTRAZENECA FINANCE LLC 5% 02/26/2034                                                             | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304409.54    | 0.03%             | 2034-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                               | CISCO SYSTEMS INC 4.8% 02/26/2027                                                                 | CUSIP: 17275RBQ4<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372250.44    | 0.03%             | 2027-02-26      | Fixed         | 0.05%                 | 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        |    110000 | PA      | $112014.39    | 0.01%             | 2029-02-26      | Fixed         | 0.05%                 | 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        |    110000 | PA      | $111591.22    | 0.01%             | 2034-02-26      | 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        |     50000 | PA      | $46894.17     | 0.00%             | 2054-02-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 4.8% 03/15/2029                                                                        | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152410.03    | 0.01%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 5.05% 03/15/2034                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223290.04    | 0.02%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 5.4% 03/15/2054                                                                        | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143228.55    | 0.01%             | 2054-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.45% 03/15/2034                                                                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30669.63     | 0.00%             | 2034-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF                                                              | PANAMA REPUBLIC OF 7.875% 03/01/2057                                                              | CUSIP: 698299BZ6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $231778.66    | 0.02%             | 2057-03-01      | Fixed         | 0.08%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/28/2029                                                                        | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1820000 | PA      | $1840901.57   | 0.15%             | 2029-02-28      | 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        |   3300000 | PA      | $3342796.88   | 0.28%             | 2031-02-28      | 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        |    375511 | PA      | $379844.38    | 0.03%             | 2054-02-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NATWEST GROUP PLC 5.583%/VAR 03/01/2028                                                           | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $302964.03    | 0.02%             | 2028-03-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 5.5% 03/01/2034                                                 | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49699.98     | 0.00%             | 2034-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 5.65% 06/15/2054                                                                   | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27983.25     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                                  | PHILLIPS 66 CO 5.25% 06/15/2031                                                                   | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235763.13    | 0.02%             | 2031-06-15      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $48429.25     | 0.00%             | 2054-03-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 6.401%/VAR 03/06/2035                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53012.09     | 0.00%             | 2035-03-06      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 5.9% 03/05/2054                                                          | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38826.25     | 0.00%             | 2054-03-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.55% 05/15/2029                                                      | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133087.79    | 0.01%             | 2029-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                 | RABOBANK NEDERLAND NY BRH 5.041% 03/05/2027                                                       | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302375.49    | 0.02%             | 2027-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 6.7%/VAR 09/01/2054                                                  | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91920.87     | 0.01%             | 2054-09-01      | Variable      | 0.07%                 | 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        |    250000 | PA      | $255308.55    | 0.02%             | 2034-03-01      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $48176.41     | 0.00%             | 2054-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 5.75% 04/15/2054                                                    | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18563.53     | 0.00%             | 2054-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                 | TYSON FOODS INC 5.4% 03/15/2029                                                                   | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    290000 | PA      | $297575.61    | 0.02%             | 2029-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                                                        | SAFEHOLD GL HOLDINGS LLC 6.1% 04/01/2034                                                          | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31523.88     | 0.00%             | 2034-04-01      | Fixed         | 0.06%                 | 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        |    200000 | PA      | $202434.61    | 0.02%             | 2034-03-12      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                                                           | BLACKROCK FUNDING INC 5.25% 03/14/2054                                                            | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93019.43     | 0.01%             | 2054-03-14      | Fixed         | 0.05%                 | 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        |    221670 | PA      | $229404.75    | 0.02%             | 2054-03-01      | Fixed         | 0.06%                 | 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        |    338705 | PA      | $350523.04    | 0.03%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC T5Y+NA 03/15/2054                                                             | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61460.88     | 0.01%             | 2054-03-15      | Variable      | 0.07%                 | 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        |     60000 | PA      | $57146.85     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | 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        |    150000 | PA      | $152520.91    | 0.01%             | 2030-03-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 03/15/2027                                                                        | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6540000 | PA      | $6571575.90   | 0.54%             | 2027-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#BQ9687                                                                    | CUSIP: 3140KVXR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388921 | PA      | $316373.12    | 0.03%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#FS2943                                                                    | CUSIP: 3140XJHV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     33733 | PA      | $27440.75     | 0.00%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2051#FS5871                                                                    | CUSIP: 3140XMQZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     35126 | PA      | $28595.90     | 0.00%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ASIAN INFRASTRUCTURE INVESTMENT BANK                                            | ASIAN INFRASTRUCTURE INVESTMENT BANK 4.25% 03/13/2034                                             | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | CN        |    110000 | PA      | $109978.14    | 0.01%             | 2034-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 5.75% 04/15/2054                                                                       | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $62904.90     | 0.01%             | 2054-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| POLAND REPUBLIC OF                                                              | POLAND REPUBLIC OF 5.5% 03/18/2054                                                                | CUSIP: 731011AZ5<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    130000 | PA      | $119767.70    | 0.01%             | 2054-03-18      | Fixed         | 0.06%                 | 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        |    150000 | PA      | $150300.00    | 0.01%             | 2034-09-18      | 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        |    400000 | PA      | $409558.28    | 0.03%             | 2030-03-14      | Variable      | 0.06%                 | 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        |    230000 | PA      | $232923.30    | 0.02%             | 2029-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 02/01/2054#DA6615                                                                    | CUSIP: 3140A7K52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290318 | PA      | $286744.83    | 0.02%             | 2054-02-01      | Fixed         | 0.05%                 | 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        |    301535 | PA      | $303373.44    | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2054#MA5331                                                                  | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    255682 | PA      | $257240.74    | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | 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        |    226872 | PA      | $219778.82    | 0.02%             | 2052-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 5.05% 06/01/2029                                                        | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203476.87    | 0.02%             | 2029-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| SEMPRA                                                                          | SEMPRA 6.875%/VAR 10/01/2054                                                                      | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151615.05    | 0.01%             | 2054-10-01      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 5.4% 04/15/2034                                                            | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161918.86    | 0.01%             | 2034-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 02/01/2054#MA5272                                                                    | CUSIP: 31418E2E9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1019754 | PA      | $1043226.88   | 0.09%             | 2054-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 5.318% 12/01/2034                                                             | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100162.88    | 0.01%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 5.55% 04/15/2054                                                    | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47382.70     | 0.00%             | 2054-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 5.4% 03/21/2034                                                            | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38820.69     | 0.00%             | 2034-03-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 4.7% 04/15/2029                                                            | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $343391.55    | 0.03%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5% 04/15/2034                                                              | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40031.33     | 0.00%             | 2034-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.5% 04/15/2064                                                            | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91561.03     | 0.01%             | 2064-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANHEUSER BUSCH INBEV WORLDWIDE INC                                              | ANHEUSER BUSCH INBEV WORLD INC 5% 06/15/2034                                                      | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252862.17    | 0.02%             | 2034-06-15      | Fixed         | 0.05%                 | 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        |    837852 | PA      | $735160.01    | 0.06%             | 2042-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                                                       | ADOBE INC 4.95% 04/04/2034                                                                        | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70095.64     | 0.01%             | 2034-04-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE CO OF COLORADO                                                   | PUBLIC SERVICE CO OF COLORADO 5.35% 05/15/2034                                                    | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40742.04     | 0.00%             | 2034-05-15      | Fixed         | 0.05%                 | 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        |    130000 | PA      | $132834.52    | 0.01%             | 2034-04-05      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $28787.35     | 0.00%             | 2064-04-05      | Fixed         | 0.06%                 | 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        |    200000 | PA      | $191987.44    | 0.02%             | 2054-04-05      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $61362.22     | 0.01%             | 2034-04-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.625% 04/05/2034                                                                    | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $144408.49    | 0.01%             | 2034-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.95% 04/05/2054                                                                     | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $89373.52     | 0.01%             | 2054-04-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 04/15/2027                                                                         | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    440000 | PA      | $443349.83    | 0.04%             | 2027-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | REGAL REXNORD CORP 6.4% 04/15/2033                                                                | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42279.59     | 0.00%             | 2033-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 5.15% 01/30/2030                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336718.25    | 0.03%             | 2030-01-30      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $28387.16     | 0.00%             | 2064-04-18      | Fixed         | 0.06%                 | 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        |    214038 | PA      | $218158.97    | 0.02%             | 2054-05-01      | Fixed         | 0.06%                 | 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        |     10000 | PA      | $10198.12     | 0.00%             | 2034-04-14      | Fixed         | 0.06%                 | 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        |    115621 | PA      | $116700.94    | 0.01%             | 2039-04-01      | Fixed         | 0.05%                 | 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        |    200000 | PA      | $205274.80    | 0.02%             | 2029-04-24      | Fixed         | 0.05%                 | 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        |    615293 | PA      | $638300.27    | 0.05%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 03/01/2051#SD4957                                                                    | CUSIP: 3132DSQJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1975504 | PA      | $1608236.89   | 0.13%             | 2051-03-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 04/30/2031                                                                       | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2574218.75   | 0.21%             | 2031-04-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 5.532%/VAR 04/25/2030                                                         | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278005.93    | 0.02%             | 2030-04-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 4.75% 03/10/2034                                                          | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    130000 | PA      | $132812.54    | 0.01%             | 2034-03-10      | Fixed         | 0.05%                 | 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        |   4420000 | PA      | $4214366.40   | 0.35%             | 2054-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 05/15/2027                                                                         | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4550000 | PA      | $4583414.06   | 0.38%             | 2027-05-15      | 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        |   4520000 | PA      | $4567671.90   | 0.38%             | 2034-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | REGAL REXNORD CORP 6.05% 04/15/2028                                                               | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174360.59    | 0.01%             | 2028-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OHIO POWER CO                                                                   | OHIO POWER CO 5.65% 06/01/2034                                                                    | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123223.88    | 0.01%             | 2034-06-01      | Fixed         | 0.06%                 | 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        |     50000 | PA      | $52884.50     | 0.00%             | 2054-06-01      | Variable      | 0.07%                 | 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        |     70000 | PA      | $70345.45     | 0.01%             | 2029-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COCA COLA CO                                                                    | COCA COLA CO 5% 05/13/2034                                                                        | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51503.63     | 0.00%             | 2034-05-13      | Fixed         | 0.05%                 | 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        |    281000 | PA      | $295322.82    | 0.02%             | 2057-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.55% 06/01/2031                                                                  | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103172.09    | 0.01%             | 2031-06-01      | Fixed         | 0.06%                 | 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        |     50000 | PA      | $48506.03     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 5.65% 06/01/2054                                                           | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97453.63     | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INC                                                | REINSURANCE GRP OF AMERICA INC 5.75% 09/15/2034                                                   | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101581.93    | 0.01%             | 2034-09-15      | 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        |    290000 | PA      | $293257.80    | 0.02%             | 2028-05-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | ENTERGY ARKANSAS LLC 5.75% 06/01/2054                                                             | CUSIP: 29366MAG3<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48834.19     | 0.00%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2053#BY6161                                                                  | CUSIP: 3140NNZ32<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    161179 | PA      | $162227.50    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2052#FS7879                                                                  | CUSIP: 3140XPXH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691808 | PA      | $582042.68    | 0.05%             | 2052-07-01      | Fixed         | 0.03%                 | 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        |    606703 | PA      | $610401.99    | 0.05%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                      | HASBRO INC 6.05% 05/14/2034                                                                       | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104231.19    | 0.01%             | 2034-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                                                                | MARKEL GROUP INC 6% 05/16/2054                                                                    | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19466.13     | 0.00%             | 2054-05-16      | Fixed         | 0.06%                 | 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        |    141610 | PA      | $140938.97    | 0.01%             | 2038-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NISOURCE INC 6.95%/VAR 11/30/2054                                                                 | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51414.95     | 0.00%             | 2054-11-30      | Variable      | 0.07%                 | 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        |    100000 | PA      | $103326.95    | 0.01%             | 2031-06-01      | Fixed         | 0.05%                 | 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        |    180000 | PA      | $183697.72    | 0.02%             | 2034-11-17      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $60787.56     | 0.01%             | 2027-11-17      | 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        |   4470000 | PA      | $4335026.96   | 0.36%             | 2044-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 05/20/2054#MA9666                                                                    | CUSIP: 36179YW34<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    187368 | PA      | $181113.70    | 0.01%             | 2054-05-20      | 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 K-163 A2 VAR 03/25/2034                                            | CUSIP: 3137HCXK3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420000 | PA      | $432765.82    | 0.04%             | 2034-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                             | PAYPAL HOLDINGS INC 5.5% 06/01/2054                                                               | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72960.37     | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | 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        |     40000 | PA      | $40987.12     | 0.00%             | 2054-12-01      | Variable      | 0.07%                 | 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        |    140000 | PA      | $133562.98    | 0.01%             | 2054-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.6% 05/22/2064                                                         | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47211.83     | 0.00%             | 2064-05-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME CORP                                                     | BLUE OWL CREDIT INCOME CORP 6.65% 03/15/2031                                                      | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69043.09     | 0.01%             | 2031-03-15      | Fixed         | 0.07%                 | 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        |    150000 | PA      | $153691.61    | 0.01%             | 2029-05-23      | 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        |    170000 | PA      | $172566.24    | 0.01%             | 2034-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 05/31/2029                                                                         | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1280000 | PA      | $1304800.00   | 0.11%             | 2029-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 05/31/2031                                                                       | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2450000 | PA      | $2522638.68   | 0.21%             | 2031-05-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER HLDGS USA INC                                                         | SANTANDER HLDGS USA INC 6.124%/VAR 05/31/2027                                                     | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350716.49    | 0.03%             | 2027-05-31      | Variable      | 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        |    500000 | PA      | $516328.17    | 0.04%             | 2030-06-05      | Variable      | 0.06%                 | 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        |    144000 | PA      | $148057.24    | 0.01%             | 2034-06-15      | 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        |     60000 | PA      | $59213.86     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.6% 06/15/2054                                                             | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78311.01     | 0.01%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 5.685% 06/15/2054                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19560.20     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 5.33% 06/15/2034                                                           | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102203.60    | 0.01%             | 2034-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 6% 06/15/2054                                                                          | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28311.23     | 0.00%             | 2054-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 12/01/2053#SD8382                                                                    | CUSIP: 3132DWJ38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    699844 | PA      | $692541.34    | 0.06%             | 2053-12-01      | Fixed         | 0.05%                 | 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        |    240000 | PA      | $248288.16    | 0.02%             | 2054-06-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                                                                  | MICROSOFT CORP 3.4% 06/15/2027                                                                    | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208911.40    | 0.02%             | 2027-06-15      | Fixed         | 0.03%                 | 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        |     50000 | PA      | $50774.02     | 0.00%             | 2034-06-12      | Fixed         | 0.05%                 | 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        |    260482 | PA      | $265549.80    | 0.02%             | 2054-06-01      | Fixed         | 0.06%                 | 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        |     40000 | PA      | $40690.67     | 0.00%             | 2054-06-17      | Fixed         | 0.06%                 | 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        |    267329 | PA      | $272876.17    | 0.02%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA LUXEMBOURG                                                     | ARCELORMITTAL SA LUXEMBOURG 6% 06/17/2034                                                         | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     10000 | PA      | $10517.57     | 0.00%             | 2034-06-17      | Fixed         | 0.06%                 | 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        |   1812875 | PA      | $1823077.15   | 0.15%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2052#SD5368                                                                  | CUSIP: 3132DS6D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1128461 | PA      | $949414.01    | 0.08%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 5% 03/01/2044#RB5289                                                                    | CUSIP: 3133KY2W8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129122 | PA      | $129106.13    | 0.01%             | 2044-03-01      | Fixed         | 0.05%                 | 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        |     80000 | PA      | $81880.09     | 0.01%             | 2031-06-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 5.3% 06/25/2054                                                                    | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233674.39    | 0.02%             | 2054-06-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.95% 06/25/2034                                                                   | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201447.94    | 0.02%             | 2034-06-25      | Fixed         | 0.05%                 | 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        |     70000 | PA      | $70149.67     | 0.01%             | 2031-07-15      | Fixed         | 0.05%                 | 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        |    130000 | PA      | $132668.63    | 0.01%             | 2034-07-01      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $48056.22     | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 06/20/2054#MA9723                                                                    | CUSIP: 36179YYU2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    332273 | PA      | $321181.82    | 0.03%             | 2054-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 06/20/2054#MA9724                                                                      | CUSIP: 36179YYV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    669945 | PA      | $665089.18    | 0.05%             | 2054-06-20      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $52992.60     | 0.00%             | 2054-12-15      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 06/30/2031                                                                        | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7480000 | PA      | $7574376.58   | 0.62%             | 2031-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 06/30/2029                                                                        | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8240000 | PA      | $8342623.43   | 0.69%             | 2029-06-30      | 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        |     90000 | PA      | $94658.67     | 0.01%             | 2054-06-27      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.4% 07/15/2034                                                                      | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10153.82     | 0.00%             | 2034-07-15      | 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        |     10000 | PA      | $10164.28     | 0.00%             | 2029-07-15      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $40912.33     | 0.00%             | 2031-07-03      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $40387.11     | 0.00%             | 2027-07-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 4.5% 07/03/2029                                                                 | CUSIP: 50064FAX2<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $202668.71    | 0.02%             | 2029-07-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VODAFONE GRP PLC                                                                | VODAFONE GROUP PLC 5.875% 06/28/2064                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $142392.82    | 0.01%             | 2064-06-28      | Fixed         | 0.06%                 | 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        |    120000 | PA      | $120741.60    | 0.01%             | 2054-06-28      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                                    | TAKEDA PHARMACEUTICAL CO LTD 5.3% 07/05/2034                                                      | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $303407.02    | 0.02%             | 2034-07-05      | Fixed         | 0.05%                 | 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        |    300000 | PA      | $306868.82    | 0.03%             | 2030-07-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 MTG TR                                                              | BMO 2024-C9 A5 MTG TR 5.7592% 07/15/2057                                                          | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    979000 | PA      | $1024000.13   | 0.08%             | 2057-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 07/15/2027                                                                       | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2820000 | PA      | $2839387.50   | 0.23%             | 2027-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.15% 11/15/2031                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $246198.73    | 0.02%             | 2031-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 07/01/2054#QI9272                                                                  | CUSIP: 3133WGJR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     43012 | PA      | $43274.59     | 0.00%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 04/01/2054#DB0061                                                                    | CUSIP: 3140A9B74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    206683 | PA      | $211249.35    | 0.02%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 07/01/2052#FS6631                                                                  | CUSIP: 3140XNLM4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    135244 | PA      | $113785.81    | 0.01%             | 2052-07-01      | Fixed         | 0.03%                 | 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        |    404440 | PA      | $412422.57    | 0.03%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 5.25% 07/17/2054                                                                      | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67309.43     | 0.01%             | 2054-07-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.995%/VAR 07/22/2030                                                       | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202839.38    | 0.02%             | 2030-07-22      | Variable      | 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        |    150000 | PA      | $151857.39    | 0.01%             | 2035-07-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3% 08/01/2052#SD5573                                                                    | CUSIP: 3132DTFN5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2023082 | PA      | $1809013.19   | 0.15%             | 2052-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.32%/VAR 07/19/2035                                                               | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40138.73     | 0.00%             | 2035-07-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.042%/VAR 07/19/2030                                                              | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40462.69     | 0.00%             | 2030-07-19      | Variable      | 0.05%                 | 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        |     30000 | PA      | $28398.78     | 0.00%             | 2055-01-08      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $30203.78     | 0.00%             | 2027-07-26      | Fixed         | 0.05%                 | 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        |     90000 | PA      | $92511.64     | 0.01%             | 2032-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.401%/VAR 07/23/2035                                              | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91142.56     | 0.01%             | 2035-07-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 07/31/2031                                                                       | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7100000 | PA      | $7145484.02   | 0.59%             | 2031-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5% 01/31/2035                                                                         | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89682.29     | 0.01%             | 2035-01-31      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 07/20/2054#MA9780                                                                      | CUSIP: 36179Y2M5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     31936 | PA      | $32553.03     | 0.00%             | 2054-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2029                                                                           | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1930000 | PA      | $1938895.76   | 0.16%             | 2029-07-31      | 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        |     70000 | PA      | $70203.37     | 0.01%             | 2035-07-26      | Variable      | 0.06%                 | 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        |    288850 | PA      | $276318.23    | 0.02%             | 2049-04-01      | Fixed         | 0.04%                 | 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        |    291042 | PA      | $296113.31    | 0.02%             | 2053-07-01      | Fixed         | 0.06%                 | 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        |    286739 | PA      | $292103.28    | 0.02%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                       | OCCIDENTAL PETROLEUM CORP 5.55% 10/01/2034                                                        | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81356.88     | 0.01%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.625% 07/15/2054                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238268.49    | 0.02%             | 2054-07-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UNITEDHEALTH GROUP INC 5.5% 07/15/2044                                                            | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    210000 | PA      | $202649.13    | 0.02%             | 2044-07-15      | Fixed         | 0.06%                 | 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        |    150000 | PA      | $151278.96    | 0.01%             | 2034-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MOODYS CORP                                                                     | MOODYS CORP 5% 08/05/2034                                                                         | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79969.91     | 0.01%             | 2034-08-05      | Fixed         | 0.05%                 | 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        |    220000 | PA      | $221422.92    | 0.02%             | 2027-07-01      | Fixed         | 0.05%                 | 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        |    261647 | PA      | $264339.16    | 0.02%             | 2054-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                       | L3HARRIS TECHNOLOGIES INC 5.5% 08/15/2054                                                         | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47857.82     | 0.00%             | 2054-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                     | NETFLIX INC 4.9% 08/15/2034                                                                       | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231787.77    | 0.02%             | 2034-08-15      | Fixed         | 0.05%                 | 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        |    140000 | PA      | $137814.66    | 0.01%             | 2034-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 08/15/2027                                                                        | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3370000 | PA      | $3365787.50   | 0.28%             | 2027-08-15      | 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        |   3800000 | PA      | $3703008.80   | 0.30%             | 2034-08-15      | 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        |   5620000 | PA      | $5033412.50   | 0.41%             | 2054-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA 4.625% 02/01/2030                                                       | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    120000 | PA      | $121146.50    | 0.01%             | 2030-02-01      | 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        |     10000 | PA      | $10131.42     | 0.00%             | 2032-08-05      | Variable      | 0.05%                 | 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        |     50000 | PA      | $49846.10     | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $48096.49     | 0.00%             | 2055-02-16      | Fixed         | 0.06%                 | 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        |     70000 | PA      | $67410.00     | 0.01%             | 2054-08-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 5.3% 08/01/2054                                                | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46632.26     | 0.00%             | 2054-08-01      | Fixed         | 0.05%                 | 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        |     66963 | PA      | $71037.83     | 0.01%             | 2054-01-01      | Fixed         | 0.07%                 | 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        |     50991 | PA      | $54154.13     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | 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        |     54593 | PA      | $57672.08     | 0.00%             | 2053-12-01      | Fixed         | 0.07%                 | 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        |     80000 | PA      | $80475.28     | 0.01%             | 2029-08-09      | Fixed         | 0.05%                 | 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        |    120000 | PA      | $119836.62    | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | 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        |    370000 | PA      | $371650.67    | 0.03%             | 2029-08-15      | Fixed         | 0.04%                 | 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        |     70000 | PA      | $69238.01     | 0.01%             | 2034-08-15      | Fixed         | 0.05%                 | 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        |    220000 | PA      | $199266.47    | 0.02%             | 2054-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.55% 08/15/2064                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    140000 | PA      | $125826.08    | 0.01%             | 2064-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DR HORTON INC                                                                   | DR HORTON INC 5% 10/15/2034                                                                       | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49340.55     | 0.00%             | 2034-10-15      | Fixed         | 0.05%                 | 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        |    160000 | PA      | $151512.24    | 0.01%             | 2055-01-14      | 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        |     50000 | PA      | $50166.57     | 0.00%             | 2035-01-15      | 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        |     60000 | PA      | $60242.21     | 0.00%             | 2034-09-01      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $100651.02    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 04/01/2054#SD5143                                                                    | CUSIP: 3132DSWC2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    464660 | PA      | $478609.08    | 0.04%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 4.375% 08/01/2034                                                      | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    108000 | PA      | $108473.90    | 0.01%             | 2034-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 01/01/2052#FS0350                                                                    | CUSIP: 3140XFL82<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    434574 | PA      | $354597.02    | 0.03%             | 2052-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2054#                                                                          | CUSIP: 3132DWMJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    517392 | PA      | $510861.22    | 0.04%             | 2054-09-01      | Fixed         | 0.05%                 | 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        |    136323 | PA      | $137021.87    | 0.01%             | 2054-09-01      | Fixed         | 0.06%                 | 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        |    312520 | PA      | $314400.78    | 0.03%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 09/01/2054#                                                                        | CUSIP: 3132DWMH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    619509 | PA      | $598590.04    | 0.05%             | 2054-09-01      | Fixed         | 0.04%                 | 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        |    130000 | PA      | $129696.21    | 0.01%             | 2035-08-15      | Variable      | 0.05%                 | 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        |    100000 | PA      | $100094.75    | 0.01%             | 2029-08-14      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $98988.39     | 0.01%             | 2034-08-14      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $91753.86     | 0.01%             | 2054-08-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FIN CORP                                                          | CDW LLC / CDW FIN CORP 5.1% 03/01/2030                                                            | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $59907.82     | 0.00%             | 2030-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 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        |     40000 | PA      | $39308.78     | 0.00%             | 2034-08-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 5.1% 01/15/2035                                                                   | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49833.27     | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $49767.65     | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                          | CENTERPOINT ENERGY INC 6.85%/VAR 02/15/2055                                                       | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41910.52     | 0.00%             | 2055-02-15      | Variable      | 0.07%                 | 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        |   7900000 | PA      | $7167398.40   | 0.59%             | 2044-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/20/2054#MA9603                                                                    | CUSIP: 36179YU44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    212867 | PA      | $205761.95    | 0.02%             | 2054-04-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 02/20/2054#MA9485                                                                      | CUSIP: 36179YRE6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    332245 | PA      | $313223.38    | 0.03%             | 2054-02-20      | 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        |    412531 | PA      | $416776.37    | 0.03%             | 2054-08-20      | Fixed         | 0.06%                 | 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        |    171524 | PA      | $173288.80    | 0.01%             | 2054-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                                                            | BOSTON PROPERTIES LP 5.75% 01/15/2035                                                             | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39780.40     | 0.00%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORP NEW                                                           | DEVON ENERGY CORP NEW 5.75% 09/15/2054                                                            | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84579.28     | 0.01%             | 2054-09-15      | Fixed         | 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        |     50000 | PA      | $51632.10     | 0.00%             | 2054-09-01      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.65% 09/15/2064                                                                        | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     90000 | PA      | $83447.22     | 0.01%             | 2064-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | KROGER CO 5.5% 09/15/2054                                                                         | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111441.41    | 0.01%             | 2054-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                                        | FLEX LTD 5.25% 01/15/2032                                                                         | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    100000 | PA      | $100396.00    | 0.01%             | 2032-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 08/31/2031                                                                        | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2040000 | PA      | $2014659.36   | 0.17%             | 2031-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 4.75% 03/05/2035                                                          | CUSIP: 718286DC8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $192000.00    | 0.02%             | 2035-03-05      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $49006.50     | 0.00%             | 2034-09-05      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                                  | MASTERCARD INC 4.55% 01/15/2035                                                                   | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137521.59    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.625% 09/10/2029                       | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $199604.98    | 0.02%             | 2029-09-10      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $49578.75     | 0.00%             | 2030-01-15      | Fixed         | 0.04%                 | 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        |     50000 | PA      | $48950.42     | 0.00%             | 2034-09-15      | 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        |     50000 | PA      | $46040.81     | 0.00%             | 2054-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 4.625% 09/11/2034                                                                    | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97615.82     | 0.01%             | 2034-09-11      | Fixed         | 0.05%                 | 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        |    300000 | PA      | $299651.51    | 0.02%             | 2029-09-11      | Fixed         | 0.04%                 | 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        |     60000 | PA      | $59080.46     | 0.00%             | 2034-09-09      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $59875.96     | 0.00%             | 2027-09-09      | Fixed         | 0.04%                 | 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        |    170000 | PA      | $170800.75    | 0.01%             | 2030-09-11      | Variable      | 0.05%                 | 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        |     40000 | PA      | $39269.96     | 0.00%             | 2034-09-10      | Fixed         | 0.05%                 | 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        |     70000 | PA      | $69778.58     | 0.01%             | 2029-09-10      | Fixed         | 0.04%                 | 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        |     59000 | PA      | $59030.80     | 0.00%             | 2028-01-07      | 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        |    110000 | PA      | $108167.07    | 0.01%             | 2034-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | VERALTO CORP 5.45% 09/18/2033                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40847.23     | 0.00%             | 2033-09-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 09/15/2027                                                                       | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    540000 | PA      | $536477.34    | 0.04%             | 2027-09-15      | Fixed         | 0.03%                 | 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        |    348034 | PA      | $366275.30    | 0.03%             | 2054-06-01      | Fixed         | 0.07%                 | 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        |    240000 | PA      | $236311.25    | 0.02%             | 2035-03-15      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $36665.84     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                           | WISCONSIN ELEC PWR CO 4.6% 10/01/2034                                                             | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108359.41    | 0.01%             | 2034-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                                                        | APTIV SWISS HOLDINGS LTD 4.65% 09/13/2029                                                         | CUSIP: 03837AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    400000 | PA      | $407794.31    | 0.03%             | 2029-09-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.25% 09/24/2027                                                                        | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29922.21     | 0.00%             | 2027-09-24      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.4% 10/15/2029                                                                         | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19868.00     | 0.00%             | 2029-10-15      | 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        |     90000 | PA      | $89043.94     | 0.01%             | 2031-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.05% 11/01/2034                                                                        | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68088.69     | 0.01%             | 2034-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 5.7% 11/01/2054                                                                         | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63862.85     | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | 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        |     60000 | PA      | $59432.33     | 0.00%             | 2029-09-17      | Fixed         | 0.04%                 | 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        |     60000 | PA      | $58088.85     | 0.00%             | 2034-09-17      | Fixed         | 0.05%                 | 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        |    130000 | PA      | $129353.98    | 0.01%             | 2029-10-15      | Fixed         | 0.05%                 | 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        |    130000 | PA      | $125838.28    | 0.01%             | 2034-10-15      | Fixed         | 0.05%                 | 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        |     80000 | PA      | $71413.17     | 0.01%             | 2054-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.411%/VAR 09/19/2039                                                               | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322363.08    | 0.03%             | 2039-09-19      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2054#QI6798                                                                    | CUSIP: 3133WDRT1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23787 | PA      | $24340.40     | 0.00%             | 2054-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                                   | UNIVERSAL HEALTH SERVICES INC 4.625% 10/15/2029                                                   | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98834.47     | 0.01%             | 2029-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | SONOCO PRODUCTS CO 5% 09/01/2034                                                                  | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97816.73     | 0.01%             | 2034-09-01      | 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        |    329598 | PA      | $345714.27    | 0.03%             | 2054-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 09/30/2029                                                                         | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2150000 | PA      | $2124132.81   | 0.17%             | 2029-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 09/30/2031                                                                       | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1760000 | PA      | $1726656.25   | 0.14%             | 2031-09-30      | 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        |    465534 | PA      | $442751.83    | 0.04%             | 2040-05-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 05/20/2054#MA9665                                                                      | CUSIP: 36179YW26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    162918 | PA      | $153069.02    | 0.01%             | 2054-05-20      | Fixed         | 0.04%                 | 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        |    130000 | PA      | $127210.15    | 0.01%             | 2034-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                                                           | PACCAR FINANCIAL CORP 4% 09/26/2029                                                               | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158959.37    | 0.01%             | 2029-09-26      | 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        |    290000 | PA      | $281048.43    | 0.02%             | 2029-09-27      | 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        |     70000 | PA      | $63883.38     | 0.01%             | 2034-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.375% 09/27/2054                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $54146.63     | 0.00%             | 2054-09-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 04/01/2047#FP0111                                                                    | CUSIP: 3140XTDR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1699351 | PA      | $1559343.48   | 0.13%             | 2047-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.55% 02/15/2032                                                                     | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188348.17    | 0.02%             | 2032-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.8% 10/15/2034                                                                      | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187122.80    | 0.02%             | 2034-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THE CAMPBELL'S COMPANY                                                          | THE CAMPBELL'S COMPANY 4.75% 03/23/2035                                                           | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92062.85     | 0.01%             | 2035-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 5.125% 03/15/2055                                                               | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63427.73     | 0.01%             | 2055-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUSTEES OF COLUMBIA UNIVERSITY IN THE CITY OF NEW YORK/THE                     | TRUSTEES OF COLUMBIA UNIVERSITY IN THE CITY OF NEW YORK/THE 4.355% 10/01/2035                     | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48399.61     | 0.00%             | 2035-10-01      | 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        |     50000 | PA      | $49946.32     | 0.00%             | 2031-10-10      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $36945.08     | 0.00%             | 2054-10-15      | Variable      | 0.07%                 | 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        |    293000 | PA      | $249139.48    | 0.02%             | 2045-05-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 3.25% 04/06/2050                                                             | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $68042.51     | 0.01%             | 2050-04-06      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 3.75% 09/12/2046                                                             | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $53539.81     | 0.00%             | 2046-09-12      | Fixed         | 0.04%                 | 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        |    250000 | PA      | $234507.85    | 0.02%             | 2029-11-07      | Fixed         | 0.02%                 | 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        |     50000 | PA      | $50117.10     | 0.00%             | 2030-10-18      | Variable      | 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        |    100000 | PA      | $99244.90     | 0.01%             | 2028-04-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#                                                                        | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1319734 | PA      | $1326304.47   | 0.11%             | 2054-11-01      | Fixed         | 0.06%                 | 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        |    140000 | PA      | $139770.11    | 0.01%             | 2035-02-15      | 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        |     10000 | PA      | $9452.30      | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | 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        |     80000 | PA      | $79998.17     | 0.01%             | 2035-10-25      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 10/31/2031                                                                       | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5850000 | PA      | $5880621.12   | 0.48%             | 2031-10-31      | Fixed         | 0.04%                 | 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        |    200000 | PA      | $201051.56    | 0.02%             | 2029-10-15      | Fixed         | 0.05%                 | 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        |     26000 | PA      | $24861.12     | 0.00%             | 2054-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2054#MA5445                                                                    | CUSIP: 31418FBP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     73977 | PA      | $75437.37     | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/15/2027                                                                       | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3790000 | PA      | $3806285.18   | 0.31%             | 2027-11-15      | Fixed         | 0.04%                 | 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        |   1836000 | PA      | $1715225.63   | 0.14%             | 2054-11-15      | 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        |     70000 | PA      | $70499.21     | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | 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        |     70000 | PA      | $70570.82     | 0.01%             | 2031-11-15      | Fixed         | 0.05%                 | 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        |    110000 | PA      | $109537.15    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 11/15/2034                                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2390000 | PA      | $2389346.48   | 0.20%             | 2034-11-15      | 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        |     40000 | PA      | $37870.23     | 0.00%             | 2044-11-15      | 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        |     50000 | PA      | $46881.54     | 0.00%             | 2055-03-15      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $30263.97     | 0.00%             | 2029-11-01      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $29839.11     | 0.00%             | 2034-11-01      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $57233.26     | 0.00%             | 2054-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC DEL                                                        | WASTE MANAGEMENT INC DEL 4.95% 03/15/2035                                                         | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60148.19     | 0.00%             | 2035-03-15      | 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        |     60000 | PA      | $60549.13     | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $56405.05     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | 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        |     30000 | PA      | $30010.79     | 0.00%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | EDISON INTERNATIONAL 5.25% 03/15/2032                                                             | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98971.48     | 0.01%             | 2032-03-15      | 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 4.489% 09/25/2034                                                  | CUSIP: 3137HHHY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    380000 | PA      | $378440.21    | 0.03%             | 2034-09-25      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $98522.28     | 0.01%             | 2029-07-16      | Fixed         | 0.06%                 | 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        |    230000 | PA      | $221267.73    | 0.02%             | 2045-11-19      | Variable      | 0.06%                 | 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        |    130000 | PA      | $131970.21    | 0.01%             | 2031-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 11/01/2054#QJ8904                                                                  | CUSIP: 3133D03M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    114156 | PA      | $114727.40    | 0.01%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2054#QJ8983                                                                    | CUSIP: 3133D06U0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    287666 | PA      | $283837.83    | 0.02%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2054#QJ8901                                                                    | CUSIP: 3133D03J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    401729 | PA      | $396658.84    | 0.03%             | 2054-11-01      | Fixed         | 0.05%                 | 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        |    220000 | PA      | $224090.67    | 0.02%             | 2029-11-15      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $48471.12     | 0.00%             | 2054-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 7.3% 11/27/2028                                                    | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51023.20     | 0.00%             | 2028-11-27      | Fixed         | 0.07%                 | 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        |   1540000 | PA      | $1490130.47   | 0.12%             | 2044-11-15      | Fixed         | 0.05%                 | 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        |    150000 | PA      | $150996.45    | 0.01%             | 2030-01-30      | Fixed         | 0.05%                 | 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        |    110000 | PA      | $111752.82    | 0.01%             | 2034-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.516%/VAR 11/19/2055                                                              | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $199394.79    | 0.02%             | 2055-11-19      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 5.4% 01/31/2035                                                               | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20180.84     | 0.00%             | 2035-01-31      | Fixed         | 0.05%                 | 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        |     80000 | PA      | $77912.38     | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | 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        |    250000 | PA      | $251538.88    | 0.02%             | 2029-08-15      | Fixed         | 0.05%                 | 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        |    200000 | PA      | $201823.77    | 0.02%             | 2028-11-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.125% 12/01/2029                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60348.14     | 0.00%             | 2029-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                                                                   | APPLOVIN CORP 5.5% 12/01/2034                                                                     | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119006.51    | 0.01%             | 2034-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.858% 05/01/2054                                                                       | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $209109.22    | 0.02%             | 2054-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | BOEING CO 6.528% 05/01/2034                                                                       | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $272335.65    | 0.02%             | 2034-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.534%/VAR 11/29/2045                                                       | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157151.90    | 0.01%             | 2045-11-29      | Variable      | 0.06%                 | 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        |    178600 | PA      | $188407.76    | 0.02%             | 2054-06-01      | Fixed         | 0.07%                 | 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        |    215048 | PA      | $226856.42    | 0.02%             | 2054-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 11/30/2029                                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1110000 | PA      | $1119192.19   | 0.09%             | 2029-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 11/30/2026                                                                        | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2250000 | PA      | $2257492.68   | 0.19%             | 2026-11-30      | 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        |    730000 | PA      | $733564.45    | 0.06%             | 2031-11-30      | 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        |    110000 | PA      | $110387.74    | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.5% 01/15/2055                                                                 | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143294.68    | 0.01%             | 2055-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 4.7% 01/15/2030                                                                 | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161418.46    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 08/01/2054#SD8455                                                                  | CUSIP: 3132DWMC4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    138158 | PA      | $142787.53    | 0.01%             | 2054-08-01      | Fixed         | 0.07%                 | 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        |    255668 | PA      | $265681.65    | 0.02%             | 2054-07-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 06/01/2052#FS4710                                                                  | CUSIP: 3140XLGU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24152 | PA      | $20319.94     | 0.00%             | 2052-06-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | CONOCOPHILLIPS CO 5.65% 01/15/2065                                                                | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19017.77     | 0.00%             | 2065-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 6.75% 03/15/2034                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     80000 | PA      | $87987.92     | 0.01%             | 2034-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 7.25% 11/15/2053                 | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     60000 | PA      | $66011.04     | 0.01%             | 2053-11-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 01/01/2054#QH9252                                                                  | CUSIP: 3133CNH54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     38981 | PA      | $40329.41     | 0.00%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 4.85% 12/15/2029                                                                      | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30409.14     | 0.00%             | 2029-12-15      | 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        |     30000 | PA      | $30214.30     | 0.00%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORP                                                   | WISCONSIN PUBLIC SERVICE CORP 4.55% 12/01/2029                                                    | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165629.90    | 0.01%             | 2029-12-01      | 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        |    100000 | PA      | $99471.89     | 0.01%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 5.1% 03/11/2030                                                                      | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50519.30     | 0.00%             | 2030-03-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                                                    | TAPESTRY INC 5.5% 03/11/2035                                                                      | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50086.19     | 0.00%             | 2035-03-11      | Fixed         | 0.06%                 | 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        |    210000 | PA      | $212748.20    | 0.02%             | 2031-12-15      | Fixed         | 0.05%                 | 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        |    285907 | PA      | $294900.22    | 0.02%             | 2054-12-01      | Fixed         | 0.06%                 | 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        |    200460 | PA      | $201932.83    | 0.02%             | 2054-04-01      | 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        |   3020000 | PA      | $3028139.81   | 0.25%             | 2027-12-15      | 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        |     60000 | PA      | $60640.99     | 0.00%             | 2029-12-15      | Fixed         | 0.05%                 | 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        |     90000 | PA      | $89270.84     | 0.01%             | 2035-02-15      | Fixed         | 0.05%                 | 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        |     43000 | PA      | $40141.23     | 0.00%             | 2055-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 01/01/2055#SD8496                                                                    | CUSIP: 3132DWNM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294618 | PA      | $300294.23    | 0.02%             | 2055-01-01      | Fixed         | 0.06%                 | 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        |     41239 | PA      | $41539.72     | 0.00%             | 2053-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 12/01/2051#RA6579                                                                    | CUSIP: 3133KNJY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210422 | PA      | $170381.51    | 0.01%             | 2051-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2054#SD8476                                                                    | CUSIP: 3132DWMZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    355116 | PA      | $362125.18    | 0.03%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2054#DC7360                                                                    | CUSIP: 3140AVFA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    392365 | PA      | $388148.53    | 0.03%             | 2054-12-01      | 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        |    818572 | PA      | $791313.72    | 0.07%             | 2054-11-20      | Fixed         | 0.04%                 | 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        |    138625 | PA      | $123934.63    | 0.01%             | 2054-11-20      | Fixed         | 0.03%                 | 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        |    183203 | PA      | $181589.28    | 0.01%             | 2054-12-20      | Fixed         | 0.05%                 | 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        |   1466389 | PA      | $1453927.35   | 0.12%             | 2054-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 12/20/2054#MB0090                                                                    | CUSIP: 3618N5C49<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    188072 | PA      | $181692.09    | 0.01%             | 2054-12-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA GUARANTEED PASS THRU CERT                                                  | GNMA II 5.5% 10/20/2054#MA9965                                                                    | CUSIP: 36180ACA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    157193 | PA      | $158651.17    | 0.01%             | 2054-10-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 12/31/2026                                                                        | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    830000 | PA      | $832911.48    | 0.07%             | 2026-12-31      | 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        |   1640000 | PA      | $1667739.06   | 0.14%             | 2029-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.5% 12/31/2031                                                                         | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1830000 | PA      | $1873462.50   | 0.15%             | 2031-12-31      | Fixed         | 0.04%                 | 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        |    854427 | PA      | $870600.96    | 0.07%             | 2054-12-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                  | SOLVENTUM CORP 5.6% 03/23/2034                                                                    | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204462.11    | 0.02%             | 2034-03-23      | Fixed         | 0.06%                 | 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        |    200000 | PA      | $204268.62    | 0.02%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC 5.8% 03/15/2055                                                             | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29418.97     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                       | DUKE ENERGY CAROLINAS LLC 4.85% 03/15/2030                                                        | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305463.83    | 0.03%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 01/15/2028                                                                        | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    630000 | PA      | $634454.30    | 0.05%             | 2028-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 5.8% 03/08/2032                                                                 | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49331.97     | 0.00%             | 2032-03-08      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| 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        |    250000 | PA      | $253701.38    | 0.02%             | 2031-01-16      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.6% 03/15/2035                                                                  | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30658.56     | 0.00%             | 2035-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6% 05/13/2030                                                        | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $206700.00    | 0.02%             | 2030-05-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UBS AG STAMFORD BRH                                                             | UBS AG STAMFORD BRH 4.864%/VAR 01/10/2028                                                         | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |    380000 | PA      | $381502.13    | 0.03%             | 2028-01-10      | Variable      | 0.05%                 | 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        |    300000 | PA      | $305175.13    | 0.03%             | 2030-01-09      | Fixed         | 0.05%                 | 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        |    684446 | PA      | $697295.54    | 0.06%             | 2055-01-20      | Fixed         | 0.06%                 | 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        |    802603 | PA      | $832865.44    | 0.07%             | 2054-05-01      | Fixed         | 0.06%                 | 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        |    500000 | PA      | $510488.26    | 0.04%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.565% 01/17/2030                                                              | CUSIP: 05964HBJ3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $204942.28    | 0.02%             | 2030-01-17      | Fixed         | 0.06%                 | 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        |    200000 | PA      | $207250.00    | 0.02%             | 2037-01-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 4.7% 01/15/2030                                                              | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    150000 | PA      | $153527.37    | 0.01%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | REPUBLIC OF INDONESIA 5.25% 01/15/2030                                                            | CUSIP: 455780DZ6<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $304191.60    | 0.03%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 5.373%/VAR 01/10/2029                                              | CUSIP: 25160PAQ0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151727.45    | 0.01%             | 2029-01-10      | Variable      | 0.05%                 | 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        |     85000 | PA      | $85582.96     | 0.01%             | 2030-01-15      | 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        |     55000 | PA      | $55428.70     | 0.00%             | 2029-12-17      | Fixed         | 0.05%                 | 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        |     35000 | PA      | $35236.69     | 0.00%             | 2028-03-15      | Fixed         | 0.05%                 | 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        |    271855 | PA      | $277250.20    | 0.02%             | 2054-11-01      | Fixed         | 0.06%                 | 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        |    321504 | PA      | $326955.07    | 0.03%             | 2054-10-01      | Fixed         | 0.06%                 | 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        |    100000 | PA      | $101350.31    | 0.01%             | 2055-01-15      | Fixed         | 0.06%                 | 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        |    100000 | PA      | $103705.53    | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | 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        |     70000 | PA      | $74531.62     | 0.01%             | 2035-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE and CO                                                                    | DEERE and CO 5.7% 01/19/2055                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81545.01     | 0.01%             | 2055-01-19      | Fixed         | 0.06%                 | 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        |     93200 | PA      | $76542.96     | 0.01%             | 2052-03-01      | Fixed         | 0.02%                 | 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        |     50000 | PA      | $50689.19     | 0.00%             | 2029-03-11      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2% 02/01/2052#FA0353                                                               | CUSIP: 3140W0MB8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    136151 | PA      | $111689.92    | 0.01%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 2% 04/01/2052#FA0356                                                               | CUSIP: 3140W0ME2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    183312 | PA      | $150034.76    | 0.01%             | 2052-04-01      | Fixed         | 0.02%                 | 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        |    400000 | PA      | $407752.49    | 0.03%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.14%/VAR 01/24/2031                                                        | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346222.46    | 0.03%             | 2031-01-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.587%/VAR 01/18/2036                                                              | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50976.24     | 0.00%             | 2036-01-18      | Variable      | 0.06%                 | 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        |    170000 | PA      | $171100.92    | 0.01%             | 2029-08-15      | Fixed         | 0.05%                 | 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        |    360328 | PA      | $348075.82    | 0.03%             | 2055-01-20      | Fixed         | 0.04%                 | 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        |     55000 | PA      | $55385.12     | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | 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        |    318043 | PA      | $315141.19    | 0.03%             | 2055-01-20      | Fixed         | 0.05%                 | 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        |    150000 | PA      | $152967.10    | 0.01%             | 2036-01-24      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 5.162%/VAR 01/24/2031                                                 | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    790000 | PA      | $805051.03    | 0.07%             | 2031-01-24      | Variable      | 0.05%                 | 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        |    614635 | PA      | $626064.39    | 0.05%             | 2053-10-01      | Fixed         | 0.06%                 | 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        |    200000 | PA      | $203207.33    | 0.02%             | 2031-01-28      | Variable      | 0.05%                 | 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        |    300000 | PA      | $304945.76    | 0.03%             | 2036-01-28      | Variable      | 0.06%                 | 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        |     10000 | PA      | $9763.30      | 0.00%             | 2056-01-28      | Variable      | 0.06%                 | 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        |    110000 | PA      | $111799.34    | 0.01%             | 2031-02-04      | Variable      | 0.05%                 | 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        |     60000 | PA      | $61205.71     | 0.01%             | 2031-01-29      | Variable      | 0.05%                 | 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        |     40000 | PA      | $40836.20     | 0.00%             | 2036-01-29      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 07/01/2053#CB6751                                                                    | CUSIP: 3140QSQD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    123719 | PA      | $128384.22    | 0.01%             | 2053-07-01      | Fixed         | 0.06%                 | 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        |     40000 | PA      | $38791.14     | 0.00%             | 2032-01-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5.5% 02/04/2035                                                           | CUSIP: 718286DG9<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $202250.00    | 0.02%             | 2035-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.375% 01/31/2032                                                                       | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3950000 | PA      | $4017273.44   | 0.33%             | 2032-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2051#BR4435                                                                    | CUSIP: 3140L24V2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622842 | PA      | $505881.77    | 0.04%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 12/01/2054#SD8495                                                                    | CUSIP: 3132DWNL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23293 | PA      | $23744.95     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | 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        |    233037 | PA      | $240444.71    | 0.02%             | 2039-07-01      | Fixed         | 0.06%                 | 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        |    110000 | PA      | $111974.96    | 0.01%             | 2036-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6% 08/03/2055                                                                         | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    120000 | PA      | $100605.92    | 0.01%             | 2055-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.5% 08/03/2035                                                                       | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47729.78     | 0.00%             | 2035-08-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                                    | STRYKER CORP 4.85% 02/10/2030                                                                     | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40544.51     | 0.00%             | 2030-02-10      | Fixed         | 0.05%                 | 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        |     80000 | PA      | $78524.55     | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | 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        |    180000 | PA      | $181191.73    | 0.01%             | 2029-09-21      | 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        |     60000 | PA      | $60321.65     | 0.00%             | 2029-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 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        |     60000 | PA      | $60248.29     | 0.00%             | 2028-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.05% 03/15/2030                                                     | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101852.59    | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | ALTRIA GROUP INC 5.625% 02/06/2035                                                                | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153634.76    | 0.01%             | 2035-02-06      | Fixed         | 0.06%                 | 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        |     60000 | PA      | $60791.58     | 0.01%             | 2031-02-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 6% 12/01/2054#FA0287                                                               | CUSIP: 3140W0J97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83814 | PA      | $85413.05     | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | 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        |    150000 | PA      | $153150.00    | 0.01%             | 2030-02-12      | Fixed         | 0.05%                 | 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        |    150000 | PA      | $152475.00    | 0.01%             | 2035-02-12      | Fixed         | 0.05%                 | 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        |   4580000 | PA      | $4366027.90   | 0.36%             | 2055-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.625% 02/15/2035                                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4810000 | PA      | $4934759.38   | 0.41%             | 2035-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 02/15/2028                                                                        | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3410000 | PA      | $3436240.97   | 0.28%             | 2028-02-15      | 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        |    100000 | PA      | $100515.72    | 0.01%             | 2035-02-10      | 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        |    100000 | PA      | $94426.43     | 0.01%             | 2055-02-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.046%/VAR 02/12/2031                                                              | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131893.81    | 0.01%             | 2031-02-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 05/01/2052#SD7328                                                                    | CUSIP: 3132DVD93<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    514811 | PA      | $421676.37    | 0.03%             | 2052-05-01      | Fixed         | 0.02%                 | 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        |    400000 | PA      | $405247.98    | 0.03%             | 2031-05-13      | Variable      | 0.05%                 | 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        |    260000 | PA      | $266916.26    | 0.02%             | 2035-03-01      | Fixed         | 0.06%                 | 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        |     40000 | PA      | $40332.22     | 0.00%             | 2035-04-01      | Fixed         | 0.05%                 | 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        |     80000 | PA      | $81680.00     | 0.01%             | 2037-02-14      | Fixed         | 0.05%                 | 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        |     20000 | PA      | $20355.00     | 0.00%             | 2035-02-20      | Fixed         | 0.05%                 | 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        |     20000 | PA      | $19601.10     | 0.00%             | 2054-12-01      | Fixed         | 0.06%                 | 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        |    130000 | PA      | $132355.81    | 0.01%             | 2030-02-12      | Fixed         | 0.05%                 | 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        |    180000 | PA      | $176434.29    | 0.01%             | 2055-02-12      | 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        |    580000 | PA      | $588226.41    | 0.05%             | 2030-02-19      | Fixed         | 0.05%                 | 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        |    260000 | PA      | $264298.54    | 0.02%             | 2035-02-19      | Fixed         | 0.06%                 | 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        |    200000 | PA      | $203169.60    | 0.02%             | 2030-02-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 01/01/2052#CB2644                                                                  | CUSIP: 3140QM5E0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163242 | PA      | $137341.56    | 0.01%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TENNESSEE VALLEY AUTHORITY                                                      | TENNESSEE VALLEY AUTHORITY 5.25% 02/01/2055                                                       | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGSE             | US        |    100000 | PA      | $98451.15     | 0.01%             | 2055-02-01      | Fixed         | 0.05%                 | 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        |     41175 | PA      | $41372.10     | 0.00%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.75% 02/15/2045                                                                        | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4170000 | PA      | $4097350.76   | 0.34%             | 2045-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JOHNSON and JOHNSON                                                             | JOHNSON and JOHNSON 5% 03/01/2035                                                                 | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144129.10    | 0.01%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.2% 04/01/2030                                                                | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102232.22    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 6.2% 04/01/2055                                                                | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106794.17    | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 5.875% 03/15/2055                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48739.98     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | 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        |    110000 | PA      | $112185.15    | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $61074.77     | 0.01%             | 2035-02-21      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.5% 03/01/2032                                                                           | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256288.79    | 0.02%             | 2032-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.75% 03/01/2035                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113096.84    | 0.01%             | 2035-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS ENERGY CORP 6.5%/VAR 06/01/2055                                                               | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101803.50    | 0.01%             | 2055-06-01      | Variable      | 0.07%                 | 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        |    832774 | PA      | $839976.70    | 0.07%             | 2055-01-20      | Fixed         | 0.06%                 | 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        |    251730 | PA      | $249354.92    | 0.02%             | 2055-02-20      | Fixed         | 0.05%                 | 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        |    169498 | PA      | $163575.43    | 0.01%             | 2055-02-20      | Fixed         | 0.04%                 | 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        |     40000 | PA      | $39919.42     | 0.00%             | 2029-09-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 6.75% 01/30/2029                                                       | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20266.71     | 0.00%             | 2029-01-30      | Fixed         | 0.07%                 | 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        |     80000 | PA      | $81537.41     | 0.01%             | 2030-02-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.367%/VAR 02/25/2031                                                                | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203473.49    | 0.02%             | 2031-02-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.785%/VAR 02/25/2036                                                                | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202225.87    | 0.02%             | 2036-02-25      | Variable      | 0.06%                 | 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        |    130000 | PA      | $131773.49    | 0.01%             | 2035-02-24      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $38782.53     | 0.00%             | 2055-02-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 5.2% 03/15/2032                                                              | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131336.25    | 0.01%             | 2032-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | KRAFT HEINZ FOODS CO 5.4% 03/15/2035                                                              | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29946.33     | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                       | TRANSCANADA PIPELINES LTD 7%/VAR 06/01/2065                                                       | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     20000 | PA      | $20303.24     | 0.00%             | 2065-06-01      | Variable      | 0.07%                 | 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        |     30000 | PA      | $30441.77     | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | 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        |     40000 | PA      | $41120.30     | 0.00%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/29/2032                                                                       | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3290000 | PA      | $3302208.99   | 0.27%             | 2032-02-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 6.15% 03/01/2055                                                      | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19322.98     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | 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        |     90000 | PA      | $91072.11     | 0.01%             | 2031-03-05      | Variable      | 0.05%                 | 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        |     40000 | PA      | $39657.36     | 0.00%             | 2035-03-15      | 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        |    110000 | PA      | $107695.06    | 0.01%             | 2055-05-15      | Fixed         | 0.06%                 | 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        |    160000 | PA      | $160997.60    | 0.01%             | 2035-03-01      | 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        |    130000 | PA      | $131177.49    | 0.01%             | 2035-04-15      | 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        |    130000 | PA      | $132041.11    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $50651.15     | 0.00%             | 2030-03-15      | Fixed         | 0.05%                 | 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        |     80000 | PA      | $79649.85     | 0.01%             | 2037-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY                                                                | SOUTHERN COMPANY 6.375%/VAR 03/15/2055                                                            | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10285.45     | 0.00%             | 2055-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 5.121%/VAR 04/04/2031                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40394.59     | 0.00%             | 2031-04-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 5.612%/VAR 03/04/2056                                                               | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57625.52     | 0.00%             | 2056-03-04      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| STATE STREET CORP                                                               | STATE STREET CORP 5.146%/VAR 02/28/2036                                                           | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70156.43     | 0.01%             | 2036-02-28      | Variable      | 0.05%                 | 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        |    100000 | PA      | $101218.58    | 0.01%             | 2030-02-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                                                             | EMERSON ELECTRIC CO 5% 03/15/2035                                                                 | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80523.80     | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | 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        |    300000 | PA      | $303390.16    | 0.02%             | 2031-03-03      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 5.813% 03/03/2055                                                              | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $94729.45     | 0.01%             | 2055-03-03      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.65% 04/01/2028                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240880.23    | 0.02%             | 2028-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 4.85% 04/01/2030                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60441.29     | 0.00%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5% 04/01/2032                                                                        | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121041.25    | 0.01%             | 2032-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5.15% 04/01/2035                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110210.33    | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | SYNOPSYS INC 5.7% 04/01/2055                                                                      | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95608.27     | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                      | HUMANA INC 6% 05/01/2055                                                                          | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64894.43     | 0.01%             | 2055-05-01      | Fixed         | 0.06%                 | 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        |     60000 | PA      | $59970.55     | 0.00%             | 2030-03-05      | 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        |     40000 | PA      | $39240.73     | 0.00%             | 2035-03-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                                               | TAMPA ELECTRIC CO 5.15% 03/01/2035                                                                | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50143.69     | 0.00%             | 2035-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                                      | NUCOR CORP 4.65% 06/01/2030                                                                       | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100929.89    | 0.01%             | 2030-06-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 5.55% 03/15/2055                                                         | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57961.82     | 0.00%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | DUKE ENERGY PROGRESS LLC 5.05% 03/15/2035                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50103.65     | 0.00%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| 3M CO                                                                           | 3M CO 5.15% 03/15/2035                                                                            | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100591.90    | 0.01%             | 2035-03-15      | 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        |   1000000 | PA      | $1001434.96   | 0.08%             | 2028-05-15      | Fixed         | 0.04%                 | 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        |    100000 | PA      | $99144.54     | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                                        | CSX CORP 5.05% 06/15/2035                                                                         | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20074.20     | 0.00%             | 2035-06-15      | 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        |    140000 | PA      | $141118.61    | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 03/15/2028                                                                       | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7860000 | PA      | $7868903.89   | 0.65%             | 2028-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | DIAMONDBACK ENERGY INC 5.55% 04/01/2035                                                           | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20410.42     | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | 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        |    100000 | PA      | $100249.16    | 0.01%             | 2035-06-15      | Fixed         | 0.05%                 | 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        |     40000 | PA      | $39424.27     | 0.00%             | 2055-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 4.9% 03/15/2030                                                               | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70632.08     | 0.01%             | 2030-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINL INC                                                             | PRUDENTIAL FINL INC 5.2% 03/14/2035                                                               | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30231.29     | 0.00%             | 2035-03-14      | Fixed         | 0.05%                 | 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        |    170000 | PA      | $172661.36    | 0.01%             | 2030-03-14      | Fixed         | 0.05%                 | 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        |    180000 | PA      | $182875.54    | 0.02%             | 2035-03-14      | Fixed         | 0.05%                 | 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        |    105000 | PA      | $104748.36    | 0.01%             | 2055-03-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                     | METLIFE INC T5Y+NA 03/15/2055                                                                     | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10147.51     | 0.00%             | 2055-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 04/01/2055#MA5673                                                                  | CUSIP: 31418FJT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54191 | PA      | $54453.94     | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 03/01/2055#SD8515                                                                  | CUSIP: 3132DWN82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    495335 | PA      | $498006.52    | 0.04%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | EQUITABLE HOLDINGS INC T5Y+NA 03/28/2055                                                          | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20183.82     | 0.00%             | 2055-03-28      | Variable      | 0.07%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                                        | AES CORP 5.8% 03/15/2032                                                                          | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10055.83     | 0.00%             | 2032-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON CO                                                   | SOUTHERN CALIFORNIA EDISON CO 6.2% 09/15/2055                                                     | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99171.23     | 0.01%             | 2055-09-15      | Fixed         | 0.06%                 | 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        |    100000 | PA      | $102608.28    | 0.01%             | 2031-03-20      | Variable      | 0.06%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE CO OF COLORADO                                                   | PUBLIC SERVICE CO OF COLORADO 5.85% 05/15/2055                                                    | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118944.46    | 0.01%             | 2055-05-15      | Fixed         | 0.06%                 | 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        |    450000 | PA      | $453807.57    | 0.04%             | 2031-03-25      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 5.918% 03/20/2028                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293675.55    | 0.02%             | 2028-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                           | REPUBLIC SERVICES INC 5.15% 03/15/2035                                                            | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61181.73     | 0.01%             | 2035-03-15      | Fixed         | 0.05%                 | 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        |    183017 | PA      | $157253.16    | 0.01%             | 2055-02-20      | Fixed         | 0.03%                 | 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        |     76000 | PA      | $75875.34     | 0.01%             | 2026-05-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                  | TR FINANCE LLC 5.85% 04/15/2040                                                                   | CUSIP: 87268LAB3<br>LEI: 254900OWSTRTOV8P5W25 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38960.05     | 0.00%             | 2040-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 5% 04/15/2035                                                                         | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80316.91     | 0.01%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                                                                    | NISOURCE INC 5.85% 04/01/2055                                                                     | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77770.66     | 0.01%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 10/01/2054#SD8471                                                                  | CUSIP: 3132DWMU4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    123227 | PA      | $127355.89    | 0.01%             | 2054-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 03/31/2027                                                                       | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  17040000 | PA      | $17062498.08  | 1.41%             | 2027-03-31      | 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        |   3040000 | PA      | $3050687.48   | 0.25%             | 2032-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 03/31/2030                                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2500000 | PA      | $2508984.38   | 0.21%             | 2030-03-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 07/01/2054#QI9449                                                                  | CUSIP: 3133WGQA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    206006 | PA      | $213211.21    | 0.02%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 01/20/2055#MB0149                                                                    | CUSIP: 3618N5EX3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    200185 | PA      | $207978.16    | 0.02%             | 2055-01-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 5.4% 04/15/2035                                                     | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50847.42     | 0.00%             | 2035-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                                | RELX CAPITAL INC 5.25% 03/27/2035                                                                 | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40469.61     | 0.00%             | 2035-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.715%/VAR 03/27/2028                                                        | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $190676.71    | 0.02%             | 2028-03-27      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                              | VICI PROPERTIES LP 5.625% 04/01/2035                                                              | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29860.00     | 0.00%             | 2035-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.95% 04/14/2032                                                       | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19323.29     | 0.00%             | 2032-04-14      | 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        |     80000 | PA      | $80348.06     | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 04/15/2028                                                                        | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6280000 | PA      | $6271414.05   | 0.52%             | 2028-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.1% 04/15/2030                                                                       | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100896.38    | 0.01%             | 2030-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                                                     | PAYCHEX INC 5.6% 04/15/2035                                                                       | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    133000 | PA      | $133574.60    | 0.01%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 7% 11/01/2053#MA5193                                                                    | CUSIP: 31418EXX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    798483 | PA      | $841410.91    | 0.07%             | 2053-11-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| PRESIDENT AND FELLOWS OF HARVARD COLLEGE                                        | PRESIDENT AND FELLOWS OF HARVARD COLLEGE 5.259% 03/15/2036                                        | CUSIP: 740816AT0<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165464.65    | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                                    | AUTOZONE INC 5.165% 06/15/2030                                                                    | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50859.92     | 0.00%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVT CORP                                                                | DIAGEO INVT CORP 5.625% 04/15/2035                                                                | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207167.29    | 0.02%             | 2035-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 6.5% 08/01/2053#RA9647                                                                  | CUSIP: 3133KRWG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    435284 | PA      | $451535.52    | 0.04%             | 2053-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 08/01/2054#QJ1286                                                                  | CUSIP: 3133CRNB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    127944 | PA      | $128723.82    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2055#SD8523                                                                    | CUSIP: 3132DWPG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    143597 | PA      | $141649.53    | 0.01%             | 2055-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 03/01/2055#DD2309                                                                  | CUSIP: 3140B2R71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    459506 | PA      | $443989.76    | 0.04%             | 2055-03-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 10/01/2053#FS6866                                                                    | CUSIP: 3140XNTY0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22411 | PA      | $22239.89     | 0.00%             | 2053-10-01      | Fixed         | 0.05%                 | 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        |    257745 | PA      | $254250.50    | 0.02%             | 2055-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 4.5% 01/01/2055#DD2980                                                             | CUSIP: 3140B3J29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    246756 | PA      | $238655.65    | 0.02%             | 2055-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 05/01/2055#                                                                        | CUSIP: 31418FKQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    153767 | PA      | $158882.91    | 0.01%             | 2055-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 05/01/2055#SD8533                                                                  | CUSIP: 3132DWPS6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     42619 | PA      | $42815.31     | 0.00%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 3% 01/01/2052#CB2665                                                                    | CUSIP: 3140QM6B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    281395 | PA      | $247486.97    | 0.02%             | 2052-01-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 10/01/2054#CB9281                                                                  | CUSIP: 3140QVJ39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24207 | PA      | $23389.54     | 0.00%             | 2054-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.192%/VAR 04/17/2031                                                              | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91340.37     | 0.01%             | 2031-04-17      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.664%/VAR 04/17/2036                                                              | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92183.61     | 0.01%             | 2036-04-17      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 5.4% 04/25/2030                                                                            | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30630.26     | 0.00%             | 2030-04-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HP INC                                                                          | HP INC 6.1% 04/25/2035                                                                            | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104042.93    | 0.01%             | 2035-04-25      | Fixed         | 0.06%                 | 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        |    150000 | PA      | $152723.55    | 0.01%             | 2031-04-22      | Variable      | 0.05%                 | 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        |    200000 | PA      | $206096.77    | 0.02%             | 2036-04-22      | Variable      | 0.06%                 | 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        |    321230 | PA      | $327527.32    | 0.03%             | 2040-01-01      | Fixed         | 0.06%                 | 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        |    100000 | PA      | $101708.59    | 0.01%             | 2031-04-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.605%/VAR 04/23/2036                                                      | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102332.76    | 0.01%             | 2036-04-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.937%/VAR 04/23/2028                                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401954.26    | 0.03%             | 2028-04-23      | Variable      | 0.05%                 | 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        |    375078 | PA      | $371421.79    | 0.03%             | 2055-04-20      | Fixed         | 0.05%                 | 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        |    146136 | PA      | $141029.95    | 0.01%             | 2055-03-20      | Fixed         | 0.04%                 | 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        |    816695 | PA      | $830559.53    | 0.07%             | 2055-04-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 03/20/2055#MB0260                                                                      | CUSIP: 3618N5JE0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    742349 | PA      | $755241.93    | 0.06%             | 2055-03-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 04/30/2030                                                                       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    860000 | PA      | $859059.38    | 0.07%             | 2030-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 04/30/2032                                                                           | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4420000 | PA      | $4403597.65   | 0.36%             | 2032-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 04/30/2027                                                                        | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $99957.58     | 0.01%             | 2027-04-30      | Fixed         | 0.04%                 | 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        |     90000 | PA      | $91415.93     | 0.01%             | 2030-04-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                                                     | WALMART INC 4.9% 04/28/2035                                                                       | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    360000 | PA      | $365030.96    | 0.03%             | 2035-04-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 5.65% 11/01/2032                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42225.21     | 0.00%             | 2032-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | MICRON TECHNOLOGY INC 6.05% 11/01/2035                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53952.13     | 0.00%             | 2035-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4% 05/15/2030                                                                        | CUSIP: 02079KAK3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29776.27     | 0.00%             | 2030-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4.5% 05/15/2035                                                                      | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9835.76      | 0.00%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 5.25% 05/15/2055                                                                     | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9442.10      | 0.00%             | 2055-05-15      | Fixed         | 0.05%                 | 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        |    100000 | PA      | $100291.70    | 0.01%             | 2035-05-01      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $50344.07     | 0.00%             | 2030-06-15      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $49479.69     | 0.00%             | 2030-05-15      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $48731.71     | 0.00%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                               | CBRE SERVICES INC 5.1% 06/15/2030                                                                 | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60120.45     | 0.00%             | 2030-06-15      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $60073.48     | 0.00%             | 2031-01-15      | 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        |     60000 | PA      | $60248.63     | 0.00%             | 2035-05-15      | Fixed         | 0.05%                 | 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        |     60000 | PA      | $60407.91     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 5.65% 05/15/2055                                                    | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39256.63     | 0.00%             | 2055-05-15      | Fixed         | 0.06%                 | 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        |     70000 | PA      | $68419.08     | 0.01%             | 2055-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 5.05% 05/15/2035                                                    | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90625.54     | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | 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: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29921.35     | 0.00%             | 2028-05-06      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| LAS VEGAS SANDS CORP                                                            | LAS VEGAS SANDS CORP 5.625% 06/15/2028                                                            | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263385.67    | 0.02%             | 2028-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 05/15/2035                                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4110000 | PA      | $4099082.81   | 0.34%             | 2035-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 05/15/2055                                                      | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2780000 | PA      | $2706916.41   | 0.22%             | 2055-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 05/15/2028                                                                        | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9790000 | PA      | $9776233.30   | 0.81%             | 2028-05-15      | Fixed         | 0.04%                 | 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        |     80000 | PA      | $79696.10     | 0.01%             | 2029-09-15      | Fixed         | 0.07%                 | 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        |     50000 | PA      | $48211.74     | 0.00%             | 2030-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.643%/VAR 05/07/2028                                                               | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200330.86    | 0.02%             | 2028-05-07      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP OPERATING LP 4.95% 06/15/2032                                                                 | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90599.75     | 0.01%             | 2032-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | APPLE INC 4.2% 05/12/2030                                                                         | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    650000 | PA      | $653360.95    | 0.05%             | 2030-05-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.3% 05/15/2035                                                                      | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152722.26    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| DTE ELEC CO                                                                     | DTE ELEC CO 5.85% 05/15/2055                                                                      | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30197.25     | 0.00%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 4.75% 01/15/2031                                                                      | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60618.07     | 0.00%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | PROLOGIS LP 5.25% 05/15/2035                                                                      | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50823.63     | 0.00%             | 2035-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                                  | STARBUCKS CORP 5.4% 05/15/2035                                                                    | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92020.71     | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | 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        |    700000 | PA      | $703043.26    | 0.06%             | 2029-05-09      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT LP                                                        | AMERICAN HOMES 4 RENT LP 4.95% 06/15/2030                                                         | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100365.76    | 0.01%             | 2030-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                                                     | CUMMINS INC 5.3% 05/09/2035                                                                       | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61156.67     | 0.01%             | 2035-05-09      | Fixed         | 0.05%                 | 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        |    200000 | PA      | $202817.01    | 0.02%             | 2031-05-13      | Variable      | 0.05%                 | 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        |    429236 | PA      | $429318.18    | 0.04%             | 2053-12-01      | Fixed         | 0.05%                 | 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        |    448303 | PA      | $446707.92    | 0.04%             | 2053-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                                                 | CATERPILLAR INC 5.2% 05/15/2035                                                                   | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122931.00    | 0.01%             | 2035-05-15      | Fixed         | 0.05%                 | 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        |    130000 | PA      | $132853.97    | 0.01%             | 2035-05-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE INC                                                       | UNITED PARCEL SERVICE INC 5.95% 05/14/2055                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131298.87    | 0.01%             | 2055-05-14      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | COMMONWEALTH EDISON CO 5.95% 06/01/2055                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30407.75     | 0.00%             | 2055-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                             | DUKE ENERGY IND INC 5.9% 05/15/2055                                                               | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49962.04     | 0.00%             | 2055-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS CO                                                      | SOUTHERN CALIFORNIA GAS CO 6% 06/15/2055                                                          | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90078.98     | 0.01%             | 2055-06-15      | Fixed         | 0.06%                 | 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        |    250000 | PA      | $256918.47    | 0.02%             | 2035-05-15      | Fixed         | 0.05%                 | 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        |    140000 | PA      | $134520.37    | 0.01%             | 2054-06-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                                              | ATHENE HOLDING LTD 6.625% 05/19/2055                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96333.71     | 0.01%             | 2055-05-19      | Fixed         | 0.07%                 | 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        |   2360000 | PA      | $2390698.43   | 0.20%             | 2045-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 06/01/2055#RQ0013                                                                  | CUSIP: 3142J6AP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    242035 | PA      | $243139.72    | 0.02%             | 2055-06-01      | Fixed         | 0.06%                 | 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        |     50000 | PA      | $49978.49     | 0.00%             | 2035-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 05/20/2055#MB0362                                                                    | CUSIP: 3618N5ML0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    197958 | PA      | $181496.59    | 0.01%             | 2055-05-20      | 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        |     30000 | PA      | $28045.54     | 0.00%             | 2034-11-22      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.25% 04/01/2030                                                   | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66703.85     | 0.01%             | 2030-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 4.5% 05/20/2030                                                                      | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130758.03    | 0.01%             | 2030-05-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                                    | QUALCOMM INC 5% 05/20/2035                                                                        | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129802.33    | 0.01%             | 2035-05-20      | Fixed         | 0.05%                 | 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        |    140000 | PA      | $140644.20    | 0.01%             | 2030-05-23      | Fixed         | 0.04%                 | 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        |    140000 | PA      | $141742.75    | 0.01%             | 2035-05-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | KENVUE INC 4.85% 05/22/2032                                                                       | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111171.59    | 0.01%             | 2032-05-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 4.65% 05/30/2030                                                                    | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30181.08     | 0.00%             | 2030-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                                                                   | MCKESSON CORP 5.25% 05/30/2035                                                                    | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61138.10     | 0.01%             | 2035-05-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECH CORP                                                | WESTINGHOUSE AIR BRAKE TECH CORP 5.5% 05/29/2035                                                  | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61255.67     | 0.01%             | 2035-05-29      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CITIBANK, N.A.                                                                  | CITIBANK NA 4.914% 05/29/2030                                                                     | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    900000 | PA      | $914030.69    | 0.08%             | 2030-05-29      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| SUTTER HEALTH                                                                   | SUTTER HEALTH 5.537% 08/15/2035                                                                   | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    390000 | PA      | $402383.63    | 0.03%             | 2035-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SMURFIT KAPPA TREASURY                                                          | SMURFIT KAPPA TREASURY 5.2% 01/15/2030                                                            | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $407341.69    | 0.03%             | 2030-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 05/31/2032                                                                       | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1390000 | PA      | $1393775.94   | 0.11%             | 2032-05-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 05/31/2030                                                                           | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1380000 | PA      | $1384689.85   | 0.11%             | 2030-05-31      | 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        |    140000 | PA      | $136226.75    | 0.01%             | 2030-02-15      | Fixed         | 0.06%                 | 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        |     40000 | PA      | $40330.79     | 0.00%             | 2030-06-03      | Fixed         | 0.05%                 | 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        |     30000 | PA      | $29465.02     | 0.00%             | 2030-09-01      | Fixed         | 0.06%                 | 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        |    140000 | PA      | $143302.70    | 0.01%             | 2030-07-15      | Fixed         | 0.05%                 | 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        |     50000 | PA      | $49005.42     | 0.00%             | 2032-03-21      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.55% 06/05/2030                                                          | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    370000 | PA      | $372497.61    | 0.03%             | 2030-06-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.8% 03/15/2056                                                    | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $100886.07    | 0.01%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                          | MOTOROLA SOLUTIONS INC 5.2% 08/15/2032                                                            | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30428.17     | 0.00%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5% 06/04/2028                                                         | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504235.46    | 0.04%             | 2028-06-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                                  | GE HEALTHCARE TECHNOLOGIES INC 5.5% 06/15/2035                                                    | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142861.71    | 0.01%             | 2035-06-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK NEW YORK MELLON CORP                                                       | BANK NEW YORK MELLON CORP 5.316%/VAR 06/06/2036                                                   | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60838.14     | 0.01%             | 2036-06-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 4.9% 09/15/2030                                                                    | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70591.42     | 0.01%             | 2030-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRITISH COLUMBIA PROVINCE CDA                                                   | BRITISH COLUMBIA PROVINCE CDA 4.8% 06/11/2035                                                     | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    270000 | PA      | $274373.70    | 0.02%             | 2035-06-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 4.35% 06/15/2028                                                                      | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100465.27    | 0.01%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                                                     | TARGET CORP 5.25% 02/15/2036                                                                      | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141643.10    | 0.01%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 06/15/2028                                                                       | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7740000 | PA      | $7750279.65   | 0.64%             | 2028-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                             | DELTA AIR LINES INC 5.25% 07/10/2030                                                              | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40263.21     | 0.00%             | 2030-07-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                             | DELTA AIR LINES INC 4.95% 07/10/2028                                                              | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80294.43     | 0.01%             | 2028-07-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 6.068%/VAR 06/13/2036                                                    | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203268.06    | 0.02%             | 2036-06-13      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                                  | OMEGA HEALTHCARE INVESTORS INC 5.2% 07/01/2030                                                    | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90365.54     | 0.01%             | 2030-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| M and T BANK CORP                                                               | M and T BANK CORP 5.179%/VAR 07/08/2031                                                           | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111152.75    | 0.01%             | 2031-07-08      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 4.7% 06/23/2028                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100289.39    | 0.01%             | 2028-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 4.9% 06/23/2030                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89878.00     | 0.01%             | 2030-06-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 5.55% 06/23/2035                                                              | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49933.58     | 0.00%             | 2035-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BROWN and BROWN INC                                                             | BROWN and BROWN INC 6.25% 06/23/2055                                                              | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69802.36     | 0.01%             | 2055-06-23      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                              | ANALOG DEVICES INC 4.5% 06/15/2030                                                                | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30094.63     | 0.00%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                       | HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC 6.75% 07/15/2035                                        | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71881.39     | 0.01%             | 2035-07-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 5.25% 08/15/2032                        | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60247.57     | 0.00%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG RESOURCES INC 5% 07/15/2032                                                                   | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151866.42    | 0.01%             | 2032-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.2% 08/15/2035                                                                 | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50944.32     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                                             | KIMCO REALTY OP LLC 5.3% 02/01/2036                                                               | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111132.76    | 0.01%             | 2036-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                                            | KITE REALTY GROUP LP 5.2% 08/15/2032                                                              | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50129.96     | 0.00%             | 2032-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 06/30/2030                                                                       | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4170000 | PA      | $4163647.26   | 0.34%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 06/20/2055#MB0421                                                                      | CUSIP: 3618N5PF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    395135 | PA      | $369857.85    | 0.03%             | 2055-06-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 4.75% 07/15/2030                                                           | CUSIP: 573874AR5<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50170.03     | 0.00%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | MARVELL TECHNOLOGY INC 5.45% 07/15/2035                                                           | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20322.20     | 0.00%             | 2035-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.85% 07/02/2032                                                     | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    550000 | PA      | $555775.00    | 0.05%             | 2032-07-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6.625% 01/29/2038                                                    | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    463000 | PA      | $470871.00    | 0.04%             | 2038-01-29      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 05/20/2055#MB0368                                                                    | CUSIP: 3618N5MS5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    213720 | PA      | $221739.89    | 0.02%             | 2055-05-20      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 4.186% 06/30/2027                                                               | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $270273.00    | 0.02%             | 2027-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 4.45% 06/30/2030                                                                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    190000 | PA      | $190158.51    | 0.02%             | 2030-06-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                                                               | TOYOTA MOTOR CORP 5.053% 06/30/2035                                                               | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50572.62     | 0.00%             | 2035-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                                            | WESTPAC BANKING CORP 4.354% 07/01/2030                                                            | CUSIP: 961214GC1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    230000 | PA      | $229979.73    | 0.02%             | 2030-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 5.5% 03/30/2036                                                                  | CUSIP: 715638FC1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    448000 | PA      | $447440.00    | 0.04%             | 2036-03-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PERU, REPUBLIC OF                                                               | PERU REPUBLIC OF 6.2% 06/30/2055                                                                  | CUSIP: 715638FD9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |     90000 | PA      | $90405.00     | 0.01%             | 2055-06-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 4.625% 06/30/2030                                                                | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349682.07    | 0.03%             | 2030-06-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OPERATING CO                                                     | PUBLIC STORAGE OPERATING CO 5% 07/01/2035                                                         | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40069.89     | 0.00%             | 2035-07-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FHLMC MFD HSG COP GTD (FREDMAC                                                  | FHLMC REMI 30YR 6% 04/01/2055#RJ4029                                                              | CUSIP: 3142GUPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    775191 | PA      | $801270.74    | 0.07%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 07/15/2028                                                                       | CUSIP: 91282CNM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6050000 | PA      | $6057089.87   | 0.50%             | 2028-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.6% 07/15/2030                                                                      | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251243.69    | 0.02%             | 2030-07-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.55% 07/09/2027                                                      | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300124.49    | 0.02%             | 2027-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.15% 07/09/2032                                                      | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30057.61     | 0.00%             | 2032-07-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2054#FA0936                                                                  | CUSIP: 3140W1BE2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180908 | PA      | $183819.63    | 0.02%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2053#CB5849                                                                  | CUSIP: 3140QRQB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    865392 | PA      | $878036.57    | 0.07%             | 2053-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 5.5% 01/01/2055#FA0366                                                             | CUSIP: 3140W0MQ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    330288 | PA      | $335604.63    | 0.03%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 11/01/2054#QJ8920                                                                    | CUSIP: 3133D04D0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     49363 | PA      | $48739.91     | 0.00%             | 2054-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2051#SD0571                                                                  | CUSIP: 3132DMT47<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    356431 | PA      | $299878.24    | 0.02%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2055#DD0835                                                                    | CUSIP: 3140B04V7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    248868 | PA      | $253681.05    | 0.02%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 04/01/2051#SD0566                                                                  | CUSIP: 3132DMTX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    248079 | PA      | $208717.68    | 0.02%             | 2051-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2055#DE1962                                                                  | CUSIP: 3140BEFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    104065 | PA      | $104536.67    | 0.01%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 08/01/2055#MA5792                                                                  | CUSIP: 31418FNJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    292039 | PA      | $293362.60    | 0.02%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 11/01/2054#QJ9527                                                                    | CUSIP: 3133D1SQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    335956 | PA      | $343018.95    | 0.03%             | 2054-11-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 05/01/2055#QY4120                                                                    | CUSIP: 31426NSJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    247834 | PA      | $253062.24    | 0.02%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 08/01/2055#MA5791                                                                    | CUSIP: 31418FNH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    169099 | PA      | $166753.61    | 0.01%             | 2055-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 02/01/2051#QB8422                                                                    | CUSIP: 3133AFLB5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    320741 | PA      | $258005.11    | 0.02%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 07/01/2055#RQ0027                                                                  | CUSIP: 3142J6A52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385476 | PA      | $387223.77    | 0.03%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 5% 08/01/2030                                                                  | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99809.53     | 0.01%             | 2030-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                              | CONAGRA BRANDS INC 5.75% 08/01/2035                                                               | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30076.34     | 0.00%             | 2035-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 15YR 2% 02/01/2038#FA0539                                                               | CUSIP: 3140W0S55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    227823 | PA      | $209397.32    | 0.02%             | 2038-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 5.576%/VAR 07/23/2036                                                       | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121524.76    | 0.01%             | 2036-07-23      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GRP INC                                                  | PNC FINANCIAL SERVICES GRP INC 5.373%/VAR 07/21/2036                                              | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80349.21     | 0.01%             | 2036-07-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 07/20/2055#MB0485                                                                    | CUSIP: 3618N5RF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    887097 | PA      | $892344.43    | 0.07%             | 2055-07-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 06/20/2055#MB0424                                                                    | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    585190 | PA      | $588696.98    | 0.05%             | 2055-06-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.351%/VAR 07/20/2029                                                         | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299785.77    | 0.02%             | 2029-07-20      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 5.05% 07/24/2035                                                                | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    190000 | PA      | $190304.60    | 0.02%             | 2035-07-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                                               | TRAVELERS COS INC 5.7% 07/24/2055                                                                 | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39717.32     | 0.00%             | 2055-07-24      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                     | PEPSICO INC 5% 07/23/2035                                                                         | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131557.38    | 0.01%             | 2035-07-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEERE JOHN CAPITAL CORP                                                         | DEERE JOHN CAPITAL CORP 4.375% 10/15/2030                                                         | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79882.06     | 0.01%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | LOCKHEED MARTIN CORP 5% 08/15/2035                                                                | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60540.31     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 07/31/2030                                                                       | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2340000 | PA      | $2336069.53   | 0.19%             | 2030-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 07/31/2032                                                                           | CUSIP: 91282CNR8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6340000 | PA      | $6308052.36   | 0.52%             | 2032-07-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.696%/VAR 08/06/2031                                                        | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59866.51     | 0.00%             | 2031-08-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.95%/VAR 08/04/2031                                               | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149434.98    | 0.01%             | 2031-08-04      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 08/15/2055                                                      | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4210000 | PA      | $4102776.56   | 0.34%             | 2055-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.25% 08/15/2035                                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2160000 | PA      | $2151900.00   | 0.18%             | 2035-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/15/2028                                                                       | CUSIP: 91282CNU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10090000 | PA      | $10047038.70  | 0.83%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2055#RJ4682                                                                    | CUSIP: 3142GVFY2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    157318 | PA      | $156070.06    | 0.01%             | 2055-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 02/01/2055#CB9944                                                                  | CUSIP: 3140QWBN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    552524 | PA      | $536112.25    | 0.04%             | 2055-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 4.55% 02/15/2031                                                                       | CUSIP: 337738BP2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293696.49    | 0.02%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                      | FISERV INC 5.25% 08/11/2035                                                                       | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29175.42     | 0.00%             | 2035-08-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                                           | KENTUCKY UTILITIES CO 5.85% 08/15/2055                                                            | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9942.69      | 0.00%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS and ELECTRIC CO                                                  | LOUISVILLE GAS and ELECTRIC CO 5.85% 08/15/2055                                                   | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29769.83     | 0.00%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 6.2%/VAR 02/15/2056                                                           | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79296.34     | 0.01%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | DOMINION ENERGY INC 6%/VAR 02/15/2056                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89426.42     | 0.01%             | 2056-02-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                                        | MSCI INC 5.25% 09/01/2035                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78364.50     | 0.01%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                                | KILROY REALTY LP 5.875% 10/15/2035                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9640.81      | 0.00%             | 2035-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | HEALTHPEAK OP LLC 4.75% 01/15/2033                                                                | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39127.97     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                              | CNA FINANCIAL CORP 5.2% 08/15/2035                                                                | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19570.85     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PPL ELEC UTILS CORP                                                             | PPL ELEC UTILS CORP 5.55% 08/15/2055                                                              | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48456.26     | 0.00%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 4.95% 10/15/2032                                                                        | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198379.77    | 0.02%             | 2032-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK INC 6.25% 10/15/2055                                                                        | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127445.84    | 0.01%             | 2055-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | EXTRA SPACE STORAGE LP 4.95% 01/15/2033                                                           | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19737.00     | 0.00%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | ROPER TECHNOLOGIES INC 5.1% 09/15/2035                                                            | CUSIP: 776696AM8<br>LEI: 549300LJXD867XMVE759 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29171.34     | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 5.4% 09/15/2035                                                                           | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129418.90    | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP 4.8% 02/15/2031                                                                           | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350800.92    | 0.03%             | 2031-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT, INC                                                   | APOLLO GLOBAL MANAGEMENT INC 5.15% 08/12/2035                                                     | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193701.01    | 0.02%             | 2035-08-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.026% 10/01/2029                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40257.72     | 0.00%             | 2029-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 02/01/2052#CB2856                                                                  | CUSIP: 3140QNE65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39557 | PA      | $33904.72     | 0.00%             | 2052-02-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 4.9% 08/15/2035                                                | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9922.81      | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 5.584% 10/01/2034                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39726.40     | 0.00%             | 2034-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC                                       | SOUTH BOW USA INFRASTRUCTURE HOLDINGS LLC 6.176% 10/01/2054                                       | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38080.52     | 0.00%             | 2054-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5% 09/15/2032                                                                     | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100080.20    | 0.01%             | 2032-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS HEALTH CORP 5.45% 09/15/2035                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110427.73    | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 4.15% 08/17/2028                                                                       | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69782.59     | 0.01%             | 2028-08-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | ZOETIS INC 5% 08/17/2035                                                                          | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79348.83     | 0.01%             | 2035-08-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 4.1% 08/15/2028                                                        | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449606.51    | 0.04%             | 2028-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                                 | CHEVRON USA INC 4.05% 08/13/2028                                                                  | CUSIP: 166756BH8<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    430000 | PA      | $430521.98    | 0.04%             | 2028-08-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| HF SINCLAIR CORP                                                                | HF SINCLAIR CORP 5.5% 09/01/2032                                                                  | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80182.27     | 0.01%             | 2032-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS METRO                                                             | EVERGY KANSAS METRO 5.125% 08/15/2035                                                             | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29850.24     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                       | PACKAGING CORP OF AMERICA 5.2% 08/15/2035                                                         | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19839.92     | 0.00%             | 2035-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 11/01/2054#DC7013                                                                  | CUSIP: 3140AUYK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175423 | PA      | $177081.61    | 0.01%             | 2054-11-01      | 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 5.25% 08/19/2035                                                  | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     20000 | PA      | $19939.41     | 0.00%             | 2035-08-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 5.9% 08/15/2055                                                         | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49196.25     | 0.00%             | 2055-08-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 5.125% 10/01/2035                                                         | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100157.42    | 0.01%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | CARDINAL HEALTH INC 4.5% 09/15/2030                                                               | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    370000 | PA      | $368044.71    | 0.03%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 5.25% 02/15/2033                                                     | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98023.78     | 0.01%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN INC                                                              | BROOKFIELD FIN INC 5.33% 01/15/2036                                                               | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29373.67     | 0.00%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.875% 08/15/2045                                                     | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6440000 | PA      | $6418868.75   | 0.53%             | 2045-08-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.25% 03/15/2031                                                                 | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427941.42    | 0.04%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELI LILLY and CO                                                                | ELI LILLY and CO 4.9% 10/15/2035                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149927.42    | 0.01%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                      | ECOLAB INC 5% 09/01/2035                                                                          | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40045.25     | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 5.85% 12/01/2035  | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $108194.53    | 0.01%             | 2035-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 6.7% 12/01/2055   | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $66875.80     | 0.01%             | 2055-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL INC/MD                                                   | MARRIOTT INTERNATIONAL INC/MD 5.25% 10/15/2035                                                    | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79575.09     | 0.01%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                                  | MCDONALDS CORP 5% 02/13/2036                                                                      | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169278.99    | 0.01%             | 2036-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 08/31/2030                                                                       | CUSIP: 91282CNX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1050000 | PA      | $1037121.10   | 0.09%             | 2030-08-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| QUEBEC PROVINCE CDA                                                             | QUEBEC PROVINCE CDA 4.625% 08/28/2035                                                             | CUSIP: 748148SG9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    120000 | PA      | $120307.97    | 0.01%             | 2035-08-28      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                        | APA CORP 6.75% 02/15/2055                                                                         | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20041.07     | 0.00%             | 2055-02-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                        | APA CORP 5.25% 02/01/2042                                                                         | CUSIP: 03743QBC1<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36716.39     | 0.00%             | 2042-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                               | AMCOR FLEXIBLES NORTH AMERICA INC 5.1% 03/17/2030                                                 | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211965.17    | 0.02%             | 2030-03-17      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                               | AMCOR FLEXIBLES NORTH AMERICA INC 5.5% 03/17/2035                                                 | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60687.09     | 0.00%             | 2035-03-17      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 4.527%/VAR 09/12/2031                                                  | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $396242.62    | 0.03%             | 2031-09-12      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 3.85% 09/15/2027                                                                 | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29961.67     | 0.00%             | 2027-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                             | OTIS WORLDWIDE CORP 5.131% 09/04/2035                                                             | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9973.86      | 0.00%             | 2035-09-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.15% 09/15/2030                                                                 | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59655.57     | 0.00%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | FORD MOTOR CREDIT CO LLC 5.73% 09/05/2030                                                         | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399596.35    | 0.03%             | 2030-09-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 5.7% 09/15/2055                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128993.25    | 0.01%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5% 02/15/2036                                                            | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    130000 | PA      | $129961.81    | 0.01%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                                        | BHP BILLITON FIN USA LTD 5.75% 09/05/2055                                                         | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $40022.63     | 0.00%             | 2055-09-05      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                               | CIGNA GROUP (THE) 4.5% 09/15/2030                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289021.37    | 0.02%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 5.1% 01/15/2031                                                                 | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38459.89     | 0.00%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.25% 09/01/2028                                                      | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89254.90     | 0.01%             | 2028-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWR and LIGHT CO                                                | JERSEY CENTRAL POWR and LIGHT CO 4.4% 01/15/2031 144A                                             | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9853.89      | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                              | ROYALTY PHARMA PLC 5.2% 09/25/2035                                                                | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    180000 | PA      | $177647.78    | 0.01%             | 2035-09-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER and LIGHT                                                         | ALABAMA POWER CO 4.3% 03/15/2031                                                                  | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197952.04    | 0.02%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                             | PECO ENERGY COMPANY 4.875% 09/15/2035                                                             | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49544.21     | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 4.8% 01/15/2031                                                                   | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49375.80     | 0.00%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO                                                                 | DOW CHEMICAL CO 5.65% 03/15/2036                                                                  | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69343.18     | 0.01%             | 2036-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 4.7% 01/15/2031                                                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99695.67     | 0.01%             | 2031-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| PLAINS ALL AM PIPELN/PAA FIN C                                                  | PLAINS ALL AM PIPELN/PAA FIN C 5.6% 01/15/2036                                                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $133430.99    | 0.01%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.05% 09/10/2030                                                   | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47140.13     | 0.00%             | 2030-09-10      | 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 25-K761 A2 4.4% 06/25/2032                                         | CUSIP: 3137HN4L9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    210000 | PA      | $210047.80    | 0.02%             | 2032-06-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | CITIGROUP INC 4.503%/VAR 09/11/2031                                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98863.40     | 0.01%             | 2031-09-11      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.45% 11/15/2030 144A                                                  | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76498.86     | 0.01%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                                | BRIXMOR OPERATING PARTNERSHIP LP 4.85% 02/15/2033                                                 | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29467.83     | 0.00%             | 2033-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.375% 09/15/2028                                                                       | CUSIP: 91282CNY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9020000 | PA      | $8926981.25   | 0.74%             | 2028-09-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2055#CC0868                                                                    | CUSIP: 3140Y66E5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    400005 | PA      | $414118.93    | 0.03%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 05/01/2055#CC0405                                                                    | CUSIP: 3140Y6NX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440231 | PA      | $455454.67    | 0.04%             | 2055-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.892%/VAR 09/15/2036                                                      | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175123.17    | 0.01%             | 2036-09-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | HOME DEPOT INC 4.65% 09/15/2035                                                                   | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116994.11    | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 4.493%/VAR 09/11/2031                                                        | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    260000 | PA      | $255284.84    | 0.02%             | 2031-09-11      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.15% 01/15/2031                                                            | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107557.34    | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | UBER TECHNOLOGIES INC 4.8% 09/15/2035                                                             | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    140000 | PA      | $135849.59    | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 4.85% 01/15/2029 144A                                                  | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67778.44     | 0.01%             | 2029-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | PUGET SOUND ENERGY INC 5.598% 09/15/2055                                                          | CUSIP: 745332CP9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38724.78     | 0.00%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 4.95% 09/15/2035                                                             | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29245.34     | 0.00%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP NEW                                                            | DUKE ENERGY CORP NEW 5.7% 09/15/2055                                                              | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18900.43     | 0.00%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 4% 09/15/2028                                                                 | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99131.57     | 0.01%             | 2028-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | ELEVANCE HEALTH INC 5.7% 09/15/2055                                                               | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85580.12     | 0.01%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 4.4% 10/15/2030                                                     | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294546.75    | 0.02%             | 2030-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 4.9% 09/15/2035                                                    | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136973.40    | 0.01%             | 2035-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.6% 09/15/2055                                                    | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38067.29     | 0.00%             | 2055-09-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.338%/VAR 09/15/2031                                                         | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $217053.85    | 0.02%             | 2031-09-15      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE ENERGY CO 5.05% 10/01/2035                                                                    | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29562.07     | 0.00%             | 2035-10-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                                    | RAYMOND JAMES FINANCIAL INC 4.9% 09/11/2035                                                       | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29215.38     | 0.00%             | 2035-09-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL INC.                                                    | RAYMOND JAMES FINANCIAL INC 5.65% 09/11/2055                                                      | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18930.51     | 0.00%             | 2055-09-11      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 03/01/2055#DD4399                                                                  | CUSIP: 3140B43H1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23306 | PA      | $23453.38     | 0.00%             | 2055-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 07/01/2052#SD1314                                                                  | CUSIP: 3132DNN74<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     73072 | PA      | $67468.57     | 0.01%             | 2052-07-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 07/01/2054#QJ0152                                                                  | CUSIP: 3133CQEZ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    220476 | PA      | $228721.64    | 0.02%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 09/01/2055#RQ0051                                                                  | CUSIP: 3142J6BV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259950 | PA      | $268538.17    | 0.02%             | 2055-09-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 08/01/2055#RQ0042                                                                  | CUSIP: 3142J6BL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     76342 | PA      | $78858.52     | 0.01%             | 2055-08-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2051#BQ6530                                                                    | CUSIP: 3140KSHG5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    148008 | PA      | $120228.44    | 0.01%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 10/01/2055#MA5855                                                                  | CUSIP: 31418FQH3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408622 | PA      | $422121.76    | 0.03%             | 2055-10-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2055#RQ0049                                                                  | CUSIP: 3142J6BT9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    710881 | PA      | $714103.85    | 0.06%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 09/01/2055#QZ2900                                                                  | CUSIP: 31427AGJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    814332 | PA      | $818024.19    | 0.07%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2025-P3                                          | CARVANA AUTO RECEIVABLES TR 2025-P3 A3 4.04% 11/11/2030                                           | CUSIP: 14688AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    105000 | PA      | $104677.20    | 0.01%             | 2030-11-11      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 4.35%/VAR 09/22/2031                                                         | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $88716.33     | 0.01%             | 2031-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                 | SANTANDER UK GROUP HOLDINGS PLC 4.32%/VAR 09/22/2029                                              | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $297186.08    | 0.02%             | 2029-09-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                                                           | APPLIED MATERIALS INC 4% 01/15/2031                                                               | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78437.80     | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 4.75% 03/22/2031                                                     | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $390800.00    | 0.03%             | 2031-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2% 08/01/2042#FA2487                                                                    | CUSIP: 3140W2XR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408841 | PA      | $358811.21    | 0.03%             | 2042-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 15YR 5.5% 09/01/2040#RR0026                                                                  | CUSIP: 3142JCA42<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    146973 | PA      | $149762.08    | 0.01%             | 2040-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 04/01/2040#MA5682                                                                  | CUSIP: 31418FJ40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256861 | PA      | $255001.92    | 0.02%             | 2040-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 3.5% 10/01/2040#MA5857                                                                  | CUSIP: 31418FQK6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    256616 | PA      | $246914.40    | 0.02%             | 2040-10-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.9% 11/01/2035                                                                      | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243888.24    | 0.02%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT CAPITAL CORP 4.625% 03/22/2033                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195717.36    | 0.02%             | 2033-03-22      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                               | ATMOS ENERGY CORP 5.45% 01/15/2056                                                                | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47725.95     | 0.00%             | 2056-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                        | FERGUSON ENTERPRISES INC 4.35% 03/15/2031                                                         | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68821.22     | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LTD                                                       | ALIBABA GROUP HOLDING LTD 4.875% 05/26/2030                                                       | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $204525.43    | 0.02%             | 2030-05-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 09/30/2032                                                                       | CUSIP: 91282CNZ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3540000 | PA      | $3493814.04   | 0.29%             | 2032-09-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.8% 02/15/2036                                                                      | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87744.21     | 0.01%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.9% 02/15/2038                                                                      | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    230000 | PA      | $221990.74    | 0.02%             | 2038-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.375% 11/15/2030                       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $196427.70    | 0.02%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                                                   | AEP TEXAS INC 5.85% 10/15/2055                                                                    | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38574.81     | 0.00%             | 2055-10-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 3.95% 10/15/2027                                                                    | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448451.38    | 0.04%             | 2027-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.25% 03/15/2031                                                                    | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29443.09     | 0.00%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LOWES COS INC                                                                   | LOWES COS INC 4.85% 10/15/2035                                                                    | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126598.45    | 0.01%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER CO INC                                                  | AMERICAN ELEC PWR CO INC 5.80%/VAR 03/15/2056                                                     | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128415.95    | 0.01%             | 2056-03-15      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.421% 05/25/2030                                                  | CUSIP: 3137HN6B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    130000 | PA      | $130818.14    | 0.01%             | 2030-05-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.45% 09/26/2030                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96368.14     | 0.01%             | 2030-09-26      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.2% 09/26/2035                                                                       | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $253258.64    | 0.02%             | 2035-09-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                                                     | ORACLE CORP 5.875% 09/26/2045                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    160000 | PA      | $138038.53    | 0.01%             | 2045-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.95% 09/26/2055                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151428.73    | 0.01%             | 2055-09-26      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                                                | GEORGIA POWER CO 5.5% 10/01/2055                                                                  | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38318.25     | 0.00%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.5% 02/01/2033                                                                | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58492.32     | 0.00%             | 2033-02-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.75% 11/15/2045                                                                       | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17080.99     | 0.00%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                                      | FEDEX CORP 4.55% 04/01/2046                                                                       | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49974.02     | 0.00%             | 2046-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 4.794% 10/07/2035                                                    | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118579.06    | 0.01%             | 2035-10-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.05% 10/15/2032                                                      | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79479.97     | 0.01%             | 2032-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LANDWIRTSCHAFTLICHE RENTENBANK                                                  | LANDWIRTSCHAFTLICHE RENTENBANK 3.625% 10/08/2030                                                  | CUSIP: 515110CH5<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    260000 | PA      | $256655.19    | 0.02%             | 2030-10-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 08/01/2055#RJ4643                                                                    | CUSIP: 3142GVER8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    215625 | PA      | $223232.70    | 0.02%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2025-D                                           | WORLD OMNI AUTO RECEIVABLES TR 2025-D A3 4.36% 03/17/2031                                         | CUSIP: 98165HAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90000 | PA      | $89493.27     | 0.01%             | 2031-03-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | COMCAST CORP 5.168% 01/15/2037 144A                                                               | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    187000 | PA      | $182089.93    | 0.01%             | 2037-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 10/15/2028                                                                         | CUSIP: 91282CPC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8790000 | PA      | $8722520.93   | 0.72%             | 2028-10-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST 2025-2                                                  | BMW VEHICLE LEASE TRUST 2025-2 3.97% 09/25/2028                                                   | CUSIP: 05594HAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    130000 | PA      | $129824.85    | 0.01%             | 2028-09-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST 2025-1                                              | ALLYA 2025-1 A3 4.13% 03/15/2030                                                                  | CUSIP: 02008KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99892.69     | 0.01%             | 2030-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH AMER FIN INC 4.4% 02/09/2031                                                                  | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88692.61     | 0.01%             | 2031-02-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH AMER FIN INC 5.6% 02/09/2056                                                                  | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76795.36     | 0.01%             | 2056-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.928% 10/15/2035                                                           | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $68869.63     | 0.01%             | 2035-10-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FORD CR FLOORPLN MAST OWN TR A                                                  | FORD CR FLOORPLN MAST OWN TR A 4.06% 09/15/2030                                                   | CUSIP: 34528QJU9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $139615.88    | 0.01%             | 2030-09-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 20YR 1.5% 02/01/2042#SC0727                                                                  | CUSIP: 3132D9YY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    106619 | PA      | $90400.35     | 0.01%             | 2042-02-01      | 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 K548 A2 VAR 09/25/2030                                             | CUSIP: 3137HNN46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    560000 | PA      | $561231.38    | 0.05%             | 2030-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 10/01/2055#RJ5052                                                                    | CUSIP: 3142GVTJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    632427 | PA      | $646695.19    | 0.05%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2055#FA2732                                                                    | CUSIP: 3140W3BA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    515360 | PA      | $529638.44    | 0.04%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 20YR 2.5% 09/01/2042#FA3021                                                                  | CUSIP: 3140W3LB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265654 | PA      | $238612.31    | 0.02%             | 2042-09-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | REPUBLIC OF INDONESIA 4.9% 04/16/2036                                                             | CUSIP: 455780ED4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    220000 | PA      | $209671.00    | 0.02%             | 2036-04-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                     | PEACEHEALTH OBLIGATED GROUP 4.855% 11/15/2032                                                     | CUSIP: 70462GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19905.85     | 0.00%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PEACEHEALTH OBLIGATED GROUP                                                     | PEACEHEALTH OBLIGATED GROUP 4.335% 11/15/2028                                                     | CUSIP: 70462GAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9951.97      | 0.00%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FEDERAL HOME LOAN BANKS 3.5% 10/04/2027                                                           | CUSIP: 3130B82L5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    400000 | PA      | $398548.19    | 0.03%             | 2027-10-04      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2025-D OWNER TRUST                                      | TOYOTA AUTO RECEIVABLES 2025-D OWNER TRUST 3.84% 06/17/2030                                       | CUSIP: 89231GAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $228329.21    | 0.02%             | 2030-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 07/01/2055#DE1973                                                                  | CUSIP: 3140BEFP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    440710 | PA      | $442707.81    | 0.04%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST 2025-4                                                  | CARMAX AUTO OWNER TRUST 2025-4 3.97% 12/16/2030                                                   | CUSIP: 14320HAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $228490.74    | 0.02%             | 2030-12-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 09/01/2055#RQ0048                                                                    | CUSIP: 3142J6BS1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     97870 | PA      | $96512.26     | 0.01%             | 2055-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 05/01/2055#DD7762                                                                  | CUSIP: 3140B8TU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142164 | PA      | $147113.93    | 0.01%             | 2055-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2054#DC7355                                                                  | CUSIP: 3140AVE56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    689677 | PA      | $693827.69    | 0.06%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 5.5% 01/01/2055#FA0479                                                             | CUSIP: 3140W0Q99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     28694 | PA      | $28889.43     | 0.00%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 02/01/2055#FP0132                                                                  | CUSIP: 3140XTEE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75322 | PA      | $77845.49     | 0.01%             | 2055-02-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST 2025-B                                           | MERCEDES-BENZ AUTO LEASE TRUST 2025-B 3.88% 04/16/2029                                            | CUSIP: 58770XAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225000 | PA      | $223779.94    | 0.02%             | 2029-04-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.369%/VAR 10/21/2031                                               | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39221.05     | 0.00%             | 2031-10-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.153%/VAR 10/21/2029                                               | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1159082.38   | 0.10%             | 2029-10-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.81%/VAR 10/22/2036                                                        | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    370000 | PA      | $359257.18    | 0.03%             | 2036-10-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                        | CONSTELLATION BRANDS INC 4.95% 11/01/2035                                                         | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38613.09     | 0.00%             | 2035-11-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 09/20/2055#MB0620                                                                      | CUSIP: 3618N5VN6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    123741 | PA      | $115825.27    | 0.01%             | 2055-09-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 4.352% 09/01/2030                                                             | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34467.90     | 0.00%             | 2030-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 5.662% 09/01/2055                                                             | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8663.25      | 0.00%             | 2055-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                                             | COMMONSPIRIT HEALTH 4.975% 09/01/2035                                                             | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12684.97     | 0.00%             | 2035-09-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.5% 02/15/2041                                                                      | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79780.96     | 0.01%             | 2041-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 3.419% 04/15/2033                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     82000 | PA      | $74982.74     | 0.01%             | 2033-04-15      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.804%/VAR 10/24/2036                                                         | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96690.91     | 0.01%             | 2036-10-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 4.136%/VAR 10/23/2029                                                                 | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297144.37    | 0.02%             | 2029-10-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | STATE STREET CORP 4.784%/VAR 10/23/2036                                                           | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68035.85     | 0.01%             | 2036-10-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 7% 01/01/2054#SD4637                                                                    | CUSIP: 3132DSEJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261312 | PA      | $277471.80    | 0.02%             | 2054-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| KOREA REPUBLIC OF                                                               | KOREA REPUBLIC OF 3.625% 10/29/2030                                                               | CUSIP: 50064FAY0<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |    200000 | PA      | $195883.17    | 0.02%             | 2030-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2.5% 07/01/2052#SL2621                                                                  | CUSIP: 31427P4F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    613038 | PA      | $519602.05    | 0.04%             | 2052-07-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| SAN ANTONIO TX ELEC and GAS REV                                                 | SAN ANTONIO E and G 5.469% 2/1/2045                                                               | CUSIP: 79625GNB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     25000 | PA      | $25053.42     | 0.00%             | 2045-02-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 10/31/2032                                                                        | CUSIP: 91282CPF2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7270000 | PA      | $7118636.35   | 0.59%             | 2032-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.625% 10/31/2030                                                                       | CUSIP: 91282CPD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $996941.01    | 0.08%             | 2030-10-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2025-4                       | GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2025-4 0% 02/18/2031                           | CUSIP: 36273EAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $139160.20    | 0.01%             | 2031-02-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1                                 | CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2025-1 A3 4.37% 07/15/2030                               | CUSIP: 14043YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $228814.49    | 0.02%             | 2030-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 3.875% 10/27/2028                                                          | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198306.18    | 0.02%             | 2028-10-27      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                 | PHILIP MORRIS INTL INC 4% 10/29/2030                                                              | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $391524.52    | 0.03%             | 2030-10-29      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 3.8% 11/15/2027                                                          | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248497.99    | 0.02%             | 2027-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 4.125% 11/15/2030                                                        | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    310000 | PA      | $305425.51    | 0.03%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 4.625% 02/15/2036                                                        | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19340.56     | 0.00%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION NEW                                                        | AMPHENOL CORPORATION NEW 5.3% 11/15/2055                                                          | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     80000 | PA      | $75128.71     | 0.01%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 4.3% 11/15/2030                                                                           | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295044.65    | 0.02%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA INC 5.7% 11/15/2055                                                                           | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27907.26     | 0.00%             | 2055-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| PROCTER and GAMBLE CO                                                           | PROCTER and GAMBLE CO 4.1% 11/03/2032                                                             | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196772.98    | 0.02%             | 2032-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.425%/VAR 11/04/2031                                                    | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $246485.03    | 0.02%             | 2031-11-04      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO L.L.C.                                                | BLACKSTONE REG FINANCE CO L.L.C. 4.3% 11/03/2030                                                  | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29528.18     | 0.00%             | 2030-11-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE CO L.L.C.                                                | BLACKSTONE REG FINANCE CO L.L.C. 4.95% 02/15/2036                                                 | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57906.63     | 0.00%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 3.995%/VAR 11/03/2028                                                        | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $198568.88    | 0.02%             | 2028-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                            | ROYAL BANK OF CANADA 4.305%/VAR 11/03/2031                                                        | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $29491.50     | 0.00%             | 2031-11-03      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT VAR K549 A2 09/25/2030                                             | CUSIP: 3137HNNC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    770000 | PA      | $772310.08    | 0.06%             | 2030-09-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2025-D                                           | HYUNDAI AUTO RECEIVABLES TRUST 2025-D 4.09% 09/16/2030                                            | CUSIP: 44891XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $269322.98    | 0.02%             | 2030-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.2% 11/15/2030                                                                | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    880000 | PA      | $871461.19    | 0.07%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.6% 11/15/2032                                                                | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158430.27    | 0.01%             | 2032-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 4.875% 11/15/2035                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166777.06    | 0.01%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.5% 11/15/2045                                                                | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151410.49    | 0.01%             | 2045-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.625% 11/15/2055                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    310000 | PA      | $290591.01    | 0.02%             | 2055-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | META PLATFORMS INC 5.75% 11/15/2065                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    160000 | PA      | $148608.59    | 0.01%             | 2065-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 4.619%/VAR 11/06/2031                                                           | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197222.36    | 0.02%             | 2031-11-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | BANCO SANTANDER SA 5.127% 11/06/2035                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $194975.94    | 0.02%             | 2035-11-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3% 04/01/2056 #TBA                                                                        | CUSIP: 21H030641<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    300000 | PA      | $267531.90    | 0.02%             | 2056-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 3.5% 04/01/2056 #TBA                                                                      | CUSIP: 21H032647<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1025000 | PA      | $939316.46    | 0.08%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4.5% 04/01/2056 #TBA                                                                      | CUSIP: 21H042646<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    825000 | PA      | $795684.29    | 0.07%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/01/2056 #TBA                                                                        | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -675000 | PA      | $-667925.80   | -0.06%            | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5% 04/01/2056 #TBA                                                                        | CUSIP: 21H050649<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3150000 | PA      | $3116987.06   | 0.26%             | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 04/01/2056 #TBA                                                                      | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |  -3075000 | PA      | $-3092005.06  | -0.25%            | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 04/01/2056 #TBA                                                                      | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3875000 | PA      | $3896429.14   | 0.32%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 04/01/2056 #TBA                                                                        | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1375000 | PA      | $1397666.05   | 0.12%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 04/01/2056 #TBA                                                                        | CUSIP: 21H060648<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -875000 | PA      | $-889423.85   | -0.07%            | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 04/01/2056 #TBA                                                                      | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    600000 | PA      | $623437.50    | 0.05%             | 2056-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 04/01/2056 #TBA                                                                      | CUSIP: 21H062644<br>LEI: 549300M8ZYFG0OCMTT87 | Short            | ABS-MBS          | USGA              | US        |   -600000 | PA      | $-623437.50   | -0.05%            | 2056-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 2.5% 04/01/2041 #TBA                                                                    | CUSIP: 01F022444<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    375000 | PA      | $353803.73    | 0.03%             | 2041-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 5% 04/01/2041 #TBA                                                                      | CUSIP: 01F050445<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -500000 | PA      | $-503339.85   | -0.04%            | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 5% 04/01/2041 #TBA                                                                      | CUSIP: 01F050445<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1225000 | PA      | $1233182.63   | 0.10%             | 2041-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 04/01/2056 #TBA                                                                      | CUSIP: 01F020646<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    425000 | PA      | $341577.13    | 0.03%             | 2056-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 04/01/2056 #TBA                                                                      | CUSIP: 01F020646<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -200000 | PA      | $-160742.18   | -0.01%            | 2056-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2.5% 04/01/2056 #TBA                                                                    | CUSIP: 01F022642<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    225000 | PA      | $189140.63    | 0.02%             | 2056-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3% 04/01/2056 #TBA                                                                      | CUSIP: 01F030645<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2800000 | PA      | $2460718.68   | 0.20%             | 2056-04-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 3.5% 04/01/2056 #TBA                                                                    | CUSIP: 01F032641<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1025000 | PA      | $939076.20    | 0.08%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 4% 04/01/2056 #TBA                                                                      | CUSIP: 01F040644<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    925000 | PA      | $871704.09    | 0.07%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6% 04/01/2056 #TBA                                                                      | CUSIP: 01F060642<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    175000 | PA      | $178322.27    | 0.01%             | 2056-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 6.5% 04/01/2056 #TBA                                                                    | CUSIP: 01F062648<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    550000 | PA      | $568820.34    | 0.05%             | 2056-04-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 3.875% 11/15/2028                                                                    | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    380000 | PA      | $378768.30    | 0.03%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4.1% 11/15/2030                                                                      | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119182.02    | 0.01%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4.7% 11/15/2035                                                                      | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29638.21     | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 5.45% 11/15/2055                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    420000 | PA      | $406644.62    | 0.03%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 4.6% 11/05/2035                                                                 | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    310000 | PA      | $303772.40    | 0.03%             | 2035-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 5.3% 11/05/2055                                                                 | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76456.14     | 0.01%             | 2055-11-05      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                                           | MIDAMERICAN ENERGY CO 5.5% 11/15/2056                                                             | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57548.48     | 0.00%             | 2056-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP IND                                                       | LINCOLN NATIONAL CORP IND 5.35% 11/15/2035                                                        | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107217.45    | 0.01%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4.125% 11/06/2030                                                            | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $366369.47    | 0.03%             | 2030-11-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 4.75% 01/06/2036                                                             | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147463.37    | 0.01%             | 2036-01-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EART 2025-5A                                                                    | EART 2025-5A A3 4.44% 11/15/2029                                                                  | CUSIP: 30166VAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $140044.84    | 0.01%             | 2029-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HAROT 2025-4                                                                    | HAROT 2025-4 A3 3.83% 06/17/2030                                                                  | CUSIP: 43814XAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $228801.13    | 0.02%             | 2030-06-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 5.55% 11/15/2035                                                                    | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49836.58     | 0.00%             | 2035-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                                   | WESTLAKE CORP 6.375% 11/15/2055                                                                   | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59119.21     | 0.00%             | 2055-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 11/15/2055                                                     | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3140000 | PA      | $3000171.88   | 0.25%             | 2055-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 11/15/2035                                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    810000 | PA      | $790129.69    | 0.07%             | 2035-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 11/15/2028                                                                         | CUSIP: 91282CPK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6340000 | PA      | $6288735.14   | 0.52%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 5.1% 03/15/2036 144A                                                | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89205.52     | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TRANSCONTINENTAL GAS PIPE LINE CO LLC                                           | TRANSCONTINENTAL GAS LINE LLC 5.75% 03/15/2056 144A                                               | CUSIP: 893574AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19522.71     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                             | EQUINIX EUROPE 2 FINANCING CORP LLC 4.6% 11/15/2030                                               | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69347.23     | 0.01%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 4.875% 11/15/2030                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137485.71    | 0.01%             | 2030-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | GLOBAL PAYMENTS INC 5.55% 11/15/2035                                                              | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96363.87     | 0.01%             | 2035-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 4.35% 01/15/2029                                                                   | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19916.23     | 0.00%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 5.4% 07/30/2036                                                                    | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89342.83     | 0.01%             | 2036-07-30      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                      | UNUM GROUP 5.25% 12/15/2035                                                                       | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29341.40     | 0.00%             | 2035-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY CO                                                    | CANADIAN NATIONAL RAILWAY CO 4.2% 03/12/2031                                                      | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $197253.86    | 0.02%             | 2031-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                     | EQUINOR ASA 4.75% 11/14/2035                                                                      | CUSIP: 29446MAP7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     70000 | PA      | $68923.22     | 0.01%             | 2035-11-14      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                                  | FAIRFAX FINANCIAL HLDGS LTD 5.75% 05/20/2035                                                      | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $143480.53    | 0.01%             | 2035-05-20      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 4.75% 01/15/2033                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69134.66     | 0.01%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5% 01/15/2036                                                          | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117514.51    | 0.01%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.875% 11/30/2045                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    140000 | PA      | $136332.09    | 0.01%             | 2045-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.875% 11/30/2055                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77813.85     | 0.01%             | 2055-11-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC DEL                                                              | AUTONATION INC DEL 4.45% 01/15/2029                                                               | CUSIP: 05329WAU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $198337.27    | 0.02%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 5% 12/15/2029                                                         | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $304602.09    | 0.03%             | 2029-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                                  | CANADIAN NATL RESOURCES LTD 5.4% 12/15/2034                                                       | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101159.30    | 0.01%             | 2034-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 02/01/2052#QD6380                                                                    | CUSIP: 3133B4CR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     19127 | PA      | $15469.38     | 0.00%             | 2052-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 5.5% 08/01/2055#QZ1869                                                                  | CUSIP: 31426YCF1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    243793 | PA      | $246387.81    | 0.02%             | 2055-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE COR PORATION                                         | FHLM 30YR 6% 12/01/2053#QH7010                                                                    | CUSIP: 3133CKYF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    420344 | PA      | $429762.85    | 0.04%             | 2053-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 04/01/2055#QY2226                                                                    | CUSIP: 31426LPL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    747299 | PA      | $762334.01    | 0.06%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                               | LYB INTERNATIONAL FINANCE III LLC 5.875% 01/15/2036                                               | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110363.49    | 0.01%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 4.343%/VAR 11/14/2031                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69221.00     | 0.01%             | 2031-11-14      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| SCHWAB CHARLES CORP                                                             | SCHWAB CHARLES CORP 4.914%/VAR 11/14/2036                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48600.71     | 0.00%             | 2036-11-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4                                   | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2025-4 A3 4.23% 04/15/2030                                 | CUSIP: 802923AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160000 | PA      | $160027.68    | 0.01%             | 2030-04-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 11/15/2045                                                     | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5930000 | PA      | $5719670.31   | 0.47%             | 2045-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONTARIO PROVINCE CDA                                                            | ONTARIO PROVINCE CDA 4.45% 11/20/2035                                                             | CUSIP: 683234D21<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    110000 | PA      | $108915.02    | 0.01%             | 2035-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 3.9% 11/20/2028                                                                    | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    850000 | PA      | $846366.80    | 0.07%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.1% 11/20/2030                                                                    | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296484.75    | 0.02%             | 2030-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.65% 11/20/2035                                                                   | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98054.83     | 0.01%             | 2035-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 5.45% 11/20/2055                                                                   | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    280000 | PA      | $267475.21    | 0.02%             | 2055-11-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                  | MORGAN STANLEY PRIVATE BANK NA 4.465%/VAR 11/19/2031                                              | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246120.26    | 0.02%             | 2031-11-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PRIVATE BANK NA                                                  | MORGAN STANLEY PRIVATE BANK NA 4.204%/VAR 11/17/2028                                              | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249134.22    | 0.02%             | 2028-11-17      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 4.2% 11/20/2028                                                                      | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99298.26     | 0.01%             | 2028-11-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 4.5% 02/15/2031                                                                      | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59315.35     | 0.00%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON CO OF NEW YORK INC                                          | CONSOLIDATED EDISON CO OF NY 5.75% 11/15/2055                                                     | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59220.60     | 0.00%             | 2055-11-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIV NY REV                                                             | CORNELL UNIV NY REV 4.169% 06/15/2030                                                             | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | MUN               | US        |     15000 | PA      | $14889.58     | 0.00%             | 2030-06-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIV NY REV                                                             | CORNELL UNIV NY REV 4.733% 06/15/2035                                                             | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99108.65     | 0.01%             | 2035-06-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                              | CENOVUS ENERGY INC 5.4% 03/20/2036                                                                | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $59690.35     | 0.00%             | 2036-03-20      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                                                      | PFIZER INC 4.2% 11/15/2030                                                                        | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191664.08   | 0.10%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: —       |
| PFIZER INC                                                                      | PFIZER INC 4.875% 11/15/2035                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59400.92     | 0.00%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                | ASCENSION HEALTH 4.078% 11/15/2028                                                                | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $45747.39     | 0.00%             | 2028-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                | ASCENSION HEALTH 4.294% 11/15/2030                                                                | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54456.82     | 0.00%             | 2030-11-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                                                                | ASCENSION HEALTH 4.923% 11/15/2035                                                                | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $399181.59    | 0.03%             | 2035-11-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                                       | BAXTER INTERNATIONAL INC 5.65% 12/15/2035                                                         | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58597.43     | 0.00%             | 2035-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: —       |
| BANK5 2025-5YR18                                                                | BANK5 2025-5YR18 A3 2025 5YR18 A3 12/15/2058                                                      | CUSIP: 06604CAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    190000 | PA      | $193133.46    | 0.02%             | 2058-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 11/30/2032                                                                        | CUSIP: 91282CPM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    760000 | PA      | $743820.31    | 0.06%             | 2032-11-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | DUKE ENERGY FLORIDA LLC 4.2% 12/01/2030                                                           | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148353.17    | 0.01%             | 2030-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.15% 03/15/2031                                                                 | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168099.92    | 0.01%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 4.75% 12/04/2035                                                                 | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176622.69    | 0.01%             | 2035-12-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MERCK and CO INC                                                                | MERCK and CO INC 5.55% 12/04/2055                                                                 | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    130000 | PA      | $126243.23    | 0.01%             | 2055-12-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BURLINGTON NORTHN SANTA FE LLC                                                  | BURLINGTON NORTHN SANTA FE LLC 5.55% 03/15/2056                                                   | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48477.20     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| S and P GLOBAL INC                                                              | S and P GLOBAL INC 4.8% 12/04/2035 144A                                                           | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68592.42     | 0.01%             | 2035-12-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                                         | WESTERN GAS PARTNERS LP 5.5% 12/15/2035                                                           | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108177.73    | 0.01%             | 2035-12-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 5.5% 05/01/2056 #TBA                                                                      | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2425000 | PA      | $2433484.83   | 0.20%             | 2056-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6% 05/01/2056 #TBA                                                                        | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    875000 | PA      | $888364.23    | 0.07%             | 2056-05-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 6.5% 05/01/2056 #TBA                                                                      | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    600000 | PA      | $621609.36    | 0.05%             | 2056-05-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 15YR 5% 05/01/2041 #TBA                                                                      | CUSIP: 01F050452<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    500000 | PA      | $502871.05    | 0.04%             | 2041-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA/FHLG TBA ISSUER                                                            | UMBS 30YR 2% 05/01/2056 #TBA                                                                      | CUSIP: 01F020653<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    200000 | PA      | $160679.68    | 0.01%             | 2056-05-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 4.7% 02/15/2036                                                             | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38988.13     | 0.00%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FLORIDA PWR and LT CO                                                           | FLORIDA PWR and LT CO 5.6% 02/15/2066                                                             | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48167.35     | 0.00%             | 2066-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | AMERICAN TOWER CORP 4.7% 12/15/2032                                                               | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58956.82     | 0.00%             | 2032-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | MANULIFE FINANCIAL CORP 4.986% 12/11/2035                                                         | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $58616.22     | 0.00%             | 2035-12-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 12/15/2028                                                                         | CUSIP: 91282CPP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8660000 | PA      | $8588284.38   | 0.71%             | 2028-12-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                                                            | SHELL FINANCE US INC 3.125% 11/07/2049 144A                                                       | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $66310.29     | 0.01%             | 2049-11-07      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BBCMS MTG TR 2025-C39                                                           | BBCMS MTG TR 2025-C39 5.22675% 12/15/2058                                                         | CUSIP: 05556YAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $284177.68    | 0.02%             | 2058-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 10/01/2055#SL2829                                                                  | CUSIP: 31427QEB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    544517 | PA      | $554164.32    | 0.05%             | 2055-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5.5% 04/01/2054#SD5302                                                                  | CUSIP: 3132DS3K6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    514555 | PA      | $525409.92    | 0.04%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2025-5YR19                                                                | BANK5 2025-5YR19 5.27% 12/15/2058                                                                 | CUSIP: 05494RBL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $162398.00    | 0.01%             | 2058-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 12/01/2055#DF5677                                                                  | CUSIP: 3140BWJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    348961 | PA      | $350542.84    | 0.03%             | 2055-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 08/01/2051#BT4304                                                                  | CUSIP: 3140LSYA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24838 | PA      | $21052.56     | 0.00%             | 2051-08-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2.5% 10/01/2051#FM9376                                                                  | CUSIP: 3140XDM29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    226045 | PA      | $194488.72    | 0.02%             | 2051-10-01      | Fixed         | 0.03%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                                 | BANK 2025-BNK51 A5 5.269% 12/25/2067                                                              | CUSIP: 06541HAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    480000 | PA      | $487539.50    | 0.04%             | 2067-12-25      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                        | WILLIS NORTH AMERICA INC 5.15% 03/15/2036                                                         | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58430.55     | 0.00%             | 2036-03-15      | 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 4.42% 10/25/2035                                                   | CUSIP: 3137HPF32<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     60000 | PA      | $59094.08     | 0.00%             | 2035-10-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BMO MORTGAGE TRUST                                                              | BMO MORTGAGE TRUST 5.3161% 12/15/2058                                                             | CUSIP: 09664JAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $213657.32    | 0.02%             | 2058-12-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.875% 12/31/2032                                                                       | CUSIP: 91282CPQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7190000 | PA      | $7085801.15   | 0.58%             | 2032-12-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                                           | AMRIZE FINANCE US LLC 5.4% 04/07/2035                                                             | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    180000 | PA      | $183040.03    | 0.02%             | 2035-04-07      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BDC                                                       | APOLLO DEBT SOLUTIONS BDC 6.55% 03/15/2032                                                        | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100383.52    | 0.01%             | 2032-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                             | SUMITOMO MITSUI FINL GRP INC 5.046%/VAR 01/15/2037                                                | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    525000 | PA      | $516310.45    | 0.04%             | 2037-01-15      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                              | MITSUBISHI UFJ FIN GRP INC 4.505%/VAR 01/14/2032                                                  | CUSIP: 606822DS0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $246377.54    | 0.02%             | 2032-01-14      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SVCS CORP                                                      | CATERPILLAR FINL SVCS CORP 4.15% 01/08/2031                                                       | CUSIP: 14913UBH2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148595.31    | 0.01%             | 2031-01-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 5.625% 02/09/2034                                                    | CUSIP: 91087BBQ2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $196400.00    | 0.02%             | 2034-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MEXICO UNITED MEXICAN STATES                                                    | MEXICO UNITED MEXICAN STATES 6.125% 02/09/2038                                                    | CUSIP: 91087BBR0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    300000 | PA      | $293100.00    | 0.02%             | 2038-02-09      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GENERAL MTRS FINL CO INC                                                        | GENERAL MTRS FINL CO INC 4.6% 01/08/2031                                                          | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98556.85     | 0.01%             | 2031-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                               | ARES CAPITAL CORP 5.25% 04/12/2031                                                                | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38667.58     | 0.00%             | 2031-04-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORP                                                   | WISCONSIN PUBLIC SERVICE CORP 4.25% 01/15/2031                                                    | CUSIP: 976843BR2<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217486.39    | 0.02%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC AND GAS CO                                              | PUBLIC SERVICE ELECTRIC AND GAS CO 4.2% 01/01/2031                                                | CUSIP: 74456QCX2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197346.77    | 0.02%             | 2031-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | ENTERGY ARKANSAS LLC 4.95% 01/15/2036                                                             | CUSIP: 29366MAH1<br>LEI: KYX6QEFGFXUFFAWLGG05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98081.29     | 0.01%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                | WILLIAMS COS INC 5.95% 03/15/2056                                                                 | CUSIP: 969457CW8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49209.27     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CREDIT FUND                                                  | BLACKSTONE PRIVATE CREDIT FUND 5.35% 03/12/2031                                                   | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47490.72     | 0.00%             | 2031-03-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 4.4% 01/15/2031                                               | CUSIP: 210385AQ3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78956.98     | 0.01%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                             | CONSTELLATION ENERGY GENERATION LLC 5.875% 01/15/2066                                             | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57603.26     | 0.00%             | 2066-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GMCAR 2026-1                                                                    | GMCAR 2026-1 4.09% 05/16/2031                                                                     | CUSIP: 362970AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $248188.70    | 0.02%             | 2031-05-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | FHLB 30YR 5% 01/01/2056#RJ5759                                                                    | CUSIP: 3142GWMH9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |   1663717 | PA      | $1654675.93   | 0.14%             | 2056-01-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EXPORT IMPORT BANK KOREA                                                        | EXPORT IMPORT BANK KOREA 3.875% 01/13/2031                                                        | CUSIP: 302154ER6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $197460.97    | 0.02%             | 2031-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                      | VERIZON COMMUNICATIONS INC 5.401% 07/02/2037                                                      | CUSIP: 92343VHC1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    815000 | PA      | $812027.87    | 0.07%             | 2037-07-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ISRAEL, STATE OF                                                                | ISRAEL STATE OF 5% 01/13/2036                                                                     | CUSIP: 46515CJZ8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $192763.61    | 0.02%             | 2036-01-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LTD NEW YORK BRANCH                                     | NATIONAL AUSTRALIA BANK LTD NEW YORK BRH 3.85% 12/13/2028                                         | CUSIP: 632525CQ2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396973.96    | 0.03%             | 2028-12-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 4.95% 01/15/2036                                                                     | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197250.07    | 0.02%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | BROADCOM INC 5.7% 01/15/2056                                                                      | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99481.37     | 0.01%             | 2056-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                      | CNH INDUSTRIAL CAPITAL LLC 4.375% 03/07/2031                                                      | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48829.02     | 0.00%             | 2031-03-07      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#FM5215                                                                    | CUSIP: 3140X8YM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    304040 | PA      | $248655.75    | 0.02%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 11/01/2051#FM9500                                                                    | CUSIP: 3140XDRW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    657193 | PA      | $536862.16    | 0.04%             | 2051-11-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 02/01/2051#FM5984                                                                    | CUSIP: 3140X9UJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    192540 | PA      | $157526.61    | 0.01%             | 2051-02-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#QB7563                                                                    | CUSIP: 3133AEML5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    184257 | PA      | $150635.15    | 0.01%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#BQ8400                                                                    | CUSIP: 3140KUKN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    129609 | PA      | $105959.18    | 0.01%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 08/01/2051#FM8176                                                                    | CUSIP: 3140XCCN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    166701 | PA      | $136699.38    | 0.01%             | 2051-08-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 01/01/2051#BQ9683                                                                    | CUSIP: 3140KVXM7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    801036 | PA      | $651614.33    | 0.05%             | 2051-01-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 07/01/2051#BT0491                                                                    | CUSIP: 3140LNRM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1044246 | PA      | $848151.95    | 0.07%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2051#QC4827                                                                    | CUSIP: 3133APLG2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    651725 | PA      | $529340.17    | 0.04%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 04/01/2051#BR7792                                                                    | CUSIP: 3140L6US1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    427265 | PA      | $347030.76    | 0.03%             | 2051-04-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 4.45% 01/08/2031                                                      | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $117619.91    | 0.01%             | 2031-01-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 2% 07/01/2051#QC4665                                                                    | CUSIP: 3133APFE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    186248 | PA      | $151273.13    | 0.01%             | 2051-07-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 2% 12/01/2050#BQ5162                                                                    | CUSIP: 3140KQWY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    381101 | PA      | $310249.97    | 0.03%             | 2050-12-01      | Fixed         | 0.02%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 4.75% 01/15/2033                        | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $145793.95    | 0.01%             | 2033-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                                     | AMERICAN HONDA FINANCE CORP 5.1% 01/08/2036                                                       | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28944.59     | 0.00%             | 2036-01-08      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                         | SIMON PROPERTY GROUP LP 4.3% 01/15/2031                                                           | CUSIP: 828807EB9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29566.02     | 0.00%             | 2031-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FUND                                                      | HPS CORPORATE LENDING FUND 5.65% 04/02/2031 144A                                                  | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47964.76     | 0.00%             | 2031-04-02      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THE TORONTO DOMINION BANK                                                       | TORONTO DOMINION BANK 4.411% 01/13/2031                                                           | CUSIP: 89115KAM2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $148557.02    | 0.01%             | 2031-01-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ASIAN DEVELOPMENT BANK                                                          | ASIAN DEVELOPMENT BANK 4.25% 01/14/2036                                                           | CUSIP: 045167GP2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | PH        |    280000 | PA      | $278025.81    | 0.02%             | 2036-01-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EUROPEAN INVESTMENT BANK                                                        | EUROPEAN INVESTMENT BANK 3.75% 03/13/2031                                                         | CUSIP: 298785KN5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | LU        |    280000 | PA      | $276951.49    | 0.02%             | 2031-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-MOBILE USA INC 5.85% 02/15/2056                                                                 | CUSIP: 87264AEA9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97048.28     | 0.01%             | 2056-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                 | RABOBANK NEDERLAND NY BRH 4.16% 01/14/2031                                                        | CUSIP: 21688ABT8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739472.53    | 0.06%             | 2031-01-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND NEW YORK BRH                                                 | RABOBANK NEDERLAND NY BRH 3.743% 01/14/2028                                                       | CUSIP: 21688ABR2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496538.87    | 0.04%             | 2028-01-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.2% 01/10/2031                                                          | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49311.08     | 0.00%             | 2031-01-10      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.8% 01/11/2036                                                          | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48793.61     | 0.00%             | 2036-01-11      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD                           | FEDERAL HOME LN MTG MLT CTF GT 4.07% 12/25/2030                                                   | CUSIP: 3137HPU50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     80000 | PA      | $79249.29     | 0.01%             | 2030-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 01/15/2029                                                                         | CUSIP: 91282CPT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4450000 | PA      | $4412105.49   | 0.36%             | 2029-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                                           | REPUBLIC OF INDONESIA 4.35% 02/21/2031                                                            | CUSIP: 455780EE2<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $195400.00    | 0.02%             | 2031-02-21      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TR 2026-A                                              | MERCEDES-BENZ AUTO LEASE TR 2026-A A3 4.23% 01/15/2030                                            | CUSIP: 58770YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    270000 | PA      | $268444.80    | 0.02%             | 2030-01-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | ENERGY TRANSFER LP 5.35% 01/15/2036                                                               | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59583.30     | 0.00%             | 2036-01-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES 2026-A OWNER TRUST                                      | TOYOTA AUTO RECEIVABLES 2026-A OWNER TRUST 4.09% 09/16/2030                                       | CUSIP: 89240KAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $168867.34    | 0.01%             | 2030-09-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2056#MA5943                                                                  | CUSIP: 31418FS99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372583 | PA      | $359391.14    | 0.03%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2054#FS8795                                                                    | CUSIP: 3140XQXZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    541118 | PA      | $552025.62    | 0.05%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 01/01/2056#DG0559                                                                  | CUSIP: 3140U3TR2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    473684 | PA      | $489925.89    | 0.04%             | 2056-01-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 01/01/2056#DG0006                                                                  | CUSIP: 3140U3AG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     39768 | PA      | $38359.64     | 0.00%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 6.375% 02/25/2055                | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     40000 | PA      | $39861.78     | 0.00%             | 2055-02-25      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 6.25% 03/01/2056                 | CUSIP: 472140AH5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     50000 | PA      | $49015.04     | 0.00%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 5.5% 01/15/2036                  | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $200092.00    | 0.02%             | 2036-01-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                                   | JEFFERIES FINANCIAL GROUP INC 5.5% 02/15/2036                                                     | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287938.23    | 0.02%             | 2036-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.898%/VAR 01/22/2037                                                       | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97850.97     | 0.01%             | 2037-01-22      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE and CO                                                           | JPMORGAN CHASE and CO 4.347%/VAR 01/22/2032                                                       | CUSIP: 46647PFG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98588.74     | 0.01%             | 2032-01-22      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| AFRICAN DEVELOPMENT BANK                                                        | AFRICAN DEVELOPMENT BANK 4.125% 01/22/2036                                                        | CUSIP: 00828EFN4<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | CI        |    150000 | PA      | $146986.12    | 0.01%             | 2036-01-22      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 5.433%/VAR 01/23/2047                                                      | CUSIP: 95000U4F7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66328.12     | 0.01%             | 2047-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.96%/VAR 01/23/2037                                                       | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68189.95     | 0.01%             | 2037-01-23      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO and CO                                                              | WELLS FARGO and CO NEW 4.182%/VAR 01/23/2030                                                      | CUSIP: 95000U4D2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69379.79     | 0.01%             | 2030-01-23      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.148%/VAR 01/21/2029                                               | CUSIP: 38145GAP5<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99382.95     | 0.01%             | 2029-01-21      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 4.516%/VAR 01/21/2032                                               | CUSIP: 38145GAR1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98484.20     | 0.01%             | 2032-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.065%/VAR 01/21/2037                                               | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    320000 | PA      | $312855.09    | 0.03%             | 2037-01-21      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                                   | GOLDMAN SACHS GROUP INC (THE) 5.541%/VAR 01/21/2047                                               | CUSIP: 38145GAT7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    120000 | PA      | $114354.69    | 0.01%             | 2047-01-21      | Variable      | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.238%/VAR 01/09/2030                                                              | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227678.96    | 0.02%             | 2030-01-09      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 4.493%/VAR 01/16/2032                                                              | CUSIP: 61748UAS1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226133.31    | 0.02%             | 2032-01-16      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| INTER AMERICAN DEV BANK                                                         | INTER AMERICAN DEV BANK 4.125% 01/23/2036                                                         | CUSIP: 4581X0EX2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147080.12    | 0.01%             | 2036-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JAPAN BANK INTERNATIONAL COOPERATION                                            | JAPAN BANK INTL COOPERATION 4.375% 01/23/2036                                                     | CUSIP: 471048DD7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196239.47    | 0.02%             | 2036-01-23      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST 2026-A                                             | FORD CREDIT AUTO LEASE TRUST 2026-A 4.3% 07/15/2029                                               | CUSIP: 345276AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     95000 | PA      | $94720.93     | 0.01%             | 2029-07-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES REPUBLIC OF                                                         | PHILIPPINES REPUBLIC OF 5% 01/27/2036                                                             | CUSIP: 718286DK0<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |    200000 | PA      | $194500.00    | 0.02%             | 2036-01-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2053#SD2249                                                                  | CUSIP: 3132DPQA9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    526434 | PA      | $511948.20    | 0.04%             | 2053-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 04/01/2053#SL3139                                                                    | CUSIP: 31427QPZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179951 | PA      | $170625.26    | 0.01%             | 2053-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4% 08/01/2052#SD1523                                                                    | CUSIP: 3132DNVQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    377703 | PA      | $358837.69    | 0.03%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 08/01/2052#FA3473                                                                    | CUSIP: 3140W32F5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224898 | PA      | $214578.40    | 0.02%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 09/01/2053#FA3308                                                                    | CUSIP: 3140W3VA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    129506 | PA      | $122794.51    | 0.01%             | 2053-09-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2053#FA3315                                                                    | CUSIP: 3140W3VH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143341 | PA      | $136180.94    | 0.01%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 05/01/2053#FA1659                                                                    | CUSIP: 3140W1ZZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    243311 | PA      | $230930.32    | 0.02%             | 2053-05-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4% 06/01/2053#FA3731                                                                    | CUSIP: 3140W4ED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    326998 | PA      | $310664.90    | 0.03%             | 2053-06-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| GNMA II GTD PASS THRU CTF MULTIPLE ISSUER                                       | GNII II 4% 01/20/2056#MB0869                                                                      | CUSIP: 3618N56F1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    249204 | PA      | $233261.52    | 0.02%             | 2056-01-20      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KOREA DEVELOPMENT BANK                                                          | KOREA DEVELOPMENT BANK 4% 01/28/2031                                                              | CUSIP: 500630ER5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198162.04    | 0.02%             | 2031-01-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KEYCORP 5.305%/VAR 01/28/2037                                                                     | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34277.45     | 0.00%             | 2037-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 5.033%/VAR 01/26/2037                                                              | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128087.59    | 0.01%             | 2037-01-26      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP DEL                                                                  | US BANCORP DEL 4.481%/VAR 01/26/2032                                                              | CUSIP: 91159HJW1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49473.08     | 0.00%             | 2032-01-26      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| ARES STRATEGIC INCOME FUND                                                      | ARES STRATEGIC INCOME FUND 5.55% 04/15/2031 144A                                                  | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $76638.18     | 0.01%             | 2031-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                                     | TRUIST BANK 4.144%/VAR 01/27/2029                                                                 | CUSIP: 89788JAJ8<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497317.74    | 0.04%             | 2029-01-27      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.813%/VAR 02/02/2034                                                         | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $69006.06     | 0.01%             | 2034-02-02      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| THE BANK OF NOVA SCOTIA                                                         | BANK OF NOVA SCOTIA 4.247%/VAR 02/02/2030                                                         | CUSIP: 06418GAY3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $79270.83     | 0.01%             | 2030-02-02      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA                                                                | CITIZENS BANK NA 4.192%/VAR 01/29/2029                                                            | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248430.83    | 0.02%             | 2029-01-29      | Variable      | 0.04%                 | No            |                  2 | On Loan: —       |
| UST NOTES                                                                       | UST NOTES 3.75% 01/31/2031                                                                        | CUSIP: 91282CPW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2540000 | PA      | $2518370.33   | 0.21%             | 2031-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4% 01/31/2033                                                                           | CUSIP: 91282CPY1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3660000 | PA      | $3631978.13   | 0.30%             | 2033-01-31      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC/OH                                                    | HUNTINGTON BANCSHARES INC/OH 4.623%/VAR 01/28/2032                                                | CUSIP: 446150BK9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197081.08    | 0.02%             | 2032-01-28      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 07/01/2055#FA3377                                                                    | CUSIP: 3140W3XF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    366193 | PA      | $378283.40    | 0.03%             | 2055-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 04/01/2054#SD5219                                                                    | CUSIP: 3132DSYQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     46525 | PA      | $48009.77     | 0.00%             | 2054-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 4.566%/VAR 04/29/2032                                                         | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49012.53     | 0.00%             | 2032-04-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | FIFTH THIRD BANCORP 5.141%/VAR 01/29/2037                                                         | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38964.91     | 0.00%             | 2037-01-29      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP SA                                                       | TYCO ELECTRONICS GROUP SA 4.875% 02/09/2036                                                       | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     80000 | PA      | $78956.34     | 0.01%             | 2036-02-09      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BMO 2026-C14 MORTGAGE TRUST                                                     | BMO MORTGAGE TRUST 2026-C14 5.2722% 02/15/2059                                                    | CUSIP: 096942AV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $303904.62    | 0.03%             | 2059-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 07/01/2055#SL2505                                                                  | CUSIP: 31427PYB4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     57698 | PA      | $60681.92     | 0.00%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 02/01/2055#SL0360                                                                    | CUSIP: 31427MMJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    234355 | PA      | $243557.70    | 0.02%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                                                      | FANNIEMAE 30YR 6% 12/01/2054#FA0103                                                               | CUSIP: 3140W0DH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    134541 | PA      | $139824.53    | 0.01%             | 2054-12-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 12/01/2054#SL0365                                                                  | CUSIP: 31427MMP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    179012 | PA      | $189359.71    | 0.02%             | 2054-12-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 01/01/2055#DC7868                                                                    | CUSIP: 3140AVW64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     23975 | PA      | $24757.20     | 0.00%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 09/01/2054#SD6993                                                                    | CUSIP: 3132DUXW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    197162 | PA      | $204596.02    | 0.02%             | 2054-09-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 07/01/2054#FS8833                                                                    | CUSIP: 3140XQY76<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    109440 | PA      | $113565.95    | 0.01%             | 2054-07-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 02/01/2055#SL2499                                                                    | CUSIP: 31427PX58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109259 | PA      | $113344.60    | 0.01%             | 2055-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6.5% 07/01/2055#SL2500                                                                  | CUSIP: 31427PX66<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262592 | PA      | $276765.02    | 0.02%             | 2055-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 07/01/2054#FS8542                                                                  | CUSIP: 3140XQP43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209766 | PA      | $221891.50    | 0.02%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 10/01/2053#FS5894                                                                    | CUSIP: 3140XMRQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     71943 | PA      | $74876.76     | 0.01%             | 2053-10-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6% 08/01/2054#FS8834                                                                    | CUSIP: 3140XQY84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    163861 | PA      | $170141.65    | 0.01%             | 2054-08-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 07/01/2053#BY5321                                                                  | CUSIP: 3140NM4F1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     17773 | PA      | $18616.34     | 0.00%             | 2053-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 6.5% 07/01/2054#FS8587                                                                  | CUSIP: 3140XQRH2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    170479 | PA      | $179414.82    | 0.01%             | 2054-07-01      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| BENCHMARK 2026-V20 MTG TR                                                       | BENCHMARK 2026-V20 A2 MTG TR 4.745% 02/15/2059                                                    | CUSIP: 08164KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $299573.07    | 0.02%             | 2059-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| IBM CORPORATION                                                                 | IBM CORPORATION 4.95% 02/03/2036                                                                  | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97411.80     | 0.01%             | 2036-02-03      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 4.4% 04/30/2031                                                                      | CUSIP: 00206RNF5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69294.32     | 0.01%             | 2031-04-30      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 5.85% 04/30/2046                                                                     | CUSIP: 00206RNJ7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    180000 | PA      | $175404.50    | 0.01%             | 2046-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                      | CAPITAL ONE FIN CORP 5.399%/VAR 01/30/2037                                                        | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107785.41    | 0.01%             | 2037-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| AT and T INC                                                                    | AT and T INC 6% 04/30/2056                                                                        | CUSIP: 00206RNK4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19568.19     | 0.00%             | 2056-04-30      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | MORGAN STANLEY 5.073%/VAR 01/30/2037                                                              | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97971.95     | 0.01%             | 2037-01-30      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5% 12/01/2055#FA3942                                                                    | CUSIP: 3140W4LY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453772 | PA      | $453114.76    | 0.04%             | 2055-12-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.7% 02/04/2056                                                                       | CUSIP: 68389XEB7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    330000 | PA      | $306274.16    | 0.03%             | 2056-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 5.7% 02/04/2036                                                                       | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192297.66    | 0.02%             | 2036-02-04      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 6.55% 02/04/2046                                                                      | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186591.21    | 0.02%             | 2046-02-04      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | ORACLE CORP 4.95% 02/04/2031                                                                      | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195687.97    | 0.02%             | 2031-02-04      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TR 2026-A                                           | WORLD OMNI AUTO RECEIVABLES TR 2026-A A3 4.12% 05/15/2031                                         | CUSIP: 98190AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $228037.16    | 0.02%             | 2031-05-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                        | LLOYDS BANKING GROUP PLC 4.241%/VAR 02/10/2030                                                    | CUSIP: 53944YBG7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $326445.54    | 0.03%             | 2030-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                        | VISA INC 4.7% 02/12/2036                                                                          | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197833.76    | 0.02%             | 2036-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BNCH                                                  | DEUTSCHE BANK AG NEW YORK BNCH 4.725%/VAR 02/06/2032                                              | CUSIP: 25160PAR8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147716.54    | 0.01%             | 2032-02-06      | Variable      | 0.05%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORPORATION                                                     | BANK OF AMERICA CORPORATION 4.456%/VAR 02/06/2032                                                 | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $789987.60    | 0.07%             | 2032-02-06      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAP HLDGS INC                                                    | NEXTERA ENERGY CAP HLDGS INC 5.85% 03/01/2056                                                     | CUSIP: 65339KDX5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48798.28     | 0.00%             | 2056-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | AMERICAN EXPRESS CO 4.456%/VAR 02/10/2032                                                         | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197928.97    | 0.02%             | 2032-02-10      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.75% 02/15/2056                                                      | CUSIP: 912810UR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1350000 | PA      | $1316671.88   | 0.11%             | 2056-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 4.125% 02/15/2036                                                                       | CUSIP: 91282CPZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2490000 | PA      | $2451093.75   | 0.20%             | 2036-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 02/15/2029                                                                         | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7520000 | PA      | $7454787.46   | 0.61%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2056#CC2043                                                                  | CUSIP: 3140Y8HV1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1122563 | PA      | $1134405.18   | 0.09%             | 2056-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 5.5% 02/01/2056#CC2024                                                                  | CUSIP: 3140Y8HA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    722229 | PA      | $734361.99    | 0.06%             | 2056-02-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| BANK5 2026-5YR20                                                                | BANK5 2026-5YR20 A2 4.756% 02/15/2057                                                             | CUSIP: 06650JAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    280000 | PA      | $278679.10    | 0.02%             | 2059-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 3.7% 02/15/2029                                                                      | CUSIP: 02079KBJ5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198281.11    | 0.02%             | 2029-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4.1% 02/15/2031                                                                      | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248262.76    | 0.02%             | 2031-02-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 4.8% 02/15/2036                                                                      | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328586.42    | 0.03%             | 2036-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | ALPHABET INC 5.65% 02/15/2056                                                                     | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299035.04    | 0.02%             | 2056-02-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                    | THERMO FISHER SCIENTIFIC INC 4.902% 02/12/2036                                                    | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148934.92    | 0.01%             | 2036-02-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 3.5% 08/01/2052#SL3248                                                                  | CUSIP: 31427QTE2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    149530 | PA      | $138063.94    | 0.01%             | 2052-08-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST 2026-A                                           | HYUNDAI AUTO RECEIVABLES TRUST 2026-A 4.26% 02/18/2031                                            | CUSIP: 448981AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    170000 | PA      | $168554.54    | 0.01%             | 2031-02-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES 2026-1 OWNER TRUST                                       | HONDA AUTO RECEIVABLES 2026-1 OWNER TRUST 3.89% 09/23/2030                                        | CUSIP: 43815CAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    140000 | PA      | $138832.99    | 0.01%             | 2030-09-23      | 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 4.12% 12/25/2032                                                   | CUSIP: 3137HQDH1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    300000 | PA      | $294599.13    | 0.02%             | 2032-12-25      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | CENCORA INC 4.9% 02/13/2036                                                                       | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97974.40     | 0.01%             | 2036-02-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                             | ALEXANDRIA REAL EST EQUITS INC 5.25% 03/15/2036                                                   | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146486.44    | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY CO/THE                                                              | WALT DISNEY CO/THE 4% 03/14/2031                                                                  | CUSIP: 254687GD2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98457.51     | 0.01%             | 2031-03-14      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| MARSH and MCLENNAN COS INC                                                      | MARSH and MCLENNAN COS INC 4.95% 03/15/2036                                                       | CUSIP: 571748CF7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99054.76     | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY BOND                                                     | UNITED STATES TREASURY BOND 4.625% 02/15/2046                                                     | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2370000 | PA      | $2284828.13   | 0.19%             | 2046-02-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 15YR 4.5% 12/01/2040#MA5915                                                                  | CUSIP: 31418FSD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    691668 | PA      | $686444.36    | 0.06%             | 2040-12-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CARMAX SELECT RECEIVABLES TRUST 2026-A                                          | CARMAX SELECT RECEIVABLES TRUST 2026-A 4.56% 05/17/2032                                           | CUSIP: 142929AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     35000 | PA      | $34741.89     | 0.00%             | 2032-05-17      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                    | BARCLAYS PLC 5.207%/VAR 02/24/2037                                                                | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $193557.16    | 0.02%             | 2037-02-24      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 03/01/2056#RQ0102                                                                    | CUSIP: 3142J6DG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $493063.90    | 0.04%             | 2056-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS and ELECTRIC CO                                                     | PACIFIC GAS and ELECTRIC CO 5.2% 05/01/2036                                                       | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146194.23    | 0.01%             | 2036-05-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REGENCY CTRS LP                                                                 | REGENCY CTRS LP 4.5% 03/15/2033                                                                   | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39005.48     | 0.00%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                                     | EXELON CORP 4.95% 03/15/2036                                                                      | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96987.52     | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER CO                                                       | INDIANA MICHIGAN POWER CO 5.6% 03/15/2056                                                         | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48228.31     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DTE ELEC CO                                                                     | DTE ELEC CO 4.85% 03/01/2036                                                                      | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127563.22    | 0.01%             | 2036-03-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | LEIDOS INC 5% 03/15/2036                                                                          | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96680.73     | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EQUINIX EUROPE 2 FINANCING CORP LLC                                             | EQUINIX EUROPE 2 FINANCING CORP LLC 4.7% 03/15/2033                                               | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97261.27     | 0.01%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.75% 02/28/2033                                                                        | CUSIP: 91282CQC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1960000 | PA      | $1915287.50   | 0.16%             | 2033-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| UST NOTES                                                                       | UST NOTES 3.5% 02/28/2031                                                                         | CUSIP: 91282CQD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1320000 | PA      | $1294425.00   | 0.11%             | 2031-02-28      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                                                              | VOYA FINANCIAL INC 5.05% 03/02/2036                                                               | CUSIP: 929089AK6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77276.72     | 0.01%             | 2036-03-02      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                            | VERISK ANALYTICS INC 5.125% 03/15/2036                                                            | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97693.50     | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: —       |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 3.7% 03/09/2029                                                               | CUSIP: 002824BR0<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197621.25    | 0.02%             | 2029-03-09      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4% 03/15/2031                                                                 | CUSIP: 002824BS8<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196831.61    | 0.02%             | 2031-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.3% 03/15/2033                                                               | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195731.26    | 0.02%             | 2033-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 4.65% 03/15/2036                                                              | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195571.68    | 0.02%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                             | ABBOTT LABORATORIES 5.5% 03/15/2056                                                               | CUSIP: 002824BW9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245131.78    | 0.02%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | UNION ELECTRIC CO 4.8% 03/15/2036                                                                 | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29281.53     | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARGENTARIA S.A                                             | BANCO BILBAO VIZ ARGENTARIA SA 4.15% 03/03/2029                                                   | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $593012.33    | 0.05%             | 2029-03-03      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 08/01/2052#SD1482                                                                    | CUSIP: 3132DNUF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    223198 | PA      | $222322.95    | 0.02%             | 2052-08-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC 5.65% 04/15/2056                                                            | CUSIP: 29364WBS6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57639.60     | 0.00%             | 2056-04-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | ENTERGY LOUISIANA LLC 4.9% 04/15/2036                                                             | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17559.60     | 0.00%             | 2036-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER CO                                                  | VIRGINIA ELECTRIC AND POWER CO 5.7% 03/15/2056                                                    | CUSIP: 927804GY4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86814.55     | 0.01%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                         | CENTERPOINT ENERGY HOUSTON ELECTRIC LLC 4.85% 04/01/2036                                          | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58757.58     | 0.00%             | 2036-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | ABBVIE INC 5.55% 03/15/2056                                                                       | CUSIP: 00287YEH8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146701.10    | 0.01%             | 2056-03-15      | 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 K-177 A2 VAR 01/25/2036                                            | CUSIP: 3137HQMF5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    140000 | PA      | $136458.35    | 0.01%             | 2036-01-25      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | Phillips Edison Grocery Center Operating Partnership I LP 4.75% 03/15/2033                        | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58547.16     | 0.00%             | 2033-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TARGA RES CORP                                                                  | TARGA RES CORP 6.05% 05/15/2056                                                                   | CUSIP: 87612GAU5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48339.57     | 0.00%             | 2056-05-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| GLP CAP LP / GLP FING II INC                                                    | GLP CAP LP / GLP FING II INC 5.625% 03/01/2036                                                    | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $48629.91     | 0.00%             | 2036-03-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                                     | AMEREN CORP 5% 05/15/2036                                                                         | CUSIP: 023608AS1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97317.59     | 0.01%             | 2036-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.35% 04/01/2035                                                       | CUSIP: 68233JDC5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91965.17     | 0.01%             | 2035-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.8% 04/01/2055                                                        | CUSIP: 68233JDD3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19793.32     | 0.00%             | 2055-04-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 4.8% 03/06/2036                                                                        | CUSIP: 278058DZ2<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394917.07    | 0.03%             | 2036-03-06      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                      | EATON CORP 3.85% 03/06/2028                                                                       | CUSIP: 278058DV1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397065.17    | 0.03%             | 2028-03-06      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 4% 03/15/2029                                                                  | CUSIP: 13645RBP8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $543985.27    | 0.04%             | 2029-03-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY CO                                                     | CANADIAN PAC RY CO 5.5% 03/15/2056                                                                | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $38287.14     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY IND INC                                                             | DUKE ENERGY IND INC 4.95% 03/15/2036                                                              | CUSIP: 26443TAG1<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68911.75     | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC HOLDINGS PLC 5.279%/VAR 03/10/2037                                                           | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $196407.67    | 0.02%             | 2037-03-10      | Variable      | 0.05%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                                          | OREILLY AUTOMOTIVE INC 5.1% 03/12/2036                                                            | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98691.02     | 0.01%             | 2036-03-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                              | VALERO ENERGY CORP 5.15% 03/10/2036                                                               | CUSIP: 91913YBG4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98577.20     | 0.01%             | 2036-03-10      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER CO (MN)                                                   | NORTHERN STATES POWER CO (MN) 4.85% 05/15/2036                                                    | CUSIP: 665772DB2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98737.40     | 0.01%             | 2036-05-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                               | AMCOR FLEXIBLES NORTH AMERICA INC 5.125% 03/12/2036                                               | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97221.83     | 0.01%             | 2036-03-12      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                               | AMCOR FLEXIBLES NORTH AMERICA INC 4.25% 03/08/2029                                                | CUSIP: 02344AAJ7<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198162.54    | 0.02%             | 2029-03-08      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AB SVENSK EXPORTKREDIT                                                          | AB SVENSK EXPORTKREDIT 3.625% 03/12/2029                                                          | CUSIP: 01021NAH5<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | CORP              | SE        |    400000 | PA      | $396995.43    | 0.03%             | 2029-03-12      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST 2026-A                                                   | JOHN DEERE OWNER TRUST 2026-A A3 4.44% 08/15/2030                                                 | CUSIP: 47787DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $99400.74     | 0.01%             | 2030-08-15      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 5.8% 03/13/2056                                                                    | CUSIP: 023135DH6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    391000 | PA      | $390685.78    | 0.03%             | 2056-03-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 5.65% 03/13/2046                                                                   | CUSIP: 023135DG8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398616.13    | 0.03%             | 2046-03-13      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.875% 03/13/2036                                                                  | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71343.81     | 0.01%             | 2036-03-13      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4% 03/13/2029                                                                      | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99494.51     | 0.01%             | 2029-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | AMAZON.COM INC 4.25% 03/13/2031                                                                   | CUSIP: 023135DD5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99262.97     | 0.01%             | 2031-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                                          | TAKEOFF MERGER SUB INC 4.85% 03/24/2031 144A                                                      | CUSIP: 873923AE6<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19749.89     | 0.00%             | 2031-03-24      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELEC PWR CO                                                           | WISCONSIN ELEC PWR CO 5.65% 03/15/2056                                                            | CUSIP: 976656CW6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29398.74     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE CO                                                       | ARIZONA PUBLIC SERVICE CO 5.1% 03/15/2036                                                         | CUSIP: 040555DK7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49158.75     | 0.00%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                                        | TOYOTA MOTOR CREDIT CORP 4.05% 03/13/2029                                                         | CUSIP: 89236TPQ2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268379.60    | 0.02%             | 2029-03-13      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | HONEYWELL AEROSPACE INC 5.732% 03/16/2056 144A                                                    | CUSIP: 43849RAJ4<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148267.65    | 0.01%             | 2056-03-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | HONEYWELL AEROSPACE INC 5.622% 03/16/2046 144A                                                    | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128111.11    | 0.01%             | 2046-03-16      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | HONEYWELL AEROSPACE INC 4.95% 03/16/2036 144A                                                     | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99220.30     | 0.01%             | 2036-03-16      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | HONEYWELL AEROSPACE INC 4.3% 03/16/2031 144A                                                      | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98918.45     | 0.01%             | 2031-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                         | HONEYWELL AEROSPACE INC 4% 03/16/2029 144A                                                        | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118879.48    | 0.01%             | 2029-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 5% 04/01/2056#RQ0110                                                                    | CUSIP: 3142J6DQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1282007.61   | 0.11%             | 2056-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 6% 01/01/2055#SL0557                                                                    | CUSIP: 31427MTP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    200001 | PA      | $204172.83    | 0.02%             | 2055-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FED HOME LOAN MTG CORP - GOLD                                                   | FHLG 30YR 4.5% 01/01/2056#TA4579                                                                  | CUSIP: 3142JTCR2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24999 | PA      | $24120.92     | 0.00%             | 2056-01-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 6.55% 03/15/2056                                                                   | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    270000 | PA      | $270936.67    | 0.02%             | 2056-03-15      | Fixed         | 0.07%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | SALESFORCE INC 4.9% 09/15/2031                                                                    | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    600000 | PA      | $599150.22    | 0.05%             | 2031-09-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL QUE                                                            | BANK OF MONTREAL QUE 4.338%/VAR 03/19/2030                                                        | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $49780.85     | 0.00%             | 2030-03-19      | Variable      | 0.04%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL                                                                      | CHICAGO IL 5.879% 1/1/2031                                                                        | CUSIP: 1674862D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $70268.32     | 0.01%             | 2031-01-01      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| FNMA GTD MTG PASS THRU CTF                                                      | FNMA 30YR 4.5% 04/01/2056#MA6028                                                                  | CUSIP: 31418FVW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     25000 | PA      | $24114.82     | 0.00%             | 2056-04-01      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| ONCOR ELEC DELIVERY CO LLC                                                      | ONCOR ELEC DELIVERY CO LLC 5.9% 03/15/2056 144A                                                   | CUSIP: 68233JDJ0<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49958.83     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 4.1% 03/16/2029                                                                 | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199760.43    | 0.02%             | 2029-03-16      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 4.4% 03/18/2031                                                                 | CUSIP: 66989HBG2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149967.77    | 0.01%             | 2031-03-18      | Fixed         | 0.04%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 4.9% 03/18/2036                                                                 | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49880.36     | 0.00%             | 2036-03-18      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAP CORP                                                               | NOVARTIS CAP CORP 5.7% 03/18/2056                                                                 | CUSIP: 66989HBL1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100713.42    | 0.01%             | 2056-03-18      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE CO                                                   | HEWLETT PACKARD ENTERPRISE CO 5.25% 04/01/2033                                                    | CUSIP: 42824CCE7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19881.32     | 0.00%             | 2033-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 5.2% 03/15/2036                                                     | CUSIP: 797440CH5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99720.16     | 0.01%             | 2036-03-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS and ELECTRIC CO                                                   | SAN DIEGO GAS and ELECTRIC CO 5.95% 03/15/2056                                                    | CUSIP: 797440CJ1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10026.77     | 0.00%             | 2056-03-15      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORP                                                             | AUGUSTA SPINCO CORP 4.656% 03/23/2031                                                             | CUSIP: 051473AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99541.76     | 0.01%             | 2031-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AUGUSTA SPINCO CORP                                                             | AUGUSTA SPINCO CORP 5.245% 03/23/2036                                                             | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30007.19     | 0.00%             | 2036-03-23      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 4.8% 03/19/2033                                                                | CUSIP: 120568BS8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49354.37     | 0.00%             | 2033-03-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FIN CORP                                                              | BUNGE LTD FIN CORP 5.15% 03/19/2036                                                               | CUSIP: 120568BT6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49321.13     | 0.00%             | 2036-03-19      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP OHIO                                                           | PROGRESSIVE CORP OHIO 4.6% 03/26/2031                                                             | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200456.75    | 0.02%             | 2031-03-26      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PACIFICORP 4.65% 04/15/2029                                                                       | CUSIP: 695114DM7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100005.72    | 0.01%             | 2029-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | ENBRIDGE INC 5.45% 03/27/2036                                                                     | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50430.82     | 0.00%             | 2036-03-27      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAP CORP                                                         | AMER WATER CAP CORP 5.2% 04/01/2036                                                               | CUSIP: 03040WBH7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50102.48     | 0.00%             | 2036-04-01      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | REALTY INCOME CORP 4.75% 04/15/2033                                                               | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295923.41    | 0.02%             | 2033-04-15      | Fixed         | 0.05%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS                | JBS NV/JBS USA FOODS GROUP HOLDINGS INC/JBS USA FOOD CO HOLDINGS 6.4% 05/10/2057 144A             | CUSIP: 46590XBC9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     75000 | PA      | $74861.25     | 0.01%             | 2057-05-10      | Fixed         | 0.06%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

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

**Signature:** Laura M. Del Prato

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

**Title:** President and Treasurer