# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0001752724-23-050312
**Filing Date:** 2023-3
**Character Count:** 6151029
**Document Hash:** e3110b40c6eca791583df5b52e1e485d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-050312.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-050312

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230301

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD BOND INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000794105
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04681
- **FILM NUMBER:** 23693926

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600 V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND INDEX FUND INC
- **DATE OF NAME CHANGE:** 19940111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND MARKET FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX BOND FUND
- **DATE OF NAME CHANGE:** 19870105

## Series and Classes Contracts Data

### Vanguard Total Bond Market II Index Fund (Series ID: S000025158)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000075027 | Investor Shares      | VTBIX           |
| C000075028 | Institutional Shares | VTBNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD BOND INDEX FUNDS

- **b. Investment Company Act file number:** 811-04681

- **c. CIK number of Registrant:** 0000794105

- **d. LEI of Registrant:** 549300INE5BF80OGAZ51

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD TOTAL BOND MARKET II INDEX FUND

- **b. EDGAR series identifier (if any):** S000025158

- **c. LEI of Series:** E3F24BZCDA1UXGFMYX67

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $231429608609.91

**Total Liabilities:** $2146771312.79

**Net Assets:** $229282837297.12

**Delayed Delivery Securities:** $1014788191.50

**Cash Not Reported:** $1476437013.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -182683.17398636 | **1-Year:** -6226559.78018642 | **5-Year:** -19224559.24252336 | **10-Year:** -31541874.40159570 | **30-Year:** -17483809.14425394

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

- **3-Month:** -1188.88154930 | **1-Year:** -52725.26064466 | **5-Year:** -209816.54249350 | **10-Year:** -312557.83658224 | **30-Year:** -190289.64720020

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075027 | -1.29%               | 3.62%                | -0.61%               |
| Class ID C000075028 | -1.28%               | 3.62%                | -0.61%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-222923228.68           | $-3082424454.68                            |
| Month 2  | $-251699502.82           | $7773122722.94                             |
| Month 3  | $-320123079.85           | $-1652352157.62                            |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353REF1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3746832.67    | 0.00%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    5200000 | PA      | $4923070.15    | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08273                      | CUSIP: 3128MJJT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     393892 | PA      | $398967.62     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1603                      | CUSIP: 36179NX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     395011 | PA      | $403361.37     | 0.00%             | 2044-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_21-A                                   | NAROT 2021-A A4                | CUSIP: 65480BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2650000 | PA      | $2394750.94    | 0.00%             | 2027-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5247                      | CUSIP: 31417BZM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2203119 | PA      | $1976588.07    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18471                      | CUSIP: 3128MMQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2534372 | PA      | $2352527.70    | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8447553.18    | 0.00%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    1726000 | PA      | $1360275.15    | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8058                      | CUSIP: 3132D55T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23895021 | PA      | $21996358.36   | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   22900000 | PA      | $15065560.78   | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A2              | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2082033.00    | 0.00%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN8146                      | CUSIP: 3140JRBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3613518 | PA      | $3334556.22    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   12255000 | PA      | $7997831.63    | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH          | CUSIP: 072024WS7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    4385000 | PA      | $3841365.24    | 0.00%             | 2031-04-01      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOM INC                     | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   10910000 | PA      | $10588900.37   | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04693                      | CUSIP: 3128M6RN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196361 | PA      | $196288.43     | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1315032200 | PA      | $1211473414.25 | 0.53%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AQ3<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2296641.47    | 0.00%             | 2048-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4306                      | CUSIP: 3140X7YC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3448167 | PA      | $3119212.44    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAZ2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    4275000 | PA      | $4036037.72    | 0.00%             | 2025-09-13      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   22500000 | PA      | $23687094.83   | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02664                      | CUSIP: 3132GF5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     618073 | PA      | $613307.16     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $10885790.97   | 0.00%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7272                      | CUSIP: 31417ECJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1451241 | PA      | $1309830.55    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9135071.80    | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5761742.94    | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 674282                      | CUSIP: 36295MCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     397699 | PA      | $401227.02     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0593                      | CUSIP: 3132DMUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20395315 | PA      | $18303795.67   | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    6636000 | PA      | $6554587.76    | 0.00%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3405233.80    | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                 | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |   10215000 | PA      | $12106953.86   | 0.01%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2955                      | CUSIP: 3138WCH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     658168 | PA      | $635051.01     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90224                      | CUSIP: 312938G98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     356993 | PA      | $336501.83     | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $6726716.72    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8725000 | PA      | $6626374.62    | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLERCHRYS NA                | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    8820000 | PA      | $10869867.31   | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0818                      | CUSIP: 31417Y4C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3852917 | PA      | $3684565.92    | 0.00%             | 2031-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C7                                                     | BBCMS 2020-C7 A5               | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1421690.90    | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6711                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9102612 | PA      | $8430518.34    | 0.00%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1409149100 | PA      | $1364672831.53 | 0.60%             | 2025-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   18645000 | PA      | $17084395.60   | 0.01%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    2314000 | PA      | $2641569.91    | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $4571484.56    | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3704                        | CUSIP: 36202EDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11201 | PA      | $11907.04      | 0.00%             | 2035-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    6633000 | PA      | $6651593.69    | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                    | BLACKROCK INC                  | CUSIP: 09247XAS0<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $12454898.06   | 0.01%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    2943000 | PA      | $2083955.22    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFH7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   45489000 | PA      | $44786362.80   | 0.02%             | 2024-08-26      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555219                      | CUSIP: 31385WYQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116015 | PA      | $122586.01     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1131                      | CUSIP: 3132DNHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6410332 | PA      | $6059182.77    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6583                      | CUSIP: 3140KEJ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2365163 | PA      | $2022956.36    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-A             | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2025000 | PA      | $1807915.14    | 0.00%             | 2048-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3557367.12    | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8689                      | CUSIP: 3140XCUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9043040 | PA      | $7738147.60    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254762                      | CUSIP: 31371K5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3428 | PA      | $3405.90       | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   14492000 | PA      | $13466689.84   | 0.01%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | THOMSON REUTERS                | CUSIP: 884903BV6<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    5310000 | PA      | $5038165.06    | 0.00%             | 2026-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C22                              | JPMBB 2014-C22 A4              | CUSIP: 46642NBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5850000 | PA      | $5660468.78    | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08369                      | CUSIP: 3128MJMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     620586 | PA      | $624209.98     | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8427                      | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   65291750 | PA      | $63462079.69   | 0.03%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91876                      | CUSIP: 312940CM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     442085 | PA      | $455519.30     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   14295000 | PA      | $12462953.09   | 0.01%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91403                      | CUSIP: 3128P7RY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2054542 | PA      | $1971865.11    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   18350000 | PA      | $17498826.44   | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1620000 | PA      | $1600114.48    | 0.00%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5446                      | CUSIP: 3138YXBQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     244301 | PA      | $228201.43     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $7841798.06    | 0.00%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC FIN-BABS-TXB FUTU          | CUSIP: 64971MZG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3650000 | PA      | $3779109.63    | 0.00%             | 2036-08-01      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716785                      | CUSIP: 3620A2J64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149307 | PA      | $150314.17     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3956                      | CUSIP: 31418DME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5909824 | PA      | $5561589.73    | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $18141967.83   | 0.01%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02682                      | CUSIP: 3128M4J38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     217810 | PA      | $225851.95     | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  734818000 | PA      | $624365669.38  | 0.27%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616886                      | CUSIP: 36290TJ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5394 | PA      | $5692.27       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT0874                      | CUSIP: 3138WM6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40228 | PA      | $36364.56      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91301                      | CUSIP: 3128P7NS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     328443 | PA      | $322787.91     | 0.00%             | 2030-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3769                      | CUSIP: 3140X7FK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8709555 | PA      | $8034363.59    | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745780                      | CUSIP: 31403DQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33600 | PA      | $33501.25      | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AG5<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6600906.48    | 0.00%             | 2024-06-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535039                      | CUSIP: 31384VLU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5625 | PA      | $5883.92       | 0.00%             | 2029-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3995                        | CUSIP: 36202ENL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22462 | PA      | $23202.68      | 0.00%             | 2037-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aegon NV                                                                         | AEGON NV                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $3600937.00    | 0.00%             | 2048-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4510                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13203588 | PA      | $12329052.59   | 0.01%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3304232.95    | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-1                    | GMCAR 2020-1 A4                | CUSIP: 36258NAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1265000 | PA      | $1238190.60    | 0.00%             | 2025-03-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2S5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10191836.61   | 0.00%             | 2024-01-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128285C0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95825000 | PA      | $92605874.12   | 0.04%             | 2025-09-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-BABS                | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13465000 | PA      | $17004691.32   | 0.01%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB3535                      | CUSIP: 3133A94U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49682405 | PA      | $40750347.83   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FG3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   25000000 | PA      | $23320161.75   | 0.01%             | 2024-10-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   13110000 | PA      | $12366419.94   | 0.01%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    7080000 | PA      | $7245577.77    | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4441                      | CUSIP: 3140X75B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7062113 | PA      | $6364260.17    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0036                      | CUSIP: 3140XFBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5770688 | PA      | $5245432.11    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2290000 | PA      | $1593190.62    | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1105000 | PA      | $1074270.23    | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    8148000 | PA      | $6300518.08    | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42042000 | PA      | $41230600.33   | 0.02%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J07221                      | CUSIP: 3128PKAW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        194 | PA      | $193.17        | 0.00%             | 2023-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9846                      | CUSIP: 3138ER5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3174491 | PA      | $3124174.66    | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03698                      | CUSIP: 3128M5NP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     226989 | PA      | $240823.83     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   10888000 | PA      | $11306291.16   | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1806                      | CUSIP: 31419CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     693536 | PA      | $686064.59     | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1661395.06    | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3387                      | CUSIP: 3140X6XR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5080827 | PA      | $4890289.09    | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | BURLINGTON RES F               | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    5472000 | PA      | $6208029.03    | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5698                      | CUSIP: 3138WFKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     279033 | PA      | $260563.76     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3092                      | CUSIP: 3140QANJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4963832 | PA      | $4878685.85    | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $48862149.00   | 0.02%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   25455000 | PA      | $22223105.67   | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AD6<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   14675000 | PA      | $13473885.00   | 0.01%             | 2025-07-01      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737689                      | CUSIP: 3620ARRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     927472 | PA      | $886566.36     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04240                      | CUSIP: 3128M6BH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3493 | PA      | $3429.42       | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A44031                      | CUSIP: 3128K4PQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4240 | PA      | $4331.31       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67700                      | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22870009 | PA      | $20995710.75   | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08785                      | CUSIP: 3128MJ2T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1830324 | PA      | $1752625.33    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12696                      | CUSIP: 3128PR7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15169 | PA      | $15097.38      | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QEM2<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |   26175000 | PA      | $23291363.86   | 0.01%             | 2026-01-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9027                      | CUSIP: 3138ERA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1198462 | PA      | $1155361.46    | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C9                                            | UBSCM 2018-C9 A4               | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12275000 | PA      | $11392884.13   | 0.00%             | 2051-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995373                      | CUSIP: 31416BXA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215968 | PA      | $211738.97     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4746                        | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1690927 | PA      | $1691137.62    | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AP0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   21223000 | PA      | $20972386.29   | 0.01%             | 2024-04-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734372                      | CUSIP: 31402N2D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43104 | PA      | $44025.46      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C23                                         | WFRBS 2014-C23 A5              | CUSIP: 92939HAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1111249.14    | 0.00%             | 2057-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2892                      | CUSIP: 36179RF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12160256 | PA      | $11406687.09   | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Utah                                                                    | UT ST-BABS-B                   | CUSIP: 917542QV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3978641 | PA      | $3902625.42    | 0.00%             | 2025-07-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   15600000 | PA      | $13419669.43   | 0.01%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4559                        | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5230698 | PA      | $5410345.77    | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HLDS               | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   16230000 | PA      | $16221402.32   | 0.01%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   29724000 | PA      | $21949940.16   | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   22141000 | PA      | $20856807.61   | 0.01%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04877                      | CUSIP: 3128M6XE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     287874 | PA      | $293477.26     | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    9675000 | PA      | $9859244.70    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    4534000 | PA      | $4705219.07    | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $12697437.41   | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353REQ7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   14133000 | PA      | $13620923.96   | 0.01%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  759999000 | PA      | $731142749.97  | 0.32%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3530107.85    | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1552                      | CUSIP: 3140XGWN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  143571572 | PA      | $122682309.98  | 0.05%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST               | CUSIP: 57582RG34<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    7225000 | PA      | $5202332.35    | 0.00%             | 2041-07-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3004                      | CUSIP: 3140KNKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14410123 | PA      | $11817780.65   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                                          | PSNH 2018-1 A3                 | CUSIP: 69363PAC4<br>LEI: 549300SHPFALUPKK2351 | Long             | ABS-CBDO         | CORP              | US        |    2200000 | PA      | $2005175.70    | 0.00%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8004                      | CUSIP: 3132DV3M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7776488 | PA      | $6922958.45    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08682                      | CUSIP: 3128MJXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2390052 | PA      | $2300442.05    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8347                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   84307975 | PA      | $81915306.59   | 0.04%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   15539000 | PA      | $14925013.55   | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $6232779.45    | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEC2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1788372.98    | 0.00%             | 2026-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q44664                      | CUSIP: 3132WJFE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1825733 | PA      | $1639982.40    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4709976.95    | 0.00%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CSAIL 2018-CX11 A5             | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12600000 | PA      | $11733111.18   | 0.01%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9227570.90    | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                        | APTIV PLC                      | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   14080000 | PA      | $8346314.80    | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $4401425.48    | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2305946.47    | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535909                      | CUSIP: 31384WKW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2442 | PA      | $2521.98       | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                | FLIR SYSTEMS                   | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3638447.33    | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18360                      | CUSIP: 3128PYJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1844730 | PA      | $1731304.95    | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                  | BANK 2020-BN30 AS              | CUSIP: 06541UCD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     415000 | PA      | $309853.98     | 0.00%             | 2053-12-15      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $4375242.83    | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BM3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   17400000 | PA      | $16559385.99   | 0.01%             | 2026-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5888616.31    | 0.00%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC               | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    1650000 | PA      | $1790712.33    | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9423682.10    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C33                              | JPMBB 2015-C33 A4              | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2610000 | PA      | $2490775.72    | 0.00%             | 2048-12-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M1 A2                 | CUSIP: 3136AY7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     481876 | PA      | $449872.99     | 0.00%             | 2027-12-25      | Variable      | 2.99%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLER FINANCE                | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3799995.60    | 0.00%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07068                      | CUSIP: 3128M9FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     545405 | PA      | $555130.35     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18587                      | CUSIP: 3128MMUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1752178 | PA      | $1660801.61    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   10695000 | PA      | $9684118.23    | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17742                      | CUSIP: 3128PXS72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     667369 | PA      | $629837.30     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09002                      | CUSIP: 31294UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     392939 | PA      | $375675.08     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725946                      | CUSIP: 31402DP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2118930 | PA      | $2164191.88    | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   20925000 | PA      | $20646418.57   | 0.01%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4128386.45    | 0.00%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   20760000 | PA      | $15710289.85   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   34200000 | PA      | $28082825.55   | 0.01%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C                                     | WOART 2021-C A4                | CUSIP: 98164CAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1363270.05    | 0.00%             | 2027-09-15      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FV3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   19250000 | PA      | $17636203.39   | 0.01%             | 2026-01-13      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3382630.76    | 0.00%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    5600000 | PA      | $4464390.73    | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   16870000 | PA      | $15441200.07   | 0.01%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4709                      | CUSIP: 31418EGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33051739 | PA      | $32630197.02   | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04790                      | CUSIP: 3128M6UP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150169 | PA      | $161101.54     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2090                      | CUSIP: 3132AEKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4484671 | PA      | $3988622.63    | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1105                      | CUSIP: 3138EHGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     987704 | PA      | $978246.33     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3442                      | CUSIP: 3140X6ZG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2485234 | PA      | $2206914.86    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LEXINGTON REALTY               | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1991872.28    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3853                        | CUSIP: 36202EH69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      38503 | PA      | $42196.82      | 0.00%             | 2036-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2                              | AMCAR 2021-2 A3                | CUSIP: 03066RAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     950000 | PA      | $922188.09     | 0.00%             | 2026-12-18      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | FIFTH THIRD BANK               | CUSIP: 31677QBM0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   14197000 | PA      | $13967072.91   | 0.01%             | 2025-07-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8024                      | CUSIP: 3132DV4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31007057 | PA      | $27602485.15   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  660660000 | PA      | $567341775.00  | 0.25%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0610                      | CUSIP: 3138W9VC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5222495 | PA      | $4887051.93    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    7135000 | PA      | $6412355.64    | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWN PUB SERV               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    4164000 | PA      | $3642167.64    | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2044                      | CUSIP: 36179QHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1193675 | PA      | $1111600.44    | 0.00%             | 2029-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01724                      | CUSIP: 31292H4H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     297825 | PA      | $298670.75     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHS2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4291396.21    | 0.00%             | 2028-04-26      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915048                      | CUSIP: 31411UTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21731 | PA      | $22874.60      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   19123000 | PA      | $17825803.53   | 0.01%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 AS               | CUSIP: 05492TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1300458.88    | 0.00%             | 2053-02-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   36900000 | PA      | $23871756.48   | 0.01%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   11460000 | PA      | $11671287.91   | 0.01%             | 2025-12-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4299                      | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13944629 | PA      | $13153967.44   | 0.01%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $2206660.52    | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3015                      | CUSIP: 3140XJK51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8748054 | PA      | $7854570.08    | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7248                      | CUSIP: 3138WHBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4336416 | PA      | $4161829.16    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GVR2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4388000 | PA      | $4292098.11    | 0.00%             | 2025-10-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A3                 | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2588649.60    | 0.00%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-M           | CUSIP: 650009S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5245000 | PA      | $4303965.70    | 0.00%             | 2035-01-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                 | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2126429.63    | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                                           | TCI COMMUN INC                 | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $792104.64     | 0.00%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZR6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   50707000 | PA      | $49174095.44   | 0.02%             | 2024-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                  | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3295919.27    | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBE5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   13900000 | PA      | $11773743.83   | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAA0<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    9000000 | PA      | $10563424.20   | 0.00%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ8887                      | CUSIP: 3140HA2V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2988465 | PA      | $2769614.37    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK2030                      | CUSIP: 3140HFHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2967415 | PA      | $2835917.90    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   10230000 | PA      | $9608017.33    | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $20597938.40   | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB FINANCIAL GR               | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    2820000 | PA      | $2348238.90    | 0.00%             | 2028-05-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   18424000 | PA      | $16232114.22   | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783024                      | CUSIP: 36241LLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     383016 | PA      | $393932.47     | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K123 A2                   | CUSIP: 3137F8ZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24050000 | PA      | $19410699.69   | 0.01%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1010953.96    | 0.00%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $3539832.81    | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C18                                         | WFRBS 2013-C18 AS              | CUSIP: 96221QAG8<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |     375000 | PA      | $364121.06     | 0.00%             | 2046-12-15      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3867                      | CUSIP: 31417AJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     934860 | PA      | $864012.63     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $5159783.88    | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6041860.16    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02998                      | CUSIP: 3128M4UX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     890120 | PA      | $946702.70     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                   | SYNNEX CORP                    | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4862646.84    | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    9890000 | PA      | $8274262.29    | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 795872                      | CUSIP: 31405QFM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13438 | PA      | $13406.76      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1451                      | CUSIP: 36179NTG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     482111 | PA      | $498891.34     | 0.00%             | 2043-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6339990.88    | 0.00%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZL9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7050000 | PA      | $6568423.45    | 0.00%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $8712862.21    | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950718                      | CUSIP: 31413NVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13584 | PA      | $13546.93      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58588                      | CUSIP: 3132Y2RJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57418 | PA      | $56293.70      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4203                      | CUSIP: 3140J8U50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141852 | PA      | $141051.11     | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4582                      | CUSIP: 31418ECU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34001876 | PA      | $30372465.11   | 0.01%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                                   | PRUDENTIAL PLC                 | CUSIP: 74435KAB1<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1770822.94    | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   40100000 | PA      | $36742456.27   | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78015K7C2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   35000000 | PA      | $33375035.75   | 0.01%             | 2024-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410CD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   19500000 | PA      | $18243962.49   | 0.01%             | 2024-05-06      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAA2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   10966000 | PA      | $10545292.59   | 0.00%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13                      | MSBAM 2013-C13 B               | CUSIP: 61763BAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1079183.38    | 0.00%             | 2046-11-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15774                      | CUSIP: 3132J62G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3129943 | PA      | $2830350.96    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Metropolitan Transportation Authority Sales Tax Revenue       | L A MET TRANSN                 | CUSIP: 5447122H4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6680000 | PA      | $7016879.75    | 0.00%             | 2039-06-01      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SC8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   22600000 | PA      | $20496061.81   | 0.01%             | 2025-07-23      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615519                      | CUSIP: 36290RYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      42833 | PA      | $43121.45      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 AS             | CUSIP: 06541QBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1950000 | PA      | $1775679.36    | 0.00%             | 2055-08-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3711                      | CUSIP: 3140J8DR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1294878 | PA      | $1286754.13    | 0.00%             | 2045-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DM2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     650000 | PA      | $638050.05     | 0.00%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5743                      | CUSIP: 31417CLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20766 | PA      | $19314.06      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   21500000 | PA      | $18563331.77   | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1364                      | CUSIP: 31416WQS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104497 | PA      | $103376.44     | 0.00%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3130889 | PA      | $3045359.96    | 0.00%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW8597                      | CUSIP: 3138XYRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2153726 | PA      | $2071350.86    | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOM INC                     | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     800000 | PA      | $616423.80     | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12315000 | PA      | $11474727.35   | 0.01%             | 2025-05-30      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4746                      | CUSIP: 3132A5HX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     779943 | PA      | $698050.16     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79876                      | CUSIP: 31288J6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9529 | PA      | $9615.73       | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBH2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5515000 | PA      | $5256009.81    | 0.00%             | 2024-01-15      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-B                                    | TAOT 2022-B A3                 | CUSIP: 89238FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3850000 | PA      | $3724663.64    | 0.00%             | 2026-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1572762.77    | 0.00%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7535                      | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  120194635 | PA      | $107539895.13  | 0.05%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4465                      | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  172049574 | PA      | $140806420.74  | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53747                      | CUSIP: 3128KGEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        837 | PA      | $902.70        | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4639                      | CUSIP: 3132A5EL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8205833 | PA      | $7890611.29    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q32070                      | CUSIP: 3132QNJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13853 | PA      | $13333.69      | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11005000 | PA      | $10739189.52   | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    2995000 | PA      | $2710428.55    | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6305000 | PA      | $5723720.74    | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888876                      | CUSIP: 31410GQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     391727 | PA      | $399256.21     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAD4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   12105000 | PA      | $10746119.57   | 0.00%             | 2027-03-02      | Variable      | 1.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K045 A2                   | CUSIP: 3137BHXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5292687 | PA      | $5109025.56    | 0.00%             | 2025-01-25      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0920                      | CUSIP: 3140HEAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     302224 | PA      | $288776.58     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $9798400.29    | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    8075000 | PA      | $6840533.73    | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 731106                      | CUSIP: 31402KGP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2902 | PA      | $2793.77       | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $5789865.31    | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7581                      | CUSIP: 3138Y9M70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2750501 | PA      | $2653874.89    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 967811                      | CUSIP: 31414JVC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     210379 | PA      | $208255.55     | 0.00%             | 2037-12-01      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    5107000 | PA      | $5187460.27    | 0.00%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | UNITED TECH CORP               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   10481000 | PA      | $9527285.28    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8554351.13    | 0.00%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BW0<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5969494.97    | 0.00%             | 2026-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4947                        | CUSIP: 36202FP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1140440 | PA      | $1159936.65    | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7292645.18    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $9754274.24    | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07939                      | CUSIP: 3128MAEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1174868 | PA      | $1154798.43    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-C                                    | TAOT 2020-C A3                 | CUSIP: 89237VAB5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     679168 | PA      | $668548.18     | 0.00%             | 2024-10-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564436                      | CUSIP: 36213UBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2897 | PA      | $2915.04       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1                                  | WFCM 2015-NXS1 A5              | CUSIP: 94989HAQ3<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1418590.35    | 0.00%             | 2048-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   37320000 | PA      | $28699056.86   | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON               | CUSIP: 075887BF5<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    3684000 | PA      | $3591762.55    | 0.00%             | 2024-12-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   25823000 | PA      | $24977442.65   | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90798                      | CUSIP: 31335H3F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11398 | PA      | $11104.58      | 0.00%             | 2024-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $112334.01     | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 699932                      | CUSIP: 31400WSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13073 | PA      | $13351.33      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2557317.88    | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03163                      | CUSIP: 3128M4Z48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     181998 | PA      | $185744.28     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0255                      | CUSIP: 3138W9H94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     518005 | PA      | $507212.28     | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8528586.88    | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C23                                         | WFRBS 2014-C23 AS              | CUSIP: 92939HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $763941.92     | 0.00%             | 2057-10-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: 445545AL0<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   10000000 | PA      | $9990391.10    | 0.00%             | 2024-03-25      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8080                      | CUSIP: 3132D56R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14600553 | PA      | $13440883.55   | 0.01%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBC6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   28775000 | PA      | $28206433.34   | 0.01%             | 2026-02-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91928                      | CUSIP: 3128P8D99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3232656 | PA      | $2949243.12    | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2                                 | GMALT 2022-2 A4                | CUSIP: 36266FAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1260747.54    | 0.00%             | 2026-05-20      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   62745000 | PA      | $60055749.30   | 0.03%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48575                      | CUSIP: 3128K9Q49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18667 | PA      | $19771.63      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7811322.70    | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05295                      | CUSIP: 3128M7GC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     225075 | PA      | $236412.10     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4048                      | CUSIP: 3138AVQA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207331 | PA      | $201490.76     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845335                      | CUSIP: 31408AEG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13764 | PA      | $14052.83      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8719                      | CUSIP: 3138MQVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6292562 | PA      | $5888429.41    | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 A4                 | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4275000 | PA      | $3416475.26    | 0.00%             | 2054-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 894101                      | CUSIP: 31410QKN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57881 | PA      | $58373.25      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7733                      | CUSIP: 31417ESX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5414955 | PA      | $4857701.23    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | BURLINGTON RES                 | CUSIP: 12201PAN6<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $4451955.92    | 0.00%             | 2031-12-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5933                      | CUSIP: 36179USW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10471400 | PA      | $10379327.54   | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBA6<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    9400000 | PA      | $8919543.82    | 0.00%             | 2024-10-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    9319000 | PA      | $6895416.34    | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5808                      | CUSIP: 3140X9N27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16769011 | PA      | $16539572.62   | 0.01%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Community Health Network Inc                                                     | COMMUNITY HEALTH               | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8250000 | PA      | $5197610.88    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $8803244.70    | 0.00%             | 2026-08-21      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M4 A2                 | CUSIP: 3136AVY52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8020048 | PA      | $7434035.33    | 0.00%             | 2026-12-25      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10110000 | PA      | $7365305.35    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $6448328.98    | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7690000 | PA      | $7468596.13    | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603553                      | CUSIP: 36200KQE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22296 | PA      | $22996.81      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    6014000 | PA      | $5524910.37    | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6865                      | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   59058275 | PA      | $51625779.09   | 0.02%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20700000 | PA      | $13055941.88   | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTEGROUP INC                 | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15834891.84   | 0.01%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14660                      | CUSIP: 3128MDMH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     715140 | PA      | $668299.66     | 0.00%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3906                      | CUSIP: 3138ELKU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3754631 | PA      | $3862535.68    | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AJHU6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   39015000 | PA      | $35717764.32   | 0.02%             | 2025-04-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15454                      | CUSIP: 3128MEH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     682238 | PA      | $641922.52     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5024                      | CUSIP: 3140J9SN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6351044 | PA      | $5689971.34    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $2822954.08    | 0.00%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                  | LIFE STORAGE                   | CUSIP: 53227JAB0<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1743432.89    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    6505000 | PA      | $5984078.04    | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 AS              | CUSIP: 06035RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2425304.96    | 0.00%             | 2060-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8256                      | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53085094 | PA      | $49893564.74   | 0.02%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5857539.48    | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254693                      | CUSIP: 31371K3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     682572 | PA      | $697158.49     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | BROWN UNIVERSITY               | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3320933.94    | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781774                      | CUSIP: 36225B6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66435 | PA      | $68371.53      | 0.00%             | 2034-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845619                      | CUSIP: 31408APC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21567 | PA      | $22030.33      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8232                      | CUSIP: 3138WJEE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115207 | PA      | $110074.38     | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AH9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $5698582.53    | 0.00%             | 2050-08-12      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0463                      | CUSIP: 36179MQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1125065 | PA      | $1094331.80    | 0.00%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114QCK2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8000000 | PA      | $7156716.56    | 0.00%             | 2025-09-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783757                      | CUSIP: 3622A2E65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     677500 | PA      | $730247.53     | 0.00%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBD6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1378000 | PA      | $1368656.82    | 0.00%             | 2023-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    3835000 | PA      | $2681708.54    | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BL3<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4573782.17    | 0.00%             | 2024-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   15984000 | PA      | $15792871.48   | 0.01%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0984                      | CUSIP: 3140H2CW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1674563 | PA      | $1553914.57    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8070000 | PA      | $7066209.26    | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00844                      | CUSIP: 31292G5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3705 | PA      | $3790.45       | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBB5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $3949151.81    | 0.00%             | 2025-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2120                      | CUSIP: 3140XHLA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4324622 | PA      | $4067845.02    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C14                              | JPMBB 2013-C14 ASB             | CUSIP: 46640LAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175127 | PA      | $173534.56     | 0.00%             | 2046-08-15      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4453371.35    | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   12850000 | PA      | $10914788.59   | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                 | CUSIP: 963320AT3<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     800000 | PA      | $777597.93     | 0.00%             | 2025-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 A4               | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2333273.25    | 0.00%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05132                      | CUSIP: 3128M7A97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     781597 | PA      | $794570.87     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | PHILLIPS EDIS                  | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5510559.53    | 0.00%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6384560.25    | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    5130000 | PA      | $5016208.08    | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3578                      | CUSIP: 31416Y6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1013459 | PA      | $983503.82     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M5 A2                 | CUSIP: 3136B8TG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5547144 | PA      | $4761537.35    | 0.00%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K048 A2                   | CUSIP: 3137BLAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11350000 | PA      | $10978562.17   | 0.00%             | 2025-06-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0093                      | CUSIP: 3132DMC60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6439916 | PA      | $6407586.73    | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7732000 | PA      | $6617779.83    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   21505000 | PA      | $21555878.89   | 0.01%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3572                      | CUSIP: 3140X66J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2155428 | PA      | $2168527.21    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   19942000 | PA      | $15715854.47   | 0.01%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CJ6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   31615000 | PA      | $28547160.39   | 0.01%             | 2026-04-18      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                      | CUSIP: 887389AJ3<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $974922.48     | 0.00%             | 2024-09-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3240                      | CUSIP: 31418CS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1787673 | PA      | $1732276.02    | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                  | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    9262000 | PA      | $8343158.47    | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    9590000 | PA      | $9495103.88    | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4147796.05    | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  820357000 | PA      | $740372192.50  | 0.32%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| California Endowment/The                                                         | CALI ENDOWMENT                 | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1037275.78    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7175                      | CUSIP: 31417T6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32861 | PA      | $33934.63      | 0.00%             | 2039-11-01      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  557241000 | PA      | $418888535.83  | 0.18%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3283                      | CUSIP: 31418CUH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4653907 | PA      | $4392945.91    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    4360000 | PA      | $4011283.41    | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0650                      | CUSIP: 3140H1WL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5123800 | PA      | $4748801.53    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   20456000 | PA      | $17598166.09   | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A3                   | CUSIP: 3137FHQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3775000 | PA      | $3536970.02    | 0.00%             | 2033-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485682                      | CUSIP: 36209YRB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7968 | PA      | $7999.17       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA3351                      | CUSIP: 31339SWL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11882295 | PA      | $10336408.17   | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6795706.60    | 0.00%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMWARE INC                     | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6531353.60    | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00609                      | CUSIP: 31292GVA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4189 | PA      | $4360.05       | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11719                      | CUSIP: 3128PQ4C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120086 | PA      | $119521.87     | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGP9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12672000 | PA      | $12189705.07   | 0.01%             | 2025-09-29      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $2028588.82    | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   39175000 | PA      | $37425844.09   | 0.02%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $2223051.36    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3042                      | CUSIP: 3140XJLY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15877541 | PA      | $15669049.65   | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4199008.93    | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   13675000 | PA      | $14982671.88   | 0.01%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08789                      | CUSIP: 3128MJ2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2416802 | PA      | $2314185.85    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1746                      | CUSIP: 3138WA5G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4123284 | PA      | $3966029.25    | 0.00%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    7811000 | PA      | $7852232.39    | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3161000 | PA      | $3074603.67    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET COR               | CUSIP: 857477AL7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   19007000 | PA      | $18875874.70   | 0.01%             | 2023-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2062                      | CUSIP: 3138WPJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3747849 | PA      | $3586194.12    | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4466                      | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  162556462 | PA      | $138079815.68  | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1387410000 | PA      | $1305466096.88 | 0.57%             | 2025-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | HEALTH CARE REIT               | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   18665000 | PA      | $18188002.11   | 0.01%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8140                      | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  167965620 | PA      | $137475728.21  | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                 | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1781968.34    | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2833                      | CUSIP: 3138EKEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7122058 | PA      | $6889900.56    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    9795000 | PA      | $10678904.42   | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 677377                      | CUSIP: 31391UQ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247223 | PA      | $251933.33     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    5919000 | PA      | $5565719.99    | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 852523                      | CUSIP: 31408JD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20281 | PA      | $20361.15      | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01795                      | CUSIP: 31283H7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170529 | PA      | $174559.91     | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3060                      | CUSIP: 31418CMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8849508 | PA      | $8435102.99    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 A3              | CUSIP: 36250VAC6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    2888067 | PA      | $2739695.06    | 0.00%             | 2048-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   10420000 | PA      | $10124798.38   | 0.00%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $4897814.15    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AV5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1314937.36    | 0.00%             | 2025-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     860000 | PA      | $774036.46     | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254548                      | CUSIP: 31371KWH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3556884 | PA      | $3625097.94    | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08620                      | CUSIP: 3128MJVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2441983 | PA      | $2282275.76    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778973                      | CUSIP: 36176XFN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2959682 | PA      | $2738258.29    | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    6805000 | PA      | $6255157.57    | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    7938000 | PA      | $6509151.43    | 0.00%             | 2049-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2494000 | PA      | $2377800.72    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5280114.16    | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-D                                    | TAOT 2021-D A4                 | CUSIP: 89238JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     950000 | PA      | $853604.36     | 0.00%             | 2027-03-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAV2<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3267347.26    | 0.00%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0534                      | CUSIP: 31417YSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3680036 | PA      | $3517127.40    | 0.00%             | 2030-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   12473000 | PA      | $9010004.39    | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   16075000 | PA      | $15416248.75   | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734438                      | CUSIP: 3620AM4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27404 | PA      | $26808.54      | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   25093000 | PA      | $20488490.21   | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   30095000 | PA      | $29996273.65   | 0.01%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02390                      | CUSIP: 3128LXUP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231888 | PA      | $245386.28     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8300482.72    | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   10440000 | PA      | $9490734.23    | 0.00%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479494                      | CUSIP: 36209RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1149553 | PA      | $1100017.90    | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    9575000 | PA      | $7630919.29    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850578                      | CUSIP: 31408F6P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4722 | PA      | $4822.89       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 822100                      | CUSIP: 31406WKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48292 | PA      | $48827.82      | 0.00%             | 2035-05-01      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |   23275000 | PA      | $21298385.06   | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5153                      | CUSIP: 3133KYWN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19301257 | PA      | $16365464.67   | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    8050000 | PA      | $6972314.94    | 0.00%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   31963000 | PA      | $27770869.08   | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11690000 | PA      | $10340554.68   | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 AS              | CUSIP: 90276YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1115732.13    | 0.00%             | 2052-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781918                      | CUSIP: 36241KDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50877 | PA      | $52139.43      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1326914.30    | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                                | PLACER DOME INC                | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |    1050000 | PA      | $1095125.82    | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08167                      | CUSIP: 3128MJFH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     292315 | PA      | $293492.46     | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2316                      | CUSIP: 3140Q9SE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4992392 | PA      | $4770220.18    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817417                      | CUSIP: 31406RDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11936 | PA      | $12192.64      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4132000 | PA      | $4408436.05    | 0.00%             | 2025-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2802                      | CUSIP: 31418CDG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6075701 | PA      | $5629293.58    | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   29500000 | PA      | $23684525.76   | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   11525000 | PA      | $10684774.14   | 0.00%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   11994000 | PA      | $7709180.92    | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 A2               | CUSIP: 08161CAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1655157 | PA      | $1643060.50    | 0.00%             | 2051-02-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    6825000 | PA      | $5307965.89    | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $3894711.28    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BJ          | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5900000 | PA      | $3947402.67    | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    8075000 | PA      | $6351372.92    | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782371                      | CUSIP: 36241KT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     749589 | PA      | $751836.49     | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2958966.40    | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   12510000 | PA      | $12351779.78   | 0.01%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   78692000 | PA      | $85602141.25   | 0.04%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3                                    | EART 2021-3A C                 | CUSIP: 30166AAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2125000 | PA      | $2014932.23    | 0.00%             | 2026-10-15      | Fixed         | 0.96%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AT5<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1203370.51    | 0.00%             | 2050-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555679                      | CUSIP: 31385XJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1644885 | PA      | $1673934.94    | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-4                                | SDART 2021-4 C                 | CUSIP: 80285VAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2550000 | PA      | $2427730.56    | 0.00%             | 2027-02-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CC1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9821838.80    | 0.00%             | 2024-02-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $10050421.00   | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   10050000 | PA      | $11231111.78   | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A3               | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6875000 | PA      | $6324805.44    | 0.00%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    9500000 | PA      | $7465748.47    | 0.00%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0424                      | CUSIP: 3132CWPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4033686 | PA      | $3625924.20    | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAD1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    4393000 | PA      | $4216948.33    | 0.00%             | 2024-06-27      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AU4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   10327000 | PA      | $8940769.82    | 0.00%             | 2060-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564661                      | CUSIP: 36213UJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3279 | PA      | $3307.00       | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79410                      | CUSIP: 31288JN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44922 | PA      | $45240.91      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   65325000 | PA      | $63722499.36   | 0.03%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7502                      | CUSIP: 3132DVKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33290726 | PA      | $30593571.28   | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 AS               | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2594000 | PA      | $2328718.11    | 0.00%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5105                      | CUSIP: 3133KYU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29686414 | PA      | $25292139.33   | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91808                      | CUSIP: 312940AH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     555967 | PA      | $550658.94     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4867220.76    | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4150                      | CUSIP: 31418RTG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28919 | PA      | $28737.24      | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7188                      | CUSIP: 3138WG7A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52440 | PA      | $50724.01      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  336303000 | PA      | $296892492.19  | 0.13%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906563                      | CUSIP: 31411FFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128159 | PA      | $135716.70     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310186                      | CUSIP: 31374CRF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2899 | PA      | $2868.12       | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11592000 | PA      | $11151070.58   | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2967                      | CUSIP: 3140XJJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13270420 | PA      | $13170530.96   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AK6<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     566000 | PA      | $544559.84     | 0.00%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAQ2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   34698000 | PA      | $33632758.21   | 0.01%             | 2025-05-14      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAE1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2166427.92    | 0.00%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   12795000 | PA      | $11770889.74   | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | EL PASO CORP                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    7956000 | PA      | $8950479.63    | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBH3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    6425000 | PA      | $6083812.39    | 0.00%             | 2025-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC1141                      | CUSIP: 3140EVHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     131463 | PA      | $118467.74     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2903                      | CUSIP: 3140X6GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1103221 | PA      | $1033053.45    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4792121.50    | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   20932000 | PA      | $16841214.65   | 0.01%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   22084000 | PA      | $18170959.89   | 0.01%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AS8<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3234175.28    | 0.00%             | 2024-08-18      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03514                      | CUSIP: 3128M5GX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3601 | PA      | $3749.83       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725257                      | CUSIP: 31402CWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22392 | PA      | $23472.98      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2921270.24    | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5254                      | CUSIP: 3140HJZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4913156 | PA      | $4695232.64    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC27                                    | CGCMT 2015-GC27 A5             | CUSIP: 17323CAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7425000 | PA      | $7057227.13    | 0.00%             | 2048-02-10      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2017-C8                                          | CFCRE 2017-C8 A4               | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3129576.92    | 0.00%             | 2050-06-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $3723551.58    | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Comm 2014-UBS2 Mortgage Trust                                                    | COMM 2014-UBS2 A4              | CUSIP: 12591UAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2495669 | PA      | $2439851.53    | 0.00%             | 2047-03-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14375000 | PA      | $9287727.89    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1186                      | CUSIP: 3138AEJ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1839203 | PA      | $1784855.87    | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4315                      | CUSIP: 3140X7YM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3842002 | PA      | $3470928.45    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03457                      | CUSIP: 31292KZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     193902 | PA      | $192046.87     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753173                      | CUSIP: 31403MXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9951 | PA      | $10341.76      | 0.00%             | 2033-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   32400000 | PA      | $26106507.68   | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5488                      | CUSIP: 3140X9C29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15611665 | PA      | $14915242.81   | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08364                      | CUSIP: 3128MJMN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     285596 | PA      | $283839.59     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    1295000 | PA      | $1288631.07    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    3160000 | PA      | $3090007.93    | 0.00%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6762076.16    | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995243                      | CUSIP: 31416BS82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1466748 | PA      | $1433731.22    | 0.00%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    8315000 | PA      | $7649975.78    | 0.00%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4144                      | CUSIP: 3138LUTA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     700330 | PA      | $677457.09     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735226                      | CUSIP: 31402QYX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     517561 | PA      | $528232.90     | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6723350.27    | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5174                        | CUSIP: 36202FXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2716203 | PA      | $2692247.66    | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03205                      | CUSIP: 3128M43N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     418719 | PA      | $421684.97     | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4652                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35255225 | PA      | $32920264.64   | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5497                      | CUSIP: 3140X9DB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5763511 | PA      | $5170930.53    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FZ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   23717000 | PA      | $22725580.31   | 0.01%             | 2025-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE16 Mortgage Trust                                                  | COMM 2014-CR16 AM              | CUSIP: 12591VAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1975000 | PA      | $1903735.68    | 0.00%             | 2047-04-10      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| FedEx Corp 2020-1 Class AA Pass Through Trust                                    | FEDEX 2020-1 AA                | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19245330 | PA      | $15648659.30   | 0.01%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCE4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $4806804.92    | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   19375000 | PA      | $14799045.83   | 0.01%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725589                      | CUSIP: 31402DC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     660350 | PA      | $673944.36     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4378131.70    | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8212                      | CUSIP: 31419KDS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1354890 | PA      | $1316740.29    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18525                      | CUSIP: 3128MMSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1579921 | PA      | $1545893.92    | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8005                      | CUSIP: 3132DV3N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30187113 | PA      | $27750946.18   | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5718                      | CUSIP: 3138YXK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28958 | PA      | $27510.52      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4120                      | CUSIP: 31418DSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   96983776 | PA      | $82963364.56   | 0.04%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2124356.09    | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CU0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   29907000 | PA      | $27681203.23   | 0.01%             | 2026-06-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3900                        | CUSIP: 36202EKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     287931 | PA      | $316608.75     | 0.00%             | 2036-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | BRANCH BKG & TR                | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3269571.35    | 0.00%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08742                      | CUSIP: 3128MJZG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2638651 | PA      | $2457419.30    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52536                      | CUSIP: 3128KEY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37117 | PA      | $39289.86      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M12 A2                | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8692299 | PA      | $8169731.42    | 0.00%             | 2027-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2381151.91    | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4076904.30    | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13483                      | CUSIP: 3128MCCU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2745 | PA      | $2690.82       | 0.00%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $2922916.60    | 0.00%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4511141.20    | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1177071.41    | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3951822.75    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD4725                      | CUSIP: 3617BLHA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1891193 | PA      | $1757096.92    | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3493                      | CUSIP: 31416Y3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     337557 | PA      | $334449.14     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08706                      | CUSIP: 3128MJYC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3748134 | PA      | $3476902.75    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94611                      | CUSIP: 312943DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     416781 | PA      | $412791.41     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87580                      | CUSIP: 312934M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     879784 | PA      | $884928.54     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   24575000 | PA      | $20823653.28   | 0.01%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254568                      | CUSIP: 31371KW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30426 | PA      | $31435.30      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08677                      | CUSIP: 3128MJXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2701026 | PA      | $2599777.56    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    5140000 | PA      | $5096139.71    | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06025                      | CUSIP: 3128M8A20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     501074 | PA      | $496381.29     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BM3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   15076000 | PA      | $14468591.43   | 0.01%             | 2025-01-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVY2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12174988.41   | 0.01%             | 2025-01-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4078                      | CUSIP: 31418DQ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64875896 | PA      | $55499285.38   | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18046340.80   | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4564183.50    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZC7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1024610100 | PA      | $956249343.66  | 0.42%             | 2025-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-2                                    | EART 2022-2A B                 | CUSIP: 30166QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1175000 | PA      | $1147275.88    | 0.00%             | 2026-10-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    6841000 | PA      | $6138176.05    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3900                      | CUSIP: 31417AKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     911276 | PA      | $860011.33     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4380                      | CUSIP: 31418D2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58910913 | PA      | $51977334.60   | 0.02%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840134                      | CUSIP: 31407TLP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11372 | PA      | $11615.98      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P2                                       | CRVNA 2021-P2 A3               | CUSIP: 14687TAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     954674 | PA      | $918584.42     | 0.00%             | 2026-03-10      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9839                      | CUSIP: 31417G4Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12232984 | PA      | $11447240.29   | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     240000 | PA      | $277937.21     | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   19264000 | PA      | $13068770.80   | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24823                      | CUSIP: 31297CLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17533 | PA      | $17806.12      | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | MSBAM 2017-C33 A5              | CUSIP: 61767CAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6500000 | PA      | $6019029.25    | 0.00%             | 2050-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2494042.49    | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   26584000 | PA      | $26458850.50   | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 AS              | CUSIP: 08162XBL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $308139.40     | 0.00%             | 2053-10-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15478                      | CUSIP: 31296QCP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7326 | PA      | $7735.11       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0243                      | CUSIP: 31418MHV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9797 | PA      | $9784.21       | 0.00%             | 2023-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DE6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   10000000 | PA      | $9513553.10    | 0.00%             | 2024-02-09      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12142336.08   | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3611                      | CUSIP: 3140J8AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2308211 | PA      | $2231574.65    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   34750000 | PA      | $27137446.42   | 0.01%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AP7<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152685.38     | 0.00%             | 2037-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DG2<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    6983000 | PA      | $6863328.14    | 0.00%             | 2024-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3855                      | CUSIP: 3140QPH91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22412060 | PA      | $21184468.09   | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7045                      | CUSIP: 3138WGZK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3070911 | PA      | $2859584.31    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 2A2               | CUSIP: 3136BHNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2200000 | PA      | $1692843.02    | 0.00%             | 2033-03-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C19                              | JPMBB 2014-C19 A4              | CUSIP: 46641WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1853889.28    | 0.00%             | 2047-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5685901.34    | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BU4<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2591847.93    | 0.00%             | 2024-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   31600000 | PA      | $22349348.69   | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   37279000 | PA      | $33295904.37   | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    2789000 | PA      | $2577685.56    | 0.00%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4107000 | PA      | $3770606.51    | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 884993                      | CUSIP: 31410CGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4564 | PA      | $4834.41       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5530                      | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2116470 | PA      | $2145072.61    | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-2                                           | ALLYA 2022-2 A4                | CUSIP: 02008MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2125000 | PA      | $2114157.19    | 0.00%             | 2028-04-17      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    8500000 | PA      | $7573342.07    | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0988                      | CUSIP: 31419BC29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     622190 | PA      | $618668.00     | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08693                      | CUSIP: 3128MJXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15817865 | PA      | $14731865.60   | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1302942.94    | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    3011000 | PA      | $2566702.83    | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CT4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7420000 | PA      | $7426318.80    | 0.00%             | 2024-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    5110000 | PA      | $4377177.76    | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4369678.33    | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725228                      | CUSIP: 31402CVV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2191738 | PA      | $2277845.98    | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    8638000 | PA      | $5114584.59    | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01477                      | CUSIP: 31283HUA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14815 | PA      | $15656.01      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JG2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   57200000 | PA      | $50999976.46   | 0.02%             | 2025-12-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749040                      | CUSIP: 31403HEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16569 | PA      | $16223.73      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   21944000 | PA      | $15467919.86   | 0.01%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8561                      | CUSIP: 3138ETQP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4035563 | PA      | $3934297.82    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   22365000 | PA      | $18615353.88   | 0.01%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    6500000 | PA      | $5593517.61    | 0.00%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29694                      | CUSIP: 31297HXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6343 | PA      | $6500.34       | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41856                      | CUSIP: 3128K2BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63597 | PA      | $64960.30      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AX7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $5652516.16    | 0.00%             | 2050-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15308                      | CUSIP: 3132J6KW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10349411 | PA      | $9354359.96    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AM0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |   17300000 | PA      | $17014626.47   | 0.01%             | 2024-05-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $3852174.00    | 0.00%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $28599309.90   | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255994                      | CUSIP: 31371MKF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14492 | PA      | $14555.18      | 0.00%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gulf Power Co                                                                    | GULF POWER CO                  | CUSIP: 402479CF4<br>LEI: BLVY3B5CY5IDPCFLQ577 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2191850.13    | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7566                      | CUSIP: 3138Y9MQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3006836 | PA      | $2809207.47    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55941                      | CUSIP: 3128KJS60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2518 | PA      | $2571.63       | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08856                      | CUSIP: 3128MJ5S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3829092 | PA      | $3548842.24    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M11 A2                | CUSIP: 3136AX3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5100000 | PA      | $4666573.44    | 0.00%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1047702.05    | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06008                      | CUSIP: 3128M8AH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400906 | PA      | $415519.04     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03827                      | CUSIP: 31292LHC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     811054 | PA      | $804832.82     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128285J5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150000000 | PA      | $144867180.00  | 0.06%             | 2025-10-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 886607                      | CUSIP: 31410EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20483 | PA      | $20428.50      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745515                      | CUSIP: 31403DGY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1314035 | PA      | $1362160.38    | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82888                       | CUSIP: 36225FF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     757118 | PA      | $733842.53     | 0.00%             | 2041-07-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   14450000 | PA      | $13399615.05   | 0.01%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4439                      | CUSIP: 31418D4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9395549 | PA      | $8288212.96    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   18149000 | PA      | $13273012.89   | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3350000 | PA      | $2101385.89    | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  359400000 | PA      | $343732388.28  | 0.15%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4362882.30    | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRS1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   36100000 | PA      | $34125949.48   | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6089                      | CUSIP: 36179UXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18519578 | PA      | $16534386.39   | 0.01%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2609363.75    | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778591                      | CUSIP: 36176WXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45187 | PA      | $45420.41      | 0.00%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7432                      | CUSIP: 31417EHJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2645183 | PA      | $2372900.96    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $14091552.20   | 0.01%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605813                      | CUSIP: 36201XAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      65681 | PA      | $67742.73      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT0432                      | CUSIP: 3138WMPS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1350875 | PA      | $1201322.74    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06530                      | CUSIP: 3128M8ST2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     336097 | PA      | $341991.21     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3135                      | CUSIP: 3138WCPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     408019 | PA      | $376606.13     | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                | BMARK 2020-B19 A5              | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2350000 | PA      | $1878285.68    | 0.00%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    7955000 | PA      | $6672358.55    | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    4600000 | PA      | $3474372.04    | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2853                      | CUSIP: 3138AGE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63861 | PA      | $65724.06      | 0.00%             | 2041-06-01      | Floating      | 3.48%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114QCP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8350000 | PA      | $7387844.03    | 0.00%             | 2026-01-06      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $4851656.04    | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL                  | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4279021.83    | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance PLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $9280128.10    | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    7580000 | PA      | $6436149.80    | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    8771000 | PA      | $9308145.86    | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5566501.83    | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3903588.00    | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901699                      | CUSIP: 31410YX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32532 | PA      | $33969.71      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4623                      | CUSIP: 3140QQD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8800707 | PA      | $8734480.68    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03613                      | CUSIP: 31292LAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     702394 | PA      | $682606.79     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15717                      | CUSIP: 3128MESE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2415 | PA      | $2376.97       | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83888                      | CUSIP: 312930J92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173488 | PA      | $177218.06     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485684                      | CUSIP: 36209YRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6357 | PA      | $6409.98       | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_21-C                                                     | CNH 2021-C A4                  | CUSIP: 12598LAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     550000 | PA      | $490150.21     | 0.00%             | 2028-10-16      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $966890.42     | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254739                      | CUSIP: 31371K4Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         62 | PA      | $66.01         | 0.00%             | 2023-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07020                      | CUSIP: 3128M9DZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     345734 | PA      | $347088.62     | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   17992000 | PA      | $16490418.09   | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47597                      | CUSIP: 3128K8NN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168954 | PA      | $169736.92     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8268                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   59851013 | PA      | $58151471.60   | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AD3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    7975000 | PA      | $7823340.62    | 0.00%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   33750000 | PA      | $29370250.35   | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $7863610.23    | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08837                      | CUSIP: 3128MJ4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7824165 | PA      | $7671532.86    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    7796000 | PA      | $7106933.62    | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    7840000 | PA      | $8072468.07    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   13900000 | PA      | $12294225.02   | 0.01%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $5394287.04    | 0.00%             | 2024-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CB6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   17225000 | PA      | $16945664.76   | 0.01%             | 2025-11-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3399095.05    | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   14200000 | PA      | $10831094.02   | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HQW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   37704000 | PA      | $35791352.62   | 0.02%             | 2026-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6867                      | CUSIP: 3138EPTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3560179 | PA      | $3421929.74    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LORAL CORP                     | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3376000 | PA      | $3562443.38    | 0.00%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1975                      | CUSIP: 3140X5FR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8494435 | PA      | $8328482.82    | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                              | TOLEDO HOSPITAL                | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3613033.73    | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX ST PRIV ACTIVITY-B          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   13225000 | PA      | $10014811.11   | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933313                      | CUSIP: 31412SK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73500 | PA      | $74523.62      | 0.00%             | 2038-03-01      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HK2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1871262.94    | 0.00%             | 2024-08-01      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    4217000 | PA      | $3480481.64    | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-1                                 | GMALT 2022-1 A3                | CUSIP: 36265MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9425000 | PA      | $9072937.61    | 0.00%             | 2025-03-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1513000 | PA      | $1783026.43    | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   28500000 | PA      | $26380363.23   | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   11990000 | PA      | $12356449.29   | 0.01%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03155                      | CUSIP: 3128M4ZU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     204319 | PA      | $205372.41     | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX TOLL AUTH-TXBL            | CUSIP: 66285WE51<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    2225000 | PA      | $1664588.58    | 0.00%             | 2043-01-01      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   10750000 | PA      | $9879388.78    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    7765000 | PA      | $7232234.58    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3992                      | CUSIP: 31418DNJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17902570 | PA      | $16472247.48   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4511                      | CUSIP: 3140E9AM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     176150 | PA      | $162001.39     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5383                      | CUSIP: 3140X86V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4314066 | PA      | $4178890.95    | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781840                      | CUSIP: 36241KBH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     711340 | PA      | $716117.55     | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $2435197.14    | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    3310000 | PA      | $2586137.13    | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8375657.47    | 0.00%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4429                      | CUSIP: 31417A4P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     392395 | PA      | $369510.49     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 A4              | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12280000 | PA      | $10489957.91   | 0.00%             | 2052-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03531                      | CUSIP: 31292K4Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60106 | PA      | $58414.94      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5779011.81    | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28160000 | PA      | $23516670.57   | 0.01%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAG3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   15653000 | PA      | $15338306.30   | 0.01%             | 2024-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | ST PAUL TRAVELER               | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1264171.84    | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828D56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141900000 | PA      | $136911335.22  | 0.06%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   62000000 | PA      | $51120016.80   | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   34762000 | PA      | $31874975.58   | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9312                      | CUSIP: 3138WKK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2966080 | PA      | $2753420.85    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12247                      | CUSIP: 3128PRP86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     211262 | PA      | $214452.78     | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15200000 | PA      | $11216996.41   | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1114023.45    | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                  | LIFE STORAGE                   | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1939790.33    | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   18725000 | PA      | $16584593.56   | 0.01%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05072                      | CUSIP: 3128M66H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65427 | PA      | $66271.46      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   10245000 | PA      | $8857626.71    | 0.00%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0673                      | CUSIP: 3140H1XB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2916248 | PA      | $2752519.46    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6000000 | PA      | $5582250.42    | 0.00%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91619                      | CUSIP: 3128P7YQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3795092 | PA      | $3430798.50    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   10020000 | PA      | $8529640.33    | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   22800000 | PA      | $14629626.16   | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832718                      | CUSIP: 31407KDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125217 | PA      | $126254.81     | 0.00%             | 2035-08-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254477                      | CUSIP: 31371KUA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     202337 | PA      | $206202.71     | 0.00%             | 2032-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13517                      | CUSIP: 3128MCDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10545 | PA      | $10338.11      | 0.00%             | 2024-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11890000 | PA      | $7252378.03    | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4172                      | CUSIP: 3138WDT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190389 | PA      | $183699.71     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A4              | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7560000 | PA      | $7067022.98    | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630CC0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   14400000 | PA      | $14222602.22   | 0.01%             | 2024-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                      | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   88260040 | PA      | $75194235.15   | 0.03%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C67093                      | CUSIP: 31287S3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11769 | PA      | $12032.87      | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4606855.86    | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JH4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2438096.09    | 0.00%             | 2026-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5077                      | CUSIP: 3140X8UB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17753502 | PA      | $15816734.97   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3758687 | PA      | $3655960.31    | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    6599000 | PA      | $4916334.19    | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   18650000 | PA      | $17616010.99   | 0.01%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GSMS 2019-GC40 A3              | CUSIP: 36257HBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5200000 | PA      | $4471261.08    | 0.00%             | 2052-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08810                      | CUSIP: 3128MJ3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     736167 | PA      | $721774.96     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   47625000 | PA      | $43861084.33   | 0.02%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5991                      | CUSIP: 3140X9UR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17942139 | PA      | $15402750.79   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $2972560.33    | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1584                      | CUSIP: 31418AXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1720787 | PA      | $1641171.44    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7004045.30    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BQ7<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $13076784.40   | 0.01%             | 2025-12-03      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                                     | DBJPM 2016-C3 A5               | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6575000 | PA      | $6013817.18    | 0.00%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0698                      | CUSIP: 31417YX44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     802692 | PA      | $777425.98     | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M12 A2                | CUSIP: 3136B26W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15800000 | PA      | $14898877.02   | 0.01%             | 2030-08-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 064159TF3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   35680000 | PA      | $33608811.32   | 0.01%             | 2025-02-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E03048                      | CUSIP: 31294ML58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     686338 | PA      | $644253.75     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 618250                      | CUSIP: 31388XZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6043 | PA      | $6475.10       | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   88293600 | PA      | $78153627.46   | 0.03%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   14300000 | PA      | $10437973.69   | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EK9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   12395000 | PA      | $11409690.83   | 0.00%             | 2025-05-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0048                      | CUSIP: 3140EUBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1644923 | PA      | $1534107.16    | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850972                      | CUSIP: 31408GMV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15414 | PA      | $16828.79      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51995                      | CUSIP: 3128KEGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8560 | PA      | $9186.82       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728979                      | CUSIP: 3620AF2L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90791 | PA      | $91258.01      | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9414449.80    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08331                      | CUSIP: 3128MJLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1509117 | PA      | $1499825.52    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     850000 | PA      | $875794.01     | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  196279300 | PA      | $160703676.88  | 0.07%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759087                      | CUSIP: 36230UCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3263324 | PA      | $3093754.61    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    3100000 | PA      | $2213752.28    | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AF6<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   11065000 | PA      | $10653179.73   | 0.00%             | 2024-07-02      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2805                      | CUSIP: 3140QADK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5131646 | PA      | $5047298.04    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3395                      | CUSIP: 31416YXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1464164 | PA      | $1472925.27    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9536689.80    | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9756                      | CUSIP: 31417GZW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1020780 | PA      | $955148.07     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CCD-REF            | CUSIP: 54438CYM8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6400000 | PA      | $5492629.76    | 0.00%             | 2028-08-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $779392.17     | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M13 A2                | CUSIP: 3136AQHL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2364177 | PA      | $2256863.40    | 0.00%             | 2025-06-25      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1640                      | CUSIP: 3132ADZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4124629 | PA      | $4068695.21    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                      | CGCMT 2016-C1 AAB              | CUSIP: 17290YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1362179 | PA      | $1312547.03    | 0.00%             | 2049-05-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K081 A2                   | CUSIP: 3137FJEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16400000 | PA      | $15912067.20   | 0.01%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 770078                      | CUSIP: 31404JQ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10238 | PA      | $10720.74      | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17113976.28   | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08402                      | CUSIP: 3128MJNU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84053 | PA      | $86601.72      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889505                      | CUSIP: 31410KGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     321323 | PA      | $339298.45     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 71270QEB8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2940393.99    | 0.00%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $6187310.10    | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    2125000 | PA      | $1954140.50    | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5304                      | CUSIP: 3138AW3N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28359 | PA      | $27522.01      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    3707000 | PA      | $2910372.67    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4188809.70    | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AK4<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    8400000 | PA      | $8284537.13    | 0.00%             | 2023-09-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AV6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $6688037.43    | 0.00%             | 2025-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rady Children's Hospital-San Diego                                               | RADY CHILD/SD CA               | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2619148.04    | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2013-M14 A2                | CUSIP: 3136AHAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4051721 | PA      | $3994111.19    | 0.00%             | 2023-10-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BQ8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1678209.04    | 0.00%             | 2024-08-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX REVS-C-BABS            | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    2200000 | PA      | $2174265.06    | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04832                      | CUSIP: 3128M6VZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     427334 | PA      | $438650.19     | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     939000 | PA      | $855169.03     | 0.00%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7977                      | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7045065 | PA      | $6716297.72    | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   10375000 | PA      | $9759034.28    | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   70825000 | PA      | $56574252.17   | 0.02%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   19320000 | PA      | $20095817.78   | 0.01%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781265                      | CUSIP: 36225BMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29821 | PA      | $30877.75      | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AV8907                      | CUSIP: 36195K3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     932218 | PA      | $861175.09     | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2706579.87    | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAW9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   17775000 | PA      | $16937473.82   | 0.01%             | 2025-07-16      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   10535000 | PA      | $7244406.34    | 0.00%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   45755000 | PA      | $38907464.55   | 0.02%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    2080000 | PA      | $1614944.30    | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2332                      | CUSIP: 3133KHSV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1045849 | PA      | $932706.11     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1974779.64    | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725236                      | CUSIP: 31402CV58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     822679 | PA      | $805592.71     | 0.00%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3                                    | HAROT 2021-3 A3                | CUSIP: 43815EAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3400000 | PA      | $3238758.06    | 0.00%             | 2025-11-18      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725591                      | CUSIP: 31402DC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     518606 | PA      | $537590.85     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 A5              | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5910000 | PA      | $4993957.09    | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                                   | WFCM 2017-C41 A4               | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10150000 | PA      | $9332124.17    | 0.00%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5094                      | CUSIP: 3133KYUT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14009156 | PA      | $11261921.15   | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBB6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   17203000 | PA      | $16311601.95   | 0.01%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | PRICELINE GROUP                | CUSIP: 741503AW6<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $7645904.40    | 0.00%             | 2025-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   52700000 | PA      | $49162848.20   | 0.02%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 739821                      | CUSIP: 31402V4E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72151 | PA      | $73422.80      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAL1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2665512.84    | 0.00%             | 2024-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     920000 | PA      | $834002.34     | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EN3M0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    9000000 | PA      | $9009189.00    | 0.00%             | 2024-12-05      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   80330000 | PA      | $76605315.59   | 0.03%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    4839000 | PA      | $3446693.01    | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                            | OWL ROCK CAPITAL               | CUSIP: 69121KAA2<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $986819.61     | 0.00%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    8975000 | PA      | $7463016.21    | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8375000 | PA      | $7873833.72    | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   27471000 | PA      | $24010560.54   | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C17                                         | WFRBS 2013-C17 B               | CUSIP: 92938GAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     725000 | PA      | $698209.08     | 0.00%             | 2046-12-15      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2095                      | CUSIP: 3138AFKH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90154 | PA      | $88948.96      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9382                      | CUSIP: 3138WKM85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     377565 | PA      | $363354.82     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-C                                                     | CNH 2022-C A3                  | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1982191.40    | 0.00%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC               | CUSIP: 354613AK7<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2859183.00    | 0.00%             | 2025-03-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    8387000 | PA      | $7403730.68    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   11053000 | PA      | $8169434.12    | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2927901.06    | 0.00%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5118                      | CUSIP: 3138MLVL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1840930 | PA      | $1722739.67    | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95825                      | CUSIP: 312944PJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1064281 | PA      | $1034316.91    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 00254ENB4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   20750000 | PA      | $18660146.94   | 0.01%             | 2025-08-26      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2207                      | CUSIP: 3617JENY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      48300 | PA      | $47377.53      | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 A3               | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4281829 | PA      | $3878538.30    | 0.00%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607179                      | CUSIP: 36201YQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5399 | PA      | $5457.90       | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4065                      | CUSIP: 3140X7QT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1908672 | PA      | $1786501.02    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $9513803.88    | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2208619.71    | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95090                      | CUSIP: 312943UP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     363108 | PA      | $359636.42     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZU4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9340225.90    | 0.00%             | 2024-07-29      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1861                      | CUSIP: 3140XHB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4836729 | PA      | $4534987.32    | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rohm and Haas Co                                                                 | ROHM & HAAS CO                 | CUSIP: 775371AU1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2637000 | PA      | $2936954.79    | 0.00%             | 2029-07-15      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5985                      | CUSIP: 36179UUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3496562 | PA      | $3246918.61    | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     775000 | PA      | $718120.77     | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08432                      | CUSIP: 3128MJPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     438974 | PA      | $435606.28     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 983475                      | CUSIP: 31415LQ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82246 | PA      | $83860.17      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    5802000 | PA      | $5025880.73    | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   21025000 | PA      | $20082275.37   | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1027                      | CUSIP: 31418AD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1846572 | PA      | $1717113.55    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4693                      | CUSIP: 3132A5GA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11650657 | PA      | $10456198.75   | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7500                      | CUSIP: 3132DVKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7026566 | PA      | $6765377.47    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Luxembourg Finance SA                                         | TRANE TECH LUX                 | CUSIP: 456873AD0<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |   12915000 | PA      | $11904563.20   | 0.01%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K723 A2                   | CUSIP: 3137BSPW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4271861 | PA      | $4211046.15    | 0.00%             | 2023-08-25      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3137488.36    | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3912958.90    | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     150000 | PA      | $140423.61     | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    4945000 | PA      | $4208282.72    | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5244                      | CUSIP: 3138XUZJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1225149 | PA      | $1178246.93    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     750000 | PA      | $711844.50     | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd/New York NY                            | ICBC/NEW YORK                  | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |    9212000 | PA      | $8755215.24    | 0.00%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254943                      | CUSIP: 31371LEQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125973 | PA      | $123356.07     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13500000 | PA      | $8351387.01    | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1665                      | CUSIP: 3140X4Z74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3646069 | PA      | $3614296.39    | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU               | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   33800000 | PA      | $33553361.74   | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636234                      | CUSIP: 36291RY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5360 | PA      | $5652.77       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0499                      | CUSIP: 3132DMRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34356733 | PA      | $30823730.20   | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-A                                          | FORDO 2022-A A4                | CUSIP: 345286AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     650000 | PA      | $589068.61     | 0.00%             | 2027-05-15      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5931575.72    | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5027                      | CUSIP: 3133KYSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3810157 | PA      | $3466164.00    | 0.00%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600594                      | CUSIP: 36200GGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7143 | PA      | $7570.75       | 0.00%             | 2036-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cleveland Clinic Foundation/The                                                  | CLEVELAND CLINIC               | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    4115000 | PA      | $3534187.05    | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2028639.83    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83575                      | CUSIP: 3129296L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51827 | PA      | $53411.03      | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5271136.77    | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENLF5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   14000000 | PA      | $13443108.00   | 0.01%             | 2024-01-18      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91581                      | CUSIP: 3128P7XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4522279 | PA      | $4275175.52    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6546                      | CUSIP: 3140KEHY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3258723 | PA      | $2893466.18    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 867499                      | CUSIP: 31409CX42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2870 | PA      | $2864.17       | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7362                      | CUSIP: 3138A9FC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     352677 | PA      | $347965.12     | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H4                                           | MSC 2018-H4 A4                 | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9875000 | PA      | $9341987.99    | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC1317                      | CUSIP: 31417KPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36843 | PA      | $38323.35      | 0.00%             | 2034-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1780737.50    | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                   | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     850000 | PA      | $810506.98     | 0.00%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9708000 | PA      | $7995334.44    | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAZ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |   16379000 | PA      | $15661892.98   | 0.01%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3373                      | CUSIP: 3140X6XB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6796060 | PA      | $6553608.47    | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4807                      | CUSIP: 31418EKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   80105147 | PA      | $80408329.31   | 0.04%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sanofi                                                                           | SANOFI                         | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   10775000 | PA      | $10286444.58   | 0.00%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77411                      | CUSIP: 31288GGU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        717 | PA      | $720.26        | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS8                                            | GSMS 2017-GS8 A3               | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13910000 | PA      | $12650492.62   | 0.01%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7                              | JPMCC 2017-JP7 A5              | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1147294.88    | 0.00%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5167919.06    | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2363996.27    | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAE3<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    3285000 | PA      | $2956332.37    | 0.00%             | 2025-10-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT3209                      | CUSIP: 3138WQR79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     491995 | PA      | $460432.65     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $1947752.64    | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AV9<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    3662000 | PA      | $3590628.17    | 0.00%             | 2024-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    8195000 | PA      | $6133282.31    | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3615                      | CUSIP: 31418DAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6851594 | PA      | $6520846.84    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDL2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4573210.00    | 0.00%             | 2025-07-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08675                      | CUSIP: 3128MJXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3289447 | PA      | $2964380.94    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08727                      | CUSIP: 3128MJYZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7138100 | PA      | $6647912.54    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A3               | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3925000 | PA      | $3576149.93    | 0.00%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1883                      | CUSIP: 3132DPCU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12018390 | PA      | $11306937.05   | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    9550000 | PA      | $7907367.72    | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9598566.78    | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747494                      | CUSIP: 31403FNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92148 | PA      | $90229.16      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 677293                      | CUSIP: 31391UNJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5364 | PA      | $5647.66       | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J24888                      | CUSIP: 31307DND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     827748 | PA      | $794829.47     | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q44655                      | CUSIP: 3132WJE56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1673612 | PA      | $1503459.95    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02703                      | CUSIP: 31294MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     287924 | PA      | $286569.28     | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3849973.05    | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $3688675.00    | 0.00%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $8800341.90    | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3735                      | CUSIP: 31418DEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     189739 | PA      | $182481.71     | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13924874.55   | 0.01%             | 2027-06-17      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   11150000 | PA      | $8692052.08    | 0.00%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   16820000 | PA      | $15077627.13   | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4016                      | CUSIP: 31418DPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12739212 | PA      | $11249796.79   | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    5000000 | PA      | $4289669.55    | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26367                      | CUSIP: 31297ECC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34770 | PA      | $34906.16      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15476                      | CUSIP: 31296QCM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21856 | PA      | $21883.78      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                           | UBSCM 2019-C18 A4              | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2850000 | PA      | $2434384.79    | 0.00%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2852594.14    | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   26725000 | PA      | $26030859.01   | 0.01%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3614                      | CUSIP: 31418DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2213753 | PA      | $2042697.28    | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL               | CUSIP: 637071AK7<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $5366156.10    | 0.00%             | 2042-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDR0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4730000 | PA      | $4553282.38    | 0.00%             | 2024-08-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4045                      | CUSIP: 31418RP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1341229 | PA      | $1382202.67    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   12160000 | PA      | $10153421.98   | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $3120863.15    | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    8850000 | PA      | $8615895.82    | 0.00%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G31003                      | CUSIP: 3132J4KR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4936790 | PA      | $4198542.70    | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |   47569000 | PA      | $45114865.82   | 0.02%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    5110000 | PA      | $4787050.56    | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     375000 | PA      | $307696.72     | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4453465.30    | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0659                      | CUSIP: 3138EGWV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     482257 | PA      | $477824.39     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3722014.48    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4700046.15    | 0.00%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAD4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   49932000 | PA      | $48157591.98   | 0.02%             | 2025-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 A5               | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7175000 | PA      | $6596242.26    | 0.00%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08812                      | CUSIP: 3128MJ3W8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1764931 | PA      | $1573540.88    | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888893                      | CUSIP: 31410GRN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49288 | PA      | $51366.29      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4102                      | CUSIP: 31417ARY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1445449 | PA      | $1352807.79    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5034429.03    | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_21-A                                                | NALT 2021-A A4                 | CUSIP: 65480DAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $814067.10     | 0.00%             | 2026-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3544                      | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2283658 | PA      | $2215815.08    | 0.00%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0220                      | CUSIP: 36179MG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11316621 | PA      | $10617763.35   | 0.00%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3458000 | PA      | $3523225.31    | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   15440000 | PA      | $12010946.15   | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09025                      | CUSIP: 31292SA26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1969738 | PA      | $1720713.94    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AU3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    2500000 | PA      | $2406952.35    | 0.00%             | 2025-08-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3639                      | CUSIP: 3138WDBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     793306 | PA      | $765570.81     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    4466000 | PA      | $3941490.41    | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3716875.22    | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A2                 | CUSIP: 3137FYTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10350000 | PA      | $8204893.16    | 0.00%             | 2036-02-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832191                      | CUSIP: 31407JRL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9098 | PA      | $9293.37       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35715                      | CUSIP: 31307SK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1536423 | PA      | $1440313.48    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57701                      | CUSIP: 3128KLRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49246 | PA      | $52341.48      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  148153700 | PA      | $122018468.77  | 0.05%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7000000 | PA      | $5458751.90    | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    4085000 | PA      | $3064829.30    | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5268170.00    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  229651500 | PA      | $211171719.38  | 0.09%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2530440.36    | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   17926000 | PA      | $17073534.27   | 0.01%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2305941.60    | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   11019000 | PA      | $9830136.51    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82845                       | CUSIP: 36225FET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      78861 | PA      | $80412.14      | 0.00%             | 2041-05-20      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930828                      | CUSIP: 31412PD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220825 | PA      | $233422.37     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08694                      | CUSIP: 3128MJXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4014804 | PA      | $3853728.54    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   14971000 | PA      | $14529961.83   | 0.01%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3164                      | CUSIP: 3140X6QS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8371576 | PA      | $7775511.59    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $968373.48     | 0.00%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2522                      | CUSIP: 31418BYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6226430 | PA      | $5799310.14    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 USA LLC                                                       | CNOOC FINANCE                  | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |   25050000 | PA      | $24513527.95   | 0.01%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2Z9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7316287.50    | 0.00%             | 2025-08-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI6701                      | CUSIP: 3138ALNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     363271 | PA      | $352522.17     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738535                      | CUSIP: 3620ASPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1768916 | PA      | $1677354.02    | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                     | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4456431.97    | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4362780.68    | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3407                      | CUSIP: 31416YYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1259033 | PA      | $1219350.56    | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   22349000 | PA      | $20669358.67   | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K083 A2                   | CUSIP: 3137FJXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14770000 | PA      | $14421396.98   | 0.01%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAA4<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   12785000 | PA      | $12347665.81   | 0.01%             | 2024-05-16      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4165                      | CUSIP: 3138WDTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43013 | PA      | $41457.63      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5124                      | CUSIP: 3140QQVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14546265 | PA      | $14047286.95   | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3735638.14    | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10                    | JPMCC 2013-C10 A5              | CUSIP: 46639JAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     277077 | PA      | $275895.43     | 0.00%             | 2047-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1728190.72    | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8266                      | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16768554 | PA      | $15416844.07   | 0.01%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80020                      | CUSIP: 3132L5AV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3427575 | PA      | $3127497.30    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE24 Mortgage Trust                                                  | COMM 2015-CR24 A4              | CUSIP: 12593JBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     540659 | PA      | $511217.88     | 0.00%             | 2048-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55296                      | CUSIP: 3128KH3D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8678 | PA      | $8865.01       | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6325976.40    | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1875                      | CUSIP: 3140Q9CM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     831334 | PA      | $769653.48     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704473                      | CUSIP: 36296XT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     352939 | PA      | $337543.64     | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2003                      | CUSIP: 3140J6GM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14609705 | PA      | $14070636.35   | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8089                      | CUSIP: 3132D57A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32147374 | PA      | $28658679.52   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    9136000 | PA      | $8661554.18    | 0.00%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18659                      | CUSIP: 3128MMWV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7212018 | PA      | $6816374.95    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                 | BMARK 2018-B7 A2               | CUSIP: 08162TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2225000 | PA      | $2198509.60    | 0.00%             | 2053-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   26510000 | PA      | $25910232.72   | 0.01%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 A5              | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2550000 | PA      | $2326904.84    | 0.00%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8010000 | PA      | $6663487.52    | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BX5<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   24000000 | PA      | $22606645.44   | 0.01%             | 2024-10-17      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AR7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $5218664.95    | 0.00%             | 2025-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89760                      | CUSIP: 312936ZZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     576150 | PA      | $572604.37     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628895                      | CUSIP: 36291HUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29894 | PA      | $29469.34      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02679                      | CUSIP: 31294L6Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14217 | PA      | $13938.38      | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18333000 | PA      | $17894163.90   | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4241167.05    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE23 Mortgage Trust                                                  | COMM 2015-CR23 A4              | CUSIP: 12593ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $4969844.78    | 0.00%             | 2048-05-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   27050000 | PA      | $21831787.75   | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    8355000 | PA      | $6979748.45    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08350                      | CUSIP: 3128MJL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41167 | PA      | $42525.52      | 0.00%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0016                      | CUSIP: 3138W9AS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2782993 | PA      | $2516034.20    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA0015                      | CUSIP: 3140E4AR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     626206 | PA      | $584649.17     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786358                      | CUSIP: 3622AB5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39337756 | PA      | $38435426.99   | 0.02%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    7173000 | PA      | $5895619.75    | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284M9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  267028700 | PA      | $258350267.25  | 0.11%             | 2025-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CE0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3620384.32    | 0.00%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67708                      | CUSIP: 3132XCR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4762776 | PA      | $4418153.27    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0614                      | CUSIP: 31417YVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1737880 | PA      | $1689060.55    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8083                      | CUSIP: 3132D56U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51691669 | PA      | $44871423.42   | 0.02%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA-TXBL-REF-REV           | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6700000 | PA      | $5071396.16    | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5139                        | CUSIP: 36202FV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1930208 | PA      | $1877459.62    | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   13110000 | PA      | $11502839.20   | 0.01%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA6985                      | CUSIP: 31416QXP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45889 | PA      | $45649.42      | 0.00%             | 2024-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   11425000 | PA      | $11229775.77   | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBD0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    5586000 | PA      | $5141071.47    | 0.00%             | 2026-05-25      | Variable      | 2.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7174                      | CUSIP: 3617BA6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      92485 | PA      | $90249.60      | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735667                      | CUSIP: 31402RJL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1199756 | PA      | $1242948.38    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $11714078.64   | 0.01%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    7750000 | PA      | $7561866.50    | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   11675000 | PA      | $11030105.46   | 0.00%             | 2025-10-22      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18783596.00   | 0.01%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 852629                      | CUSIP: 31408JHE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55672 | PA      | $58962.95      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5583                      | CUSIP: 3138A7FZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1499354 | PA      | $1485540.84    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   11701000 | PA      | $10077287.57   | 0.00%             | 2041-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97040                      | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3492867 | PA      | $3399202.51    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $4417048.87    | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313644                      | CUSIP: 31374GLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10340 | PA      | $10654.09      | 0.00%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7800000 | PA      | $7527091.49    | 0.00%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE18 Mortgage Trust                                                  | COMM 2014-CR18 A5              | CUSIP: 12632QAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4955000 | PA      | $4798343.71    | 0.00%             | 2047-07-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4210                      | CUSIP: 31418DVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54839210 | PA      | $46912026.56   | 0.02%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406HCX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   12422000 | PA      | $12082040.42   | 0.01%             | 2024-09-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8326                      | CUSIP: 3138WJHC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     558192 | PA      | $535256.58     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 630408                      | CUSIP: 31389NKV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4899 | PA      | $5072.98       | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVR7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5147216.03    | 0.00%             | 2026-06-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4269                      | CUSIP: 31418DW73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6635955 | PA      | $5834864.24    | 0.00%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 809938                      | CUSIP: 31406GZB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11830 | PA      | $11711.76      | 0.00%             | 2035-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   24555000 | PA      | $18294904.59   | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5049341.44    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   30865000 | PA      | $25617070.35   | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAS2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   12883000 | PA      | $12751001.04   | 0.01%             | 2024-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3937                      | CUSIP: 3140X7LT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15471586 | PA      | $14881269.39   | 0.01%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AV5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   12822000 | PA      | $11294236.26   | 0.00%             | 2027-04-01      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    4300000 | PA      | $2654761.95    | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                   | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     300000 | PA      | $280776.88     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                      | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  266182939 | PA      | $217871241.27  | 0.10%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3700000 | PA      | $2737288.86    | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-1                                | SDART 2021-1 C                 | CUSIP: 80286NAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1905596 | PA      | $1871583.90    | 0.00%             | 2026-02-17      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0885                      | CUSIP: 3140EU6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4647469 | PA      | $4175536.76    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4722                      | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2911651 | PA      | $2964842.92    | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    5625000 | PA      | $6084064.13    | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $7133090.44    | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    2215000 | PA      | $1770028.92    | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 625027                      | CUSIP: 31389GLG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2676 | PA      | $2688.94       | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13110000 | PA      | $12662940.74   | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7986                      | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6751375 | PA      | $5661902.11    | 0.00%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4875875.35    | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   26765000 | PA      | $20940228.60   | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $20123592.25   | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $11250455.03   | 0.00%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784605                      | CUSIP: 3622AAAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2847810 | PA      | $2853873.04    | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   26020000 | PA      | $24888491.94   | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    3512000 | PA      | $3071843.95    | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   56188000 | PA      | $51403243.43   | 0.02%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11113543.74   | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   17935000 | PA      | $16497198.22   | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    5598000 | PA      | $4767029.91    | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6156                      | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1942302 | PA      | $1914541.14    | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13544                      | CUSIP: 3128PS5D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182076 | PA      | $175285.60     | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   21680000 | PA      | $18461377.23   | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95406                      | CUSIP: 312944AF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     610786 | PA      | $593601.90     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC                 | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     150000 | PA      | $174080.31     | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8099                      | CUSIP: 3128UGL70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22526 | PA      | $23203.27      | 0.00%             | 2041-03-01      | Floating      | 2.38%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    7336000 | PA      | $5820149.70    | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5200                      | CUSIP: 3140X8X69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52803532 | PA      | $50433329.40   | 0.02%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4720                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11047229 | PA      | $10661101.47   | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    8450000 | PA      | $8061582.06    | 0.00%             | 2024-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57426                      | CUSIP: 3132Y1HC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     176589 | PA      | $173973.27     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  151111000 | PA      | $138281552.19  | 0.06%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5233                        | CUSIP: 36202FY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12153716 | PA      | $11821466.34   | 0.01%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $8038196.99    | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                    | JPMCC 2013-C16 AS              | CUSIP: 46641BAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1230101.88    | 0.00%             | 2046-12-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     250000 | PA      | $232889.95     | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    5478000 | PA      | $4500679.72    | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP               | CUSIP: 26441CAN5<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7025000 | PA      | $6901015.78    | 0.00%             | 2024-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 663886                      | CUSIP: 31391DRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9101 | PA      | $9637.82       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615496                      | CUSIP: 36290RXZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11169 | PA      | $10982.49      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   14930000 | PA      | $10668432.01   | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8857                      | CUSIP: 3138ETZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5798936 | PA      | $5586680.14    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5115                        | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10014552 | PA      | $10385309.69   | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22041                      | CUSIP: 31296YHS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6644 | PA      | $6911.31       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743078                      | CUSIP: 31403AQ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8177 | PA      | $8763.94       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08671                      | CUSIP: 3128MJW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9662846 | PA      | $9021828.01    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20328458 | PA      | $19618059.83   | 0.01%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3                                    | HAROT 2021-4 A3                | CUSIP: 43815GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4700000 | PA      | $4460511.03    | 0.00%             | 2026-01-21      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q27298                      | CUSIP: 3132M7X37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     221576 | PA      | $208346.01     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7704                      | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  199993566 | PA      | $168076273.16  | 0.07%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                  | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $2882277.08    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646843                      | CUSIP: 36292ES84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6322 | PA      | $6379.46       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520786                      | CUSIP: 36211RRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29445 | PA      | $31097.70      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AK7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    6244000 | PA      | $5860386.81    | 0.00%             | 2025-03-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C14                              | JPMBB 2013-C14 A4              | CUSIP: 46640LAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1990015 | PA      | $1974910.62    | 0.00%             | 2046-08-15      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5722                      | CUSIP: 3138WFLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11876394 | PA      | $11088149.12   | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    4094000 | PA      | $3869458.59    | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255899                      | CUSIP: 31371MGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     410193 | PA      | $427559.30     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   23200000 | PA      | $17151940.50   | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14873                      | CUSIP: 3128PUMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24695 | PA      | $24101.83      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -REV - F                 | CUSIP: 64990FRB2<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    3240000 | PA      | $2548660.14    | 0.00%             | 2039-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9155965.10    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3090                      | CUSIP: 31418CNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1358225 | PA      | $1294650.98    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $6373882.85    | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00764                      | CUSIP: 31292GZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42065 | PA      | $42246.90      | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ7859                      | CUSIP: 3138MPWV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1295996 | PA      | $1212689.65    | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1616645000 | PA      | $1615382076.93 | 0.70%             | 2025-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BM4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1901251.08    | 0.00%             | 2026-03-30      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LAX1<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    6610000 | PA      | $6382011.71    | 0.00%             | 2024-06-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    8598000 | PA      | $8175876.12    | 0.00%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3778                      | CUSIP: 31418RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59753 | PA      | $60113.76      | 0.00%             | 2040-05-01      | Floating      | 3.16%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   14335000 | PA      | $12186085.74   | 0.01%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $2614929.30    | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $4932033.59    | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2013-GC17                                    | CGCMT 2013-GC17 AS             | CUSIP: 17321RAH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $733972.28     | 0.00%             | 2046-11-10      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725222                      | CUSIP: 31402CVP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     553218 | PA      | $565048.16     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783243                      | CUSIP: 36241LS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     295873 | PA      | $296030.46     | 0.00%             | 2025-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8214                      | CUSIP: 3132DWDT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  141418340 | PA      | $128826196.21  | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AH7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $2940382.41    | 0.00%             | 2023-09-13      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1765882.43    | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST                                          | COMET 2019-A3 A3               | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |   15250000 | PA      | $13910008.43   | 0.01%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 A5               | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12610000 | PA      | $11012927.11   | 0.00%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725250                      | CUSIP: 31402CWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132836 | PA      | $135185.84     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC1840                      | CUSIP: 31417LBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31157 | PA      | $30965.65      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   11055000 | PA      | $9265664.23    | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1007                      | CUSIP: 3138XQDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6697430 | PA      | $6491953.14    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $3999521.06    | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    3936000 | PA      | $3455536.34    | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH          | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    9150000 | PA      | $8834052.33    | 0.00%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4183                      | CUSIP: 31418DUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33363506 | PA      | $28541234.58   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D96976                      | CUSIP: 3128E3XD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3427 | PA      | $3318.31       | 0.00%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2495                      | CUSIP: 31418BXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9781186 | PA      | $9131589.72    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 A3               | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     711659 | PA      | $653101.67     | 0.00%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   15722000 | PA      | $14967593.82   | 0.01%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94760                      | CUSIP: 312943JD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     377531 | PA      | $365922.68     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3595990.72    | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BB1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    8003000 | PA      | $7362174.82    | 0.00%             | 2025-10-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   13925000 | PA      | $12076984.29   | 0.01%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    9520000 | PA      | $7954989.87    | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5141                        | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     582709 | PA      | $595062.21     | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 B                | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    1525000 | PA      | $1403634.86    | 0.00%             | 2050-04-15      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    4150000 | PA      | $3880019.18    | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8276                      | CUSIP: 3132DWFR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39444331 | PA      | $38901774.62   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    1243000 | PA      | $1056057.36    | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2302111.85    | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3553962.26    | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793649                      | CUSIP: 31405MWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        671 | PA      | $678.53        | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AT4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    3100000 | PA      | $2984661.77    | 0.00%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 AS              | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2125000 | PA      | $1685506.65    | 0.00%             | 2043-09-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252496                      | CUSIP: 31371HNM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2316 | PA      | $2363.43       | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    8283000 | PA      | $7851330.05    | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                            | UBSCM 2017-C1 A4               | CUSIP: 90276EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7950000 | PA      | $7304804.24    | 0.00%             | 2050-06-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| BGC Partners Inc                                                                 | BGC PARTNERS INC               | CUSIP: 05541TAP6<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7020766.88    | 0.00%             | 2025-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4 1/23                    | CUSIP: 01F040412<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22800000 | PA      | $22247811.36   | 0.01%             | 2023-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930922                      | CUSIP: 31412PG70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     884169 | PA      | $879137.37     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91596                      | CUSIP: 3128P7XZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1596921 | PA      | $1426641.26    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37198                      | CUSIP: 3132QT7L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107755 | PA      | $97352.51      | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8149                      | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17372163 | PA      | $15972418.36   | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887615                      | CUSIP: 31410FDU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4513 | PA      | $4765.60       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   26450000 | PA      | $23806478.03   | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13333690.95   | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    8065000 | PA      | $5199374.04    | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35072                      | CUSIP: 31297QT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26098 | PA      | $26220.10      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 AS              | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3125000 | PA      | $2644640.31    | 0.00%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701361                      | CUSIP: 36296UFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29309 | PA      | $29508.11      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AV4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4694824.59    | 0.00%             | 2045-05-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAF3<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   30000000 | PA      | $29145096.30   | 0.01%             | 2025-06-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   20743000 | PA      | $17706435.96   | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18474                      | CUSIP: 3128MMQ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3088059 | PA      | $2866385.71    | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8157                      | CUSIP: 3132DWB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21909836 | PA      | $19329176.81   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 Australia Pty Ltd                                             | CNOOC FINANCE                  | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3935369.20    | 0.00%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2801                      | CUSIP: 3140QADF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1643236 | PA      | $1618117.07    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     600000 | PA      | $574697.03     | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A59270                      | CUSIP: 3128KNJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          1 | PA      | $1.03          | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A11301                      | CUSIP: 31296KNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11427 | PA      | $11440.88      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 960463                      | CUSIP: 31414AQQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27664 | PA      | $29098.14      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   12457000 | PA      | $8102708.34    | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | MSBAM 2016-C32 AS              | CUSIP: 61691GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3050000 | PA      | $2789502.25    | 0.00%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783390                      | CUSIP: 36241LXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1256330 | PA      | $1221222.63    | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY CARD ISSUANCE TRUST_22-A1                                              | SYNIT 2022-A1 A                | CUSIP: 87166PAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10725000 | PA      | $10326836.52   | 0.00%             | 2028-04-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   16550000 | PA      | $16158366.92   | 0.01%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7481302.57    | 0.00%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30703                      | CUSIP: 3132J4AD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1204025 | PA      | $1121464.17    | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   27550000 | PA      | $25632920.30   | 0.01%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   35592000 | PA      | $34830374.62   | 0.02%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BM3956                      | CUSIP: 3617JUMD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1279565 | PA      | $1268297.90    | 0.00%             | 2049-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2780000 | PA      | $2307924.17    | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01771                      | CUSIP: 31283H6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     489492 | PA      | $492856.10     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AM7<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $8998632.66    | 0.00%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    7785000 | PA      | $7787677.50    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 664444                      | CUSIP: 36295AER2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1846 | PA      | $1862.62       | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q18251                      | CUSIP: 3132J9TH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6248888 | PA      | $5789013.67    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7582                      | CUSIP: 3138WHM82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2252681 | PA      | $2023906.26    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6064                      | CUSIP: 3138WFW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3206285 | PA      | $2889723.10    | 0.00%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | WFCM 2016-LC24 ASB             | CUSIP: 95000HBG6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    2281941 | PA      | $2184445.98    | 0.00%             | 2049-10-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1366                      | CUSIP: 31416WQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     342688 | PA      | $340708.57     | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   42350000 | PA      | $33585357.50   | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    9075000 | PA      | $7403245.15    | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   11912000 | PA      | $10970030.96   | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AZ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3811000 | PA      | $3318537.47    | 0.00%             | 2026-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4286                      | CUSIP: 3140X7XQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11754711 | PA      | $9689772.89    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   79900000 | PA      | $53965943.74   | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4088346.83    | 0.00%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0535                      | CUSIP: 3138MFSZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7642862 | PA      | $7058732.65    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO WTR-BAB          | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5795000 | PA      | $7023214.32    | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93497                      | CUSIP: 3129413E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     362647 | PA      | $360905.55     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13918381.20   | 0.01%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93093                      | CUSIP: 312941NJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4965382 | PA      | $4941551.11    | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ACT9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $9780297.70    | 0.00%             | 2024-05-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $18423701.50   | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6709                      | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   68944774 | PA      | $60270508.02   | 0.03%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97644                      | CUSIP: 312946P59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19145 | PA      | $18633.61      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5289000 | PA      | $4127916.99    | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286X3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  238579000 | PA      | $223108631.04  | 0.10%             | 2026-05-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2521000 | PA      | $2353579.21    | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2909                      | CUSIP: 31418CGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1698047 | PA      | $1629451.36    | 0.00%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AM6<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4840000 | PA      | $4663548.60    | 0.00%             | 2024-06-14      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0535                      | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1408382 | PA      | $1369919.44    | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422ETC3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1694738.27    | 0.00%             | 2025-09-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BR3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2954429.19    | 0.00%             | 2025-08-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J23926                      | CUSIP: 31307CLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1244951 | PA      | $1164942.39    | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   11504000 | PA      | $8849108.61    | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q44452                      | CUSIP: 3132WH5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5491202 | PA      | $4933080.71    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   11209000 | PA      | $8434654.58    | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78865                      | CUSIP: 31288HZ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21482 | PA      | $21773.08      | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   10161000 | PA      | $10726464.53   | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   14550000 | PA      | $13517532.73   | 0.01%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2445640.35    | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                 | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6151632.30    | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01251                      | CUSIP: 31292HL85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5479 | PA      | $5528.62       | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   56731000 | PA      | $52782546.79   | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9 A3              | CUSIP: 06540RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2807818 | PA      | $2637971.59    | 0.00%             | 2054-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBY4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     625000 | PA      | $586819.76     | 0.00%             | 2054-10-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 1/23                  | CUSIP: 01F042616<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42415000 | PA      | $40930475.00   | 0.02%             | 2023-01-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  136061000 | PA      | $128875278.44  | 0.06%             | 2024-10-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03812                      | CUSIP: 3128M5R93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     201382 | PA      | $205505.63     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9096550.30    | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615904                      | CUSIP: 36290SGM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4795 | PA      | $4824.63       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7464823.52    | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725249                      | CUSIP: 31402CWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     188385 | PA      | $191709.29     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93990                      | CUSIP: 312942NF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9571948 | PA      | $9302274.35    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9 A4              | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6150000 | PA      | $5686575.98    | 0.00%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782451                      | CUSIP: 36241KWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5857 | PA      | $5642.65       | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K152 A2                   | CUSIP: 3137BPVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3500000 | PA      | $3196847.15    | 0.00%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   11860000 | PA      | $12277987.67   | 0.01%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3904                      | CUSIP: 3140X7KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18865646 | PA      | $18023614.12   | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1200                      | CUSIP: 31418AKN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2829433 | PA      | $2588404.53    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559433                      | CUSIP: 36213NPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5596 | PA      | $5642.06       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-A                                          | FORDO 2022-A A3                | CUSIP: 345286AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2550000 | PA      | $2425887.93    | 0.00%             | 2026-06-15      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   11100000 | PA      | $10905020.51   | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   19410000 | PA      | $15875674.25   | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $4354042.24    | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBB9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11437705.89   | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8409                      | CUSIP: 3138WJKX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     966854 | PA      | $906391.47     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    3984000 | PA      | $3672031.21    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5487                      | CUSIP: 31419GCZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1143169 | PA      | $1130874.48    | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2101                      | CUSIP: 3140E6KP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2692576 | PA      | $2513761.58    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03517                      | CUSIP: 31292K4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2458727 | PA      | $2435195.79    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $3604958.04    | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  594900000 | PA      | $512915343.75  | 0.22%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | CF 2019-CF1 A5                 | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5705000 | PA      | $5148324.93    | 0.00%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41693                      | CUSIP: 3128K13A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11008 | PA      | $11242.83      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   40000000 | PA      | $39794176.40   | 0.02%             | 2026-07-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2016-C1                               | JPMBB 2016-C1 ASB              | CUSIP: 46645LAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1719079 | PA      | $1664406.73    | 0.00%             | 2049-03-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   17254000 | PA      | $11400211.95   | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   13390000 | PA      | $11067502.36   | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128285N6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  226497000 | PA      | $217897180.71  | 0.10%             | 2025-11-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   11795000 | PA      | $11133768.53   | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Airlines 2021-1 Class A Pass Through Trust                              | AM AIRLN 21-1A                 | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9097000 | PA      | $7269277.06    | 0.00%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7418                      | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  210647874 | PA      | $183432294.90  | 0.08%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | MARATHON OIL COR               | CUSIP: 565849AM8<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    3148000 | PA      | $2693147.09    | 0.00%             | 2045-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1772                      | CUSIP: 31418A6J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3272630 | PA      | $3096803.21    | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DA4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   23489000 | PA      | $22075378.43   | 0.01%             | 2026-03-10      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54665                      | CUSIP: 3128KHFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9316 | PA      | $9304.29       | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03432                      | CUSIP: 3128M5ED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     135177 | PA      | $137271.46     | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599AT3<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    1144000 | PA      | $1255268.79    | 0.00%             | 2029-08-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   44833000 | PA      | $41208016.58   | 0.02%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   10550000 | PA      | $9781581.68    | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEU1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  550220000 | PA      | $531564130.64  | 0.23%             | 2025-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 737215                      | CUSIP: 31402TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16356 | PA      | $16705.34      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1654323.72    | 0.00%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08068                      | CUSIP: 3128MJCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1063079 | PA      | $1085822.36    | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4024                      | CUSIP: 3140QBPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7590282 | PA      | $7039979.88    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745950                      | CUSIP: 31403DWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     502174 | PA      | $531522.04     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4206                      | CUSIP: 3138AVU86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     451956 | PA      | $422876.92     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   20800000 | PA      | $18390476.42   | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |   11325000 | PA      | $11627333.90   | 0.01%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   13801000 | PA      | $11931738.18   | 0.01%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HKC3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   18808000 | PA      | $18154595.97   | 0.01%             | 2025-01-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5137000 | PA      | $4397743.53    | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUX5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2922854.91    | 0.00%             | 2024-03-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATIONA               | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11408323.03   | 0.00%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   11082000 | PA      | $7879278.40    | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71410                      | CUSIP: 3128L4R71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17038 | PA      | $17318.11      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BP2<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1082240.50    | 0.00%             | 2028-06-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BQ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   18743000 | PA      | $18629763.98   | 0.01%             | 2025-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08784                      | CUSIP: 3128MJ2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18521188 | PA      | $17191550.35   | 0.01%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814EJ8<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    7240000 | PA      | $7564870.46    | 0.00%             | 2024-07-07      | Fixed         | 8.05%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    9277000 | PA      | $7909213.59    | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   20690000 | PA      | $14812280.32   | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 762808                      | CUSIP: 36176DGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1258594 | PA      | $1260306.02    | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622278                      | CUSIP: 36291AJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14484 | PA      | $14493.42      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5217                      | CUSIP: 3140X8YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19511161 | PA      | $16073971.31   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0291                      | CUSIP: 3132DMKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34148279 | PA      | $34018877.46   | 0.01%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0416                      | CUSIP: 3140XFPA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25272656 | PA      | $22463883.22   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    9650000 | PA      | $8913142.50    | 0.00%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1660                      | CUSIP: 3138X0Z27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1979887 | PA      | $1894507.76    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | NORSK HYDRO A/S                | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    4350000 | PA      | $4824559.12    | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310156                      | CUSIP: 31374CQH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22722 | PA      | $22725.59      | 0.00%             | 2025-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0023                      | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5096549 | PA      | $4957255.00    | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9673                      | CUSIP: 3138WKXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3624568 | PA      | $3364019.10    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_20-4                                               | CARMX 2020-4 B                 | CUSIP: 14316HAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     200000 | PA      | $182567.18     | 0.00%             | 2026-06-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  101980000 | PA      | $92054164.22   | 0.04%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                    | NATIONAL HEALTH                | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6120616.17    | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AV7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   17328000 | PA      | $17060115.70   | 0.01%             | 2024-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04236                      | CUSIP: 31292LV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     552574 | PA      | $495734.79     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5140                        | CUSIP: 36202FV94<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8701958 | PA      | $8703069.84    | 0.00%             | 2041-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   10602000 | PA      | $6386859.91    | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46869                      | CUSIP: 3132WLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     880716 | PA      | $843229.04     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8184                      | CUSIP: 3132DWCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18019483 | PA      | $15943804.69   | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03092                      | CUSIP: 3128M4XV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     687000 | PA      | $704598.29     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   16175000 | PA      | $15143248.83   | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |   15932000 | PA      | $12765225.52   | 0.01%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4839                      | CUSIP: 36179TLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1346616 | PA      | $1329748.09    | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  555620000 | PA      | $479569512.50  | 0.21%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    6491000 | PA      | $4954895.05    | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   20031000 | PA      | $18294222.56   | 0.01%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4234663.59    | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90732                      | CUSIP: 31335HY56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25768 | PA      | $24177.10      | 0.00%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13637                      | CUSIP: 3132HQBE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2818818 | PA      | $2529091.91    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    3393000 | PA      | $2540432.34    | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05852                      | CUSIP: 3128M7ZR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     200975 | PA      | $203569.53     | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733756                      | CUSIP: 31402NE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16492 | PA      | $16784.40      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp                                                            | STIFEL FINANCIAL               | CUSIP: 860630AD4<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    9738000 | PA      | $9546422.48    | 0.00%             | 2024-07-18      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $4744675.88    | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0266                      | CUSIP: 3132DMJK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11039349 | PA      | $11665604.04   | 0.01%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                         | KANSAS CITY SOUT               | CUSIP: 485170AQ7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    4140000 | PA      | $3441920.11    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649520                      | CUSIP: 36292HSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13008 | PA      | $13203.57      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4080935.90    | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18401                      | CUSIP: 3128MMNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     644625 | PA      | $621621.47     | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCL6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2290624.40    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-1A                                   | EART 2022-1A D                 | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1700000 | PA      | $1574838.35    | 0.00%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11897000 | PA      | $10126013.89   | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    7965000 | PA      | $7934747.34    | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781287                      | CUSIP: 36225BNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14059 | PA      | $14577.62      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   12626000 | PA      | $10707408.85   | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7771                      | CUSIP: 3133KPT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4432942 | PA      | $4169192.16    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 630237                      | CUSIP: 31389NEJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5253 | PA      | $5326.95       | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-1                                    | HAROT 2020-1 A4                | CUSIP: 43813RAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     765000 | PA      | $752235.98     | 0.00%             | 2026-10-21      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   38500000 | PA      | $30899554.46   | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0944                      | CUSIP: 3138A2BN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     595392 | PA      | $584478.67     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03504                      | CUSIP: 3128M5GM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     300860 | PA      | $324113.80     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3172                      | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21153333 | PA      | $19347851.24   | 0.01%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819903                      | CUSIP: 31406T3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3025 | PA      | $3210.87       | 0.00%             | 2035-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2607                      | CUSIP: 3140XH3R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64767270 | PA      | $61218230.83   | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | CREDIT SUISSE                  | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   32302000 | PA      | $29170632.17   | 0.01%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08783                      | CUSIP: 3128MJ2R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7426756 | PA      | $6653642.49    | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AZ6<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3809000 | PA      | $3689892.46    | 0.00%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $8658280.36    | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines 2019-1 Class AA Pass Through Trust                               | DELTA AIR 2019AA               | CUSIP: 24737BAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3872516.20    | 0.00%             | 2025-10-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3029000 | PA      | $2906207.34    | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781839                      | CUSIP: 36241KBG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        757 | PA      | $762.65        | 0.00%             | 2025-06-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6432                      | CUSIP: 31418UEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1655069 | PA      | $1639221.96    | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4491                      | CUSIP: 3138M77D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4373923 | PA      | $3923228.03    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253895                      | CUSIP: 31371J7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5244 | PA      | $5404.70       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1348                      | CUSIP: 31418AQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7478042 | PA      | $6484883.36    | 0.00%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93494                      | CUSIP: 3129413B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     675184 | PA      | $656191.11     | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   17370000 | PA      | $16202148.37   | 0.01%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC19                                    | CGCMT 2014-GC19 AAB            | CUSIP: 17322AAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     159999 | PA      | $158067.95     | 0.00%             | 2047-03-12      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3708000 | PA      | $3444980.07    | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1505000 | PA      | $993884.39     | 0.00%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8150                      | CUSIP: 3132DWBT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  168904248 | PA      | $138238736.07  | 0.06%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5950000 | PA      | $4911617.90    | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2140273.98    | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M4 A2                 | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6596068 | PA      | $6170344.68    | 0.00%             | 2028-03-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6658                      | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3877378 | PA      | $3732464.17    | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9518                      | CUSIP: 3140XDSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68142394 | PA      | $57929191.39   | 0.03%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92141                      | CUSIP: 312940LW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     994150 | PA      | $984612.82     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545723                      | CUSIP: 31385JG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4622 | PA      | $4998.57       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08528                      | CUSIP: 3128MJSS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6437336 | PA      | $5819389.13    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1754                      | CUSIP: 3140X45Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3936324 | PA      | $3675843.54    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7575                      | CUSIP: 31417EMZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3229090 | PA      | $2849360.88    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | ROYAL BK SCOTLND               | CUSIP: 780097BA8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1662219.61    | 0.00%             | 2026-04-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01797                      | CUSIP: 31292H7J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     178519 | PA      | $179210.18     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-3A                                   | EART 2020-3A C                 | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1806135 | PA      | $1785388.34    | 0.00%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   22540000 | PA      | $21520289.27   | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4689                      | CUSIP: 31417BF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86130 | PA      | $80041.94      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $8266791.80    | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  744896000 | PA      | $643753127.24  | 0.28%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 A4               | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2306378 | PA      | $2169126.54    | 0.00%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2138501.27    | 0.00%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BB0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4945246.40    | 0.00%             | 2025-03-24      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                              | JPMBB 2015-C30 A5              | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3429371.88    | 0.00%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    8775000 | PA      | $8251657.07    | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K036 A2                   | CUSIP: 3137B7MZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400000 | PA      | $394515.56     | 0.00%             | 2023-10-25      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10664685.60   | 0.00%             | 2026-02-01      | Fixed         | 7.85%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   12000000 | PA      | $10472884.44   | 0.00%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    6265000 | PA      | $6059812.67    | 0.00%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | CAMPBELL SOUP CO               | CUSIP: 134429BF5<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    6660000 | PA      | $6506121.50    | 0.00%             | 2025-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   38472000 | PA      | $30040262.19   | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A11748                      | CUSIP: 31296K5H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89441 | PA      | $88549.33      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBB4<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   11000000 | PA      | $10189281.19   | 0.00%             | 2024-10-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3736405.77    | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                           | GSK CONSUMER                   | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $3711329.00    | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   16068000 | PA      | $14197344.32   | 0.01%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2964                      | CUSIP: 31418CJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5385100 | PA      | $5132954.33    | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     900000 | PA      | $942027.41     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13870                      | CUSIP: 31296NJP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10926 | PA      | $11160.95      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6786                      | CUSIP: 31417DRG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1692229 | PA      | $1573593.55    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY4786                      | CUSIP: 3138YJJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2395333 | PA      | $2236529.78    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GV9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2657428.83    | 0.00%             | 2026-02-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01403                      | CUSIP: 31292HRY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25533 | PA      | $26980.47      | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2939                      | CUSIP: 3140FNHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82583 | PA      | $79298.44      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9182                      | CUSIP: 3140E2FY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2134993 | PA      | $2028305.17    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-TXBL                | CUSIP: 13063DGB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8500000 | PA      | $8280739.10    | 0.00%             | 2025-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CSAIL 2017-CX9 A5              | CUSIP: 12595FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4175000 | PA      | $3822327.73    | 0.00%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   21375000 | PA      | $16134913.19   | 0.01%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AW3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    6216000 | PA      | $6113970.82    | 0.00%             | 2024-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   16050000 | PA      | $11677963.47   | 0.01%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61658                      | CUSIP: 31335BZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7316700 | PA      | $7245978.41    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2979                      | CUSIP: 3140X6JZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10104212 | PA      | $9687187.48    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    9150000 | PA      | $8100653.75    | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96409                      | CUSIP: 312945DN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4277355 | PA      | $4002875.80    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02120                      | CUSIP: 3128LXK90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1074 | PA      | $1137.13       | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5260                      | CUSIP: 3140HJZ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1042178 | PA      | $1021815.00    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630CY2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    4300000 | PA      | $4093965.80    | 0.00%             | 2024-10-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $2072154.28    | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | BB&T CORPORATION               | CUSIP: 05531FBF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4057428.22    | 0.00%             | 2023-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22371                      | CUSIP: 31296YT45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16178 | PA      | $16576.66      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283J7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  141200000 | PA      | $135132805.44  | 0.06%             | 2024-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2775212.72    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0978                      | CUSIP: 31418ACQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     473813 | PA      | $451762.30     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    4970000 | PA      | $3937039.28    | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   13861000 | PA      | $11741041.55   | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6504420.24    | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    7575000 | PA      | $9415351.48    | 0.00%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORG-WARNER AUTO               | CUSIP: 099724AJ5<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    2788000 | PA      | $2668894.02    | 0.00%             | 2025-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | NATIONAL RETAIL                | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    8375000 | PA      | $5190718.64    | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1728000 | PA      | $1813587.18    | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     965000 | PA      | $741750.91     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                 | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     810000 | PA      | $484729.74     | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   19425000 | PA      | $18127463.22   | 0.01%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5109                      | CUSIP: 3140X8VB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8386216 | PA      | $7856927.64    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01777                      | CUSIP: 31283H6N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     546538 | PA      | $578494.32     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                                | NORTHWESTERN CRP               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $1971326.08    | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6247000.18    | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $852972.69     | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    5300000 | PA      | $5143643.16    | 0.00%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2573678.38    | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2106                      | CUSIP: 31417LKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138201 | PA      | $139276.03     | 0.00%             | 2039-08-01      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745067                      | CUSIP: 3620C0W46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      79613 | PA      | $80147.90      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2009604.69    | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888276                      | CUSIP: 31410F2H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     416558 | PA      | $434133.17     | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   16585000 | PA      | $15751947.06   | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $2738806.53    | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K047 A2                   | CUSIP: 3137BKRJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4450000 | PA      | $4309446.75    | 0.00%             | 2025-05-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5816994.12    | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $12020634.72   | 0.01%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | BRANCH BKG & TR                | CUSIP: 07330MAC1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $233594.11     | 0.00%             | 2029-09-17      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86228                      | CUSIP: 3129324M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     476667 | PA      | $479482.31     | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA5940                      | CUSIP: 31329PS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1560048 | PA      | $1534806.76    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0318                      | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12251513 | PA      | $11494960.32   | 0.01%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0423                      | CUSIP: 3138LQPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2125387 | PA      | $1906613.96    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   88460000 | PA      | $82907410.03   | 0.04%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8213                      | CUSIP: 3132DWDS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  120222261 | PA      | $105852911.70  | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7506                      | CUSIP: 3132DVKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22617385 | PA      | $21706164.86   | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAV5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2471394.62    | 0.00%             | 2025-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 A4               | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9900000 | PA      | $9059249.43    | 0.00%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   29625000 | PA      | $20718986.45   | 0.01%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4677431.40    | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_19-2                              | FORDF 2019-2 A                 | CUSIP: 34528QGW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8275000 | PA      | $8012588.17    | 0.00%             | 2026-04-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2                                          | DRIVE 2021-2 D                 | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2550000 | PA      | $2376717.30    | 0.00%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603604                      | CUSIP: 36200KRZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25503 | PA      | $26267.61      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | FEMSA                          | CUSIP: 344419AC0<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   26700000 | PA      | $18697660.76   | 0.01%             | 2050-01-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8311525.84    | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19621472.33   | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C73496                      | CUSIP: 31288B3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5060 | PA      | $5505.31       | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 851342                      | CUSIP: 31408GZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12041 | PA      | $11998.81      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08842                      | CUSIP: 3128MJ5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11858940 | PA      | $11331949.90   | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   18647000 | PA      | $15155578.79   | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4459                      | CUSIP: 3138AV5V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65158 | PA      | $60985.16      | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG          | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |    5300000 | PA      | $3603739.24    | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01311                      | CUSIP: 31283HN43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6164 | PA      | $6145.62       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0627                      | CUSIP: 3132CWVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13340979 | PA      | $12230946.94   | 0.01%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1284                      | CUSIP: 36179NM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18257316 | PA      | $16545886.17   | 0.01%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256811                      | CUSIP: 31371NGU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34060 | PA      | $35081.94      | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K078 A2                   | CUSIP: 3137FGR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5200000 | PA      | $5045904.76    | 0.00%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C24                                         | WFRBS 2014-C24 A5              | CUSIP: 92939KAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2075000 | PA      | $1994727.17    | 0.00%             | 2047-11-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2121084.15    | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4097                      | CUSIP: 31418DRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19334216 | PA      | $17166798.03   | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3592                      | CUSIP: 31418C7E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4256535 | PA      | $4050988.49    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC18                                  | WFCM 2014-LC18 ASB             | CUSIP: 94989AAV7<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |     538054 | PA      | $525033.61     | 0.00%             | 2047-12-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   53930000 | PA      | $49956631.75   | 0.02%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AT0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    4196000 | PA      | $3526392.50    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $11899756.74   | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8428                      | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   84480608 | PA      | $83760402.12   | 0.04%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4033192.86    | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   13187000 | PA      | $10021238.98   | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995672                      | CUSIP: 31416CCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3037996 | PA      | $2971091.15    | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   10390000 | PA      | $9814367.30    | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3988                      | CUSIP: 3133KKND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11300104 | PA      | $9656953.34    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $2818028.09    | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3280                      | CUSIP: 3140J7UE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1352801 | PA      | $1331368.39    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773385                      | CUSIP: 31404NF27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24664 | PA      | $25277.23      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37454                      | CUSIP: 31297TH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14042 | PA      | $14141.92      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $9624490.77    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1590000 | PA      | $1342087.57    | 0.00%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    2740000 | PA      | $2809296.74    | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05255                      | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108795 | PA      | $111410.98     | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCG3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4103886.74    | 0.00%             | 2025-06-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7368                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14012504 | PA      | $12557912.12   | 0.01%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725231                      | CUSIP: 31402CVY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     986123 | PA      | $1003521.46    | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04422                      | CUSIP: 31292L4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1409252 | PA      | $1239645.84    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C6                                   | UBSBB 2013-C6 A4               | CUSIP: 90349GBF1<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |    3211902 | PA      | $3194737.54    | 0.00%             | 2046-04-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3972                      | CUSIP: 31418DMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1372545 | PA      | $1340807.33    | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 949741                      | CUSIP: 31413MS65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2604 | PA      | $2684.97       | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2701355.97    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CE4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |   19000000 | PA      | $17647659.80   | 0.01%             | 2024-10-26      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844298                      | CUSIP: 31407X7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10657 | PA      | $11104.55      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C5                                            | UBSCM 2017-C5 A5               | CUSIP: 90276TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3950000 | PA      | $3607007.68    | 0.00%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    6891000 | PA      | $5970887.29    | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3184                      | CUSIP: 31418CRE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7526213 | PA      | $7292017.85    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3                                | SDART 2021-3 C                 | CUSIP: 80287EAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2150000 | PA      | $2068400.84    | 0.00%             | 2027-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730801                      | CUSIP: 31402J3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50040 | PA      | $50926.37      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $890920.47     | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130A1XJ2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    5920000 | PA      | $5766251.68    | 0.00%             | 2024-06-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0181                      | CUSIP: 3132D9FW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5338523 | PA      | $4693699.37    | 0.00%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11978564 | PA      | $11651698.15   | 0.01%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35760                      | CUSIP: 31297RMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153537 | PA      | $154250.58     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $5672568.23    | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    6443000 | PA      | $5788861.47    | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                                          | CSAIL 2017-C8 A4               | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7800000 | PA      | $7113795.00    | 0.00%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                                  | BANK 2020-BN29 A4              | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2775000 | PA      | $2192131.51    | 0.00%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST               | CUSIP: 57582RYN0<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    3922696 | PA      | $3112570.70    | 0.00%             | 2039-09-01      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    5905000 | PA      | $6452098.84    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   14674000 | PA      | $13682023.07   | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9444577.32    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0985                      | CUSIP: 31419BCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3125148 | PA      | $3084249.29    | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    9625000 | PA      | $11232346.90   | 0.00%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS RAPID TRN SR            | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    2945000 | PA      | $3221483.08    | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571225                      | CUSIP: 36200SSN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6388 | PA      | $6444.00       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8540487.99    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   18480000 | PA      | $16297818.77   | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4340                      | CUSIP: 31416MZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4866 | PA      | $4840.79       | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04222                      | CUSIP: 3128M6AX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     327087 | PA      | $332061.13     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449486                      | CUSIP: 36208FJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4427 | PA      | $4630.16       | 0.00%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 AS              | CUSIP: 36264KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $609762.48     | 0.00%             | 2053-12-12      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    3830000 | PA      | $4272219.54    | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   12261000 | PA      | $10920573.16   | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $9431200.17    | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE23 Mortgage Trust                                                  | COMM 2015-CR23 AM              | CUSIP: 12593ABC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1366504.80    | 0.00%             | 2048-05-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130ATVC8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   16000000 | PA      | $16025104.00   | 0.01%             | 2024-06-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5139                      | CUSIP: 36179TV85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3926935 | PA      | $3963465.78    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBE3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    5545000 | PA      | $4310027.75    | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2336020.44    | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_22-4                                                    | VZMT 2022-4 A                  | CUSIP: 92348KAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9800000 | PA      | $9486391.18    | 0.00%             | 2028-11-20      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422ETH2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3937464.34    | 0.00%             | 2026-06-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    7150000 | PA      | $5975708.17    | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2165942.67    | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A4              | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3675000 | PA      | $3391989.35    | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $1701757.82    | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3134621.73    | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08526                      | CUSIP: 3128MJSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1701042 | PA      | $1519217.45    | 0.00%             | 2043-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6606                      | CUSIP: 3140XAKU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24811408 | PA      | $22244782.23   | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1L1251                      | CUSIP: 3128Q3L82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41658 | PA      | $42191.56      | 0.00%             | 2036-02-01      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    4789000 | PA      | $4624048.12    | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4560654.30    | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4777                      | CUSIP: 3140F0JX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9375973 | PA      | $8789708.24    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1089                      | CUSIP: 36179NF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1960322 | PA      | $1776636.36    | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     500000 | PA      | $454079.22     | 0.00%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $9825221.74    | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6811846.72    | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ER9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   12231000 | PA      | $11850603.06   | 0.01%             | 2024-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2079                      | CUSIP: 3140QMJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1853036 | PA      | $1513561.36    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   23500000 | PA      | $19037179.86   | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08578                      | CUSIP: 3128MJUC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     509571 | PA      | $500289.55     | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C17                                         | WFRBS 2013-C17 ASB             | CUSIP: 92938GAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     106559 | PA      | $105516.99     | 0.00%             | 2046-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725419                      | CUSIP: 31402C4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     204298 | PA      | $200049.01     | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17975000 | PA      | $17691794.53   | 0.01%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4520                        | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1102133 | PA      | $1140005.58    | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4069                      | CUSIP: 3128JPMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20912 | PA      | $21383.23      | 0.00%             | 2038-05-01      | Floating      | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692769                      | CUSIP: 36296JT21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17364 | PA      | $17559.26      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0926                      | CUSIP: 31418NA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     497365 | PA      | $515926.45     | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK11                                                                  | BANK 2018-BN11 A3              | CUSIP: 06540TAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4275000 | PA      | $4035976.20    | 0.00%             | 2061-03-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC30                                           | GSMS 2015-GC30 A4              | CUSIP: 36250GAP0<br>LEI: 549300L45M7638EL0H21 | Long             | ABS-MBS          | CORP              | US        |    4675000 | PA      | $4423064.72    | 0.00%             | 2050-05-10      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00810                      | CUSIP: 31283G3T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11705 | PA      | $11881.10      | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 846567                      | CUSIP: 31408BQU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61356 | PA      | $63984.17      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4                    | GMCAR 2020-4 A3                | CUSIP: 36260KAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2993273 | PA      | $2914561.81    | 0.00%             | 2025-08-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4361                      | CUSIP: 31418DZ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18785546 | PA      | $17251471.33   | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745573                      | CUSIP: 31403DJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39293 | PA      | $39509.56      | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   12625000 | PA      | $10346033.60   | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   21200000 | PA      | $18252864.62   | 0.01%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAB0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   13395000 | PA      | $13151676.34   | 0.01%             | 2024-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2843099.25    | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $10147378.86   | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8128250.01    | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $10432749.47   | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254904                      | CUSIP: 31371LDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     421323 | PA      | $444779.92     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   21725000 | PA      | $17685272.53   | 0.01%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $5748644.38    | 0.00%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253836                      | CUSIP: 31371J4V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3123 | PA      | $3349.95       | 0.00%             | 2031-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7614                      | CUSIP: 31418VN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79093 | PA      | $79897.69      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_20-B                       | WOLS 2020-B A4                 | CUSIP: 98163GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     775000 | PA      | $763396.00     | 0.00%             | 2026-02-17      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q           | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1800000 | PA      | $1574679.60    | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4416035.34    | 0.00%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    8619000 | PA      | $8161448.66    | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3695000 | PA      | $3068618.06    | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                           | RIVERSIDE CO-TXBL-REV          | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |     700000 | PA      | $609411.60     | 0.00%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2969                      | CUSIP: 31417MJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35497 | PA      | $36534.48      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   21439000 | PA      | $18185343.40   | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5336                      | CUSIP: 3138AW4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2116849 | PA      | $1998012.48    | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C28                                   | WFCM 2015-C28 A4               | CUSIP: 94989JAZ9<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |    7707186 | PA      | $7324661.40    | 0.00%             | 2048-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8716684.79    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $5673270.74    | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 892398                      | CUSIP: 31410NNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6903 | PA      | $7073.50       | 0.00%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                                    | CGCMT 2016-GC37 A4             | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10750000 | PA      | $10045275.15   | 0.00%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4136                      | CUSIP: 3138LUS22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1874282 | PA      | $1743017.54    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   60256000 | PA      | $50033879.92   | 0.02%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $4031153.54    | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08372                      | CUSIP: 3128MJMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1726269 | PA      | $1715637.93    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8100                      | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   64586389 | PA      | $62122321.65   | 0.03%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6651                      | CUSIP: 31419HL91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55892 | PA      | $57707.29      | 0.00%             | 2040-12-01      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HEU2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2849893.98    | 0.00%             | 2024-02-08      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 A4               | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14339000 | PA      | $13181819.76   | 0.01%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   14798000 | PA      | $10907219.57   | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K732 A2                   | CUSIP: 3137FG7F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10450000 | PA      | $10193849.60   | 0.00%             | 2025-05-25      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1959                      | CUSIP: 31418BE93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3576723 | PA      | $3384759.17    | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $13724584.72   | 0.01%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   32218000 | PA      | $27191401.12   | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-B                                    | TAOT 2021-B A4                 | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2125000 | PA      | $1926294.23    | 0.00%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7938                      | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   44143506 | PA      | $40586784.47   | 0.02%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1641828.60    | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9650000 | PA      | $8673606.25    | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    9122000 | PA      | $7698743.05    | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-A                                     | WOART 2021-A A3                | CUSIP: 98164EAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1841372 | PA      | $1770986.65    | 0.00%             | 2026-01-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $3808783.93    | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3537                      | CUSIP: 3140J74X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2632706 | PA      | $2502700.18    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4146205.85    | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A11787                      | CUSIP: 31296K6Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13573 | PA      | $14184.98      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    5620000 | PA      | $4484683.62    | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4119                      | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  198953448 | PA      | $163163353.92  | 0.07%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4891                      | CUSIP: 3138AJNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1981647 | PA      | $1963389.67    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3955                      | CUSIP: 31417AMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     254396 | PA      | $236184.22     | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    9362000 | PA      | $8227551.69    | 0.00%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $2873991.54    | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $4477140.43    | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3129                      | CUSIP: 3140X6PP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5479638 | PA      | $4864352.01    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1527                      | CUSIP: 31418AVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4253387 | PA      | $3988099.51    | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8021                      | CUSIP: 3132DV4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39512159 | PA      | $33905541.59   | 0.01%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6090                      | CUSIP: 36179UXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6799750 | PA      | $6314194.28    | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $6685816.20    | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| EI du Pont de Nemours and Co                                                     | DUPONT EI NEMOUR               | CUSIP: 263534CN7<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    9165000 | PA      | $8463928.82    | 0.00%             | 2025-07-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08003                      | CUSIP: 3128MJAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     560575 | PA      | $582952.06     | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1342686.42    | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9719                      | CUSIP: 3138ABYR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2009231 | PA      | $1990729.65    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M2 A2                 | CUSIP: 3136B0YM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19594602 | PA      | $18263115.65   | 0.01%             | 2028-01-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4791                      | CUSIP: 3132A5KC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11273516 | PA      | $11042817.02   | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793071                      | CUSIP: 31405MCG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2015 | PA      | $2106.68       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBF7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $5871159.39    | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1227169.38    | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   49682000 | PA      | $48611737.44   | 0.02%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3650222.83    | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    7838000 | PA      | $7026540.80    | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                      | MSBAM 2014-C19 ASB             | CUSIP: 61764PBS0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     741631 | PA      | $726822.51     | 0.00%             | 2047-12-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14324                      | CUSIP: 3128MDAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2787 | PA      | $2792.10       | 0.00%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                  | WFCM 2015-LC22 AS              | CUSIP: 94989TBB9<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    1775000 | PA      | $1663092.82    | 0.00%             | 2058-09-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU7034                      | CUSIP: 3138X6Y82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58507 | PA      | $57162.15      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 757687                      | CUSIP: 31403TXQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25990 | PA      | $26081.48      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10537000 | PA      | $9408053.70    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18710                      | CUSIP: 3128MMYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4790535 | PA      | $4608040.18    | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TDW2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4478871.05    | 0.00%             | 2024-04-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 807347                      | CUSIP: 31406D5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34698 | PA      | $35554.58      | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                              | JPMBB 2014-C26 A4              | CUSIP: 46643TBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12720000 | PA      | $12180502.82   | 0.01%             | 2048-01-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729037                      | CUSIP: 3620AF4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1507087 | PA      | $1552337.11    | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4680                      | CUSIP: 31417BFW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     783683 | PA      | $738609.22     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78521                      | CUSIP: 31288HPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21179 | PA      | $21465.36      | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   16033000 | PA      | $12929589.35   | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4379                      | CUSIP: 3140X72M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2503062 | PA      | $2240145.73    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844209                      | CUSIP: 31407X3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4696 | PA      | $4620.08       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256059                      | CUSIP: 31371MMG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     183688 | PA      | $191451.28     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY1394                      | CUSIP: 3138YERQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3720148 | PA      | $3352377.79    | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01798                      | CUSIP: 31283H7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56734 | PA      | $57824.13      | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    9587000 | PA      | $9828904.17    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0406                      | CUSIP: 3132CWNX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2183757 | PA      | $2015590.64    | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3524                      | CUSIP: 36179R4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1506142 | PA      | $1537932.12    | 0.00%             | 2046-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   31810000 | PA      | $29551316.32   | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6410                      | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21256791 | PA      | $19739081.22   | 0.01%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | NATIONAL RETAIL                | CUSIP: 637417AG1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2686939.01    | 0.00%             | 2024-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A43860                      | CUSIP: 3128K4JD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7137 | PA      | $7108.93       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    7656000 | PA      | $6563719.25    | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3466223.04    | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8660000 | PA      | $7517123.43    | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  284635000 | PA      | $298288599.39  | 0.13%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 1/23                  | CUSIP: 01F052615<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21603000 | PA      | $21673883.76   | 0.01%             | 2023-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745256                      | CUSIP: 31403C5R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     217674 | PA      | $229533.11     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03831                      | CUSIP: 31292LHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     463079 | PA      | $459519.73     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   21140000 | PA      | $19871056.28   | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6943                      | CUSIP: 31418UWD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     324462 | PA      | $327758.51     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29441.43      | 0.00%             | 2030-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   65821000 | PA      | $59699903.04   | 0.03%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0533                      | CUSIP: 36179MSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6457948 | PA      | $5908320.72    | 0.00%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4929816.98    | 0.00%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1330000 | PA      | $1280388.35    | 0.00%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1411773.86    | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE25 Mortgage Trust                                                  | COMM 2015-CR25 A4              | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4750000 | PA      | $4537142.53    | 0.00%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                 | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    4435000 | PA      | $3470772.41    | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3598                      | CUSIP: 36179R7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19649485 | PA      | $19113560.95   | 0.01%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CF9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    3460000 | PA      | $3335201.88    | 0.00%             | 2026-04-17      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                            | OWL ROCK CAPITAL               | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7004636.40    | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $5966098.56    | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76983300 | PA      | $71173462.73   | 0.03%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3905                      | CUSIP: 3138WDKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7368885 | PA      | $7109635.60    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    8615000 | PA      | $9186581.21    | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EQ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   27500000 | PA      | $26032157.80   | 0.01%             | 2024-10-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779084                      | CUSIP: 36176XJ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1915969 | PA      | $1751871.09    | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $8532500.66    | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                   | BANK 2017-BNK4 A4              | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5950000 | PA      | $5542519.61    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2940                      | CUSIP: 3138YUHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2484475 | PA      | $2319495.23    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   24193000 | PA      | $20967611.50   | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAA1<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4794829.45    | 0.00%             | 2024-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0138                      | CUSIP: 36179MEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1104239 | PA      | $1032576.34    | 0.00%             | 2027-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    4798000 | PA      | $4054120.29    | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30555000 | PA      | $29706544.18   | 0.01%             | 2026-04-26      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                 | CUSIP: 44409MAC0<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $1971970.82    | 0.00%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    2535000 | PA      | $2135280.67    | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   20699000 | PA      | $21383303.97   | 0.01%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9933                      | CUSIP: 3140XEBB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20686245 | PA      | $18238940.08   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1970909.50    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | FIFTH THIRD BANK               | CUSIP: 31677QBT5<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10093271.20   | 0.00%             | 2025-10-27      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1719064.56    | 0.00%             | 2060-03-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  128742000 | PA      | $110899157.00  | 0.05%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3223287.88    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE18 Mortgage Trust                                                  | COMM 2014-CR18 AM              | CUSIP: 12632QAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1281000 | PA      | $1229659.70    | 0.00%             | 2047-07-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A72998                      | CUSIP: 3128L6KK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267829 | PA      | $273320.36     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723170                      | CUSIP: 3620A9MT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57678 | PA      | $57832.37      | 0.00%             | 2024-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46278                      | CUSIP: 3128K66P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     317316 | PA      | $322587.76     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5752                      | CUSIP: 3140GUMA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5638077 | PA      | $5233166.88    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WISCONSIN ENERGY               | CUSIP: 976657AL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     926000 | PA      | $885710.83     | 0.00%             | 2025-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5487342.60    | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   16942000 | PA      | $12854101.92   | 0.01%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | WFCM 2016-LC24 A4              | CUSIP: 95000HBF8<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |    6529000 | PA      | $5973731.40    | 0.00%             | 2049-10-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   22550000 | PA      | $18339823.90   | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FE8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   54745000 | PA      | $51474571.47   | 0.02%             | 2024-06-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057BV5<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4656503.99    | 0.00%             | 2025-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   19088000 | PA      | $18020086.53   | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3293                      | CUSIP: 3131XJUS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3037416 | PA      | $2842909.40    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K050 A2                   | CUSIP: 3137BLW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6375000 | PA      | $6162552.49    | 0.00%             | 2025-08-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3191                      | CUSIP: 3138EKRM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267815 | PA      | $259867.55     | 0.00%             | 2028-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    7850000 | PA      | $6782482.35    | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0315                      | CUSIP: 3138W9K58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2341353 | PA      | $2259462.85    | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   78854000 | PA      | $66282080.47   | 0.03%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2911                      | CUSIP: 3140E7GV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5508193 | PA      | $5232347.65    | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $773721.89     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                    | COMM 2017-COR2 A3              | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1335019.64    | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   21400000 | PA      | $17276507.83   | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    8117000 | PA      | $5543509.29    | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2472                      | CUSIP: 31418BXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3511267 | PA      | $3196592.77    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBB6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    8235000 | PA      | $8081637.87    | 0.00%             | 2024-02-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A75451                      | CUSIP: 3128L9BU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     172866 | PA      | $176418.70     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2538                      | CUSIP: 3140QMZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24301092 | PA      | $20823782.91   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11213                      | CUSIP: 3132HMK26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3243245 | PA      | $2909822.54    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890335                      | CUSIP: 31410LEG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     253527 | PA      | $248970.86     | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   24225000 | PA      | $22428578.89   | 0.01%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   18747000 | PA      | $18294915.35   | 0.01%             | 2024-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6961                      | CUSIP: 3138X6WX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1316777 | PA      | $1255250.23    | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8154                      | CUSIP: 3132DWBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5609053 | PA      | $4306393.61    | 0.00%             | 2051-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17656845.60   | 0.01%             | 2026-12-09      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3604                      | CUSIP: 3138WDAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2772458 | PA      | $2666739.23    | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 AS               | CUSIP: 46590TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3975000 | PA      | $3606320.74    | 0.00%             | 2050-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0602                      | CUSIP: 3140XFU41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28971267 | PA      | $24700867.49   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-2 Class A Pass Through Trust                                | UNTD AIR 16-2 A                | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     938005 | PA      | $727708.08     | 0.00%             | 2030-04-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   10024000 | PA      | $7433321.86    | 0.00%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $464385.22     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1802                      | CUSIP: 3138EJAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     438786 | PA      | $452866.91     | 0.00%             | 2041-07-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18660236.80   | 0.01%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   14412000 | PA      | $13964945.52   | 0.01%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                     | CRED SUIS NY                   | CUSIP: 22546QAP2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    7847000 | PA      | $7323753.25    | 0.00%             | 2024-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   13409000 | PA      | $11325436.10   | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     575000 | PA      | $576078.85     | 0.00%             | 2032-05-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   16400000 | PA      | $14564434.76   | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C                                     | WOART 2020-C A4                | CUSIP: 98163CAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     775000 | PA      | $720277.56     | 0.00%             | 2026-10-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    8525000 | PA      | $7876856.95    | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    5880000 | PA      | $6577587.74    | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950322                      | CUSIP: 31413NG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12404 | PA      | $12945.49      | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3137EAEU9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   54000000 | PA      | $48862980.00   | 0.02%             | 2025-07-21      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1985192.07    | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18336                      | CUSIP: 3128MMLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27972 | PA      | $27840.68      | 0.00%             | 2025-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $6103579.80    | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5122                        | CUSIP: 36202FVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     375547 | PA      | $368502.41     | 0.00%             | 2026-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   11425000 | PA      | $7847691.74    | 0.00%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8289                      | CUSIP: 3132DWF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39425000 | PA      | $39574247.28   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    9395000 | PA      | $8813678.46    | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   16635000 | PA      | $15432568.30   | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1634                      | CUSIP: 36179NY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     117069 | PA      | $115334.65     | 0.00%             | 2043-12-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| State of Oregon Department of Transportation                                     | OR TRN-TXB-A-SUB LIEN          | CUSIP: 68607DNL5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2900000 | PA      | $3113343.14    | 0.00%             | 2034-11-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3976                      | CUSIP: 3138WDM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29016 | PA      | $27998.26      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9960882.80    | 0.00%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3638                      | CUSIP: 31418DBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5399978 | PA      | $5139094.96    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745140                      | CUSIP: 31403CZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186363 | PA      | $190141.36     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1165                      | CUSIP: 31418AJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14514392 | PA      | $13277709.65   | 0.01%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751248                      | CUSIP: 36230KL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1835389 | PA      | $1783182.38    | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11118000 | PA      | $12465803.56   | 0.01%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1846                      | CUSIP: 3138EJBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126820 | PA      | $127885.61     | 0.00%             | 2037-10-01      | Floating      | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3737                      | CUSIP: 31417AEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4400526 | PA      | $4118936.41    | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAS1<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6600387.08    | 0.00%             | 2026-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8222                      | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76974643 | PA      | $72440636.41   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AG7<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2663086.72    | 0.00%             | 2026-03-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 A4               | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6750000 | PA      | $5929611.75    | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725778                      | CUSIP: 31402DJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5428 | PA      | $5720.81       | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1498707.14    | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0500                      | CUSIP: 31417YRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     382536 | PA      | $394175.64     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5150608.85    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH2683                      | CUSIP: 3138A36V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     938802 | PA      | $912397.12     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   17069000 | PA      | $16020645.23   | 0.01%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4467                      | CUSIP: 31418D6D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24774235 | PA      | $21855319.48   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    9000000 | PA      | $7873881.03    | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    8760000 | PA      | $7548752.26    | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    5041000 | PA      | $4720871.24    | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3462                      | CUSIP: 31418CZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2688506 | PA      | $2586099.78    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889145                      | CUSIP: 31410GZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        219 | PA      | $218.18        | 0.00%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $21194916.80   | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   47215000 | PA      | $43997271.31   | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01139                      | CUSIP: 3132GEHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71911 | PA      | $73971.80      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0714                      | CUSIP: 3140XFYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41164526 | PA      | $35189750.62   | 0.02%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4320                      | CUSIP: 3140X7YS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15333484 | PA      | $14341625.38   | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6060                      | CUSIP: 3140X9WW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12604749 | PA      | $10440626.63   | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD8249                      | CUSIP: 3140FGEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1291532 | PA      | $1139002.70    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   27892000 | PA      | $15281950.38   | 0.01%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4870985.40    | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_20-4                                               | CARMX 2020-4 A4                | CUSIP: 14316HAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     775000 | PA      | $722104.24     | 0.00%             | 2026-06-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4001108.35    | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01870                      | CUSIP: 3128LXCF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     206775 | PA      | $207773.61     | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                   | WFCM 2019-C53 A4               | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8225000 | PA      | $7157861.36    | 0.00%             | 2052-10-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1                                    | DCENT 2021-A2 A2               | CUSIP: 254683CQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8250000 | PA      | $7193735.18    | 0.00%             | 2028-09-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | RIO TINTO ALCAN                | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    5229000 | PA      | $5603656.39    | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Schlumberger Investment SA                                                       | SCHLUMBERGER INV               | CUSIP: 806854AJ4<br>LEI: 529900EZ29I5KXPV2J32 | Long             | DBT              | CORP              | LU        |   10060000 | PA      | $8624000.39    | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                | VORNADO RLTY LP                | CUSIP: 929043AK3<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $5845135.45    | 0.00%             | 2026-06-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                   | WFCM 2017-C38 AS               | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4556000 | PA      | $4076828.17    | 0.00%             | 2050-07-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4329                      | CUSIP: 31418DY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68525076 | PA      | $61086617.75   | 0.03%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06091                      | CUSIP: 3128M8C44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     805111 | PA      | $815474.22     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3935                      | CUSIP: 36179SLQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2058538 | PA      | $1786369.21    | 0.00%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    9950000 | PA      | $9146768.44    | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2714                      | CUSIP: 3138EKAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2006591 | PA      | $1864849.88    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214CX9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   38397000 | PA      | $35958254.09   | 0.02%             | 2026-05-13      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7467                      | CUSIP: 3138EQJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3498416 | PA      | $3353097.49    | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                   | CUSIP: 166764BT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10264963.17   | 0.00%             | 2024-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06385                      | CUSIP: 3128M8NA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     739279 | PA      | $748793.98     | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84058                      | CUSIP: 312930QK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21759 | PA      | $22206.49      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $5460827.60    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | UNITED TECH CORP               | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3226796.39    | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   15830000 | PA      | $13490277.40   | 0.01%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   21460000 | PA      | $13555549.57   | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    6200000 | PA      | $5312587.99    | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston University                                                    | BOSTON UNIVERSTY               | CUSIP: 89838QAA1<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $2504164.27    | 0.00%             | 2048-10-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79462                      | CUSIP: 31288JQP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        423 | PA      | $427.95        | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3937                      | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12684887 | PA      | $11862343.07   | 0.01%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5924622.13    | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57214                      | CUSIP: 3128KLAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173878 | PA      | $174288.26     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0437                      | CUSIP: 3132CWPW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22102669 | PA      | $19831628.39   | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81429                      | CUSIP: 3132L6SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1254036 | PA      | $1197054.49    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5413678.59    | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91336                      | CUSIP: 3128P7PV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     481134 | PA      | $475461.54     | 0.00%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $3252650.45    | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20050000 | PA      | $19169651.82   | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K134 A1                   | CUSIP: 3137H4CC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     839777 | PA      | $710600.03     | 0.00%             | 2031-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90824                      | CUSIP: 31335H4H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41766 | PA      | $41488.72      | 0.00%             | 2024-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY3376                      | CUSIP: 3138YGXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3038590 | PA      | $2836982.74    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $9077039.48    | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                        | HCP Inc                        | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   11270000 | PA      | $10025524.11   | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   11715000 | PA      | $8262508.55    | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8371089.30    | 0.00%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC TRANSL FIN -BABS           | CUSIP: 64971M5L2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3080000 | PA      | $3159800.03    | 0.00%             | 2038-11-01      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6374                      | CUSIP: 31418UCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2389598 | PA      | $2462396.66    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A4                 | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8460000 | PA      | $7213577.20    | 0.00%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 B               | CUSIP: 12591KAH8<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     350000 | PA      | $294437.40     | 0.00%             | 2046-10-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Integris Baptist Medical Center Inc                                              | INTEGRIS BAPTIST               | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4325628.78    | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1812                      | CUSIP: 3132DPAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18293449 | PA      | $18155706.73   | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presbyterian Healthcare Services                                                 | PRESBYTERIAN HCS               | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3728358.40    | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932851                      | CUSIP: 31412RL88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1487868 | PA      | $1445960.30    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7545000 | PA      | $5030606.87    | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $4914224.37    | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 AM               | CUSIP: 08161HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3622113.60    | 0.00%             | 2051-07-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AQ5<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4139769.14    | 0.00%             | 2025-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   16025000 | PA      | $11338800.28   | 0.00%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $9489362.76    | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8722000 | PA      | $8022330.41    | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AJ0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |     500000 | PA      | $470486.24     | 0.00%             | 2026-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5357                      | CUSIP: 31417B5T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1101924 | PA      | $1022766.56    | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3284                      | CUSIP: 31418CUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2648054 | PA      | $2547120.54    | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2291555.13    | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5886003.90    | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5346                      | CUSIP: 3140X85G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2039216 | PA      | $1833271.81    | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4861                      | CUSIP: 3138WEMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82884 | PA      | $78869.52      | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615885                      | CUSIP: 36290SF22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     129380 | PA      | $135955.93     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   17025000 | PA      | $13168896.41   | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   12400000 | PA      | $10527377.30   | 0.00%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 833348                      | CUSIP: 31407KZM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6019 | PA      | $6148.44       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  100985000 | PA      | $91596590.17   | 0.04%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2014                      | CUSIP: 3140XHGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5891447 | PA      | $5525076.94    | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9278                      | CUSIP: 3138E2JY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3822607 | PA      | $3577494.41    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4142817.20    | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   17550000 | PA      | $16171673.19   | 0.01%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778875                      | CUSIP: 36176XCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1023517 | PA      | $946810.64     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | JBS USA/FOOD/FIN               | CUSIP: 46590XAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3057000 | PA      | $2527471.93    | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1518                      | CUSIP: 3140XGVL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   43552510 | PA      | $35684304.98   | 0.02%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $7530042.48    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $10285287.11   | 0.00%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   20795000 | PA      | $19313710.80   | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3504158.03    | 0.00%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $4995277.95    | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  476593000 | PA      | $426103929.06  | 0.19%             | 2025-10-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A2                   | CUSIP: 3137F83Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7850000 | PA      | $6310239.77    | 0.00%             | 2030-10-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109AX9<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    7615000 | PA      | $6067873.78    | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6630                      | CUSIP: 3140KELL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15376040 | PA      | $12777937.93   | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3336325.80    | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5399                      | CUSIP: 3140X87M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25427222 | PA      | $24111317.44   | 0.01%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 2022-5 B                 | CUSIP: 80287HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1550000 | PA      | $1510027.67    | 0.00%             | 2027-03-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0205                      | CUSIP: 3138W9GP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5159233 | PA      | $4649101.32    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | JBS USA/FOOD/FIN               | CUSIP: 46590XAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   24625000 | PA      | $17455232.53   | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08140                      | CUSIP: 3128MJEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42434 | PA      | $44930.09      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783308                      | CUSIP: 36241LU95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     488528 | PA      | $468048.29     | 0.00%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CMNTY CL           | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5125000 | PA      | $6371145.29    | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254310                      | CUSIP: 31371KN31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5351 | PA      | $5655.66       | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141EC23<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5513000 | PA      | $5408469.16    | 0.00%             | 2024-07-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    4837000 | PA      | $4015558.80    | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO4707                      | CUSIP: 3140K0GR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8620732 | PA      | $7674804.18    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4651                      | CUSIP: 36179TEY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7480404 | PA      | $6799552.30    | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49490                      | CUSIP: 3132WPRL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26650412 | PA      | $24737978.56   | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4806092.47    | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M8 A2                 | CUSIP: 3136BMST6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8375000 | PA      | $6679995.48    | 0.00%             | 2031-12-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8518                      | CUSIP: 3133A3PB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3617607 | PA      | $3226596.97    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-1                                               | CARMX 2022-1 A4                | CUSIP: 14317CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2150000 | PA      | $1954501.58    | 0.00%             | 2027-08-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9128                      | CUSIP: 3138EREA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3648737 | PA      | $3607796.61    | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA COMMONWEALTH                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    5495000 | PA      | $3802685.62    | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A25694                      | CUSIP: 31297DKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        730 | PA      | $743.75        | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAD9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2274001.17    | 0.00%             | 2024-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   11854000 | PA      | $10088193.78   | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01580                      | CUSIP: 31283HXH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55336 | PA      | $59556.64      | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 AS               | CUSIP: 90276VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3250000 | PA      | $2995867.23    | 0.00%             | 2051-02-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   23530000 | PA      | $20395513.88   | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAC5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   19130000 | PA      | $18181960.63   | 0.01%             | 2026-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61555                      | CUSIP: 31335BWQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     553594 | PA      | $535188.31     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08737                      | CUSIP: 3128MJZB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24345799 | PA      | $21871774.12   | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   43050000 | PA      | $40352582.14   | 0.02%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5304                      | CUSIP: 3140HJ3N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     571388 | PA      | $545985.38     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    9750000 | PA      | $9073477.14    | 0.00%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6987                      | CUSIP: 3140QEXR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69370695 | PA      | $56613639.05   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26675                      | CUSIP: 31297EMY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3834 | PA      | $3961.95       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3173                      | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26299279 | PA      | $24669002.69   | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    8225000 | PA      | $7302159.61    | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6307                      | CUSIP: 3138EPAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1927937 | PA      | $1887868.31    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3740                      | CUSIP: 31417AEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     894353 | PA      | $836919.69     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AQ8<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2146258.44    | 0.00%             | 2024-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12786                      | CUSIP: 31296MCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17779 | PA      | $17801.43      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20466                      | CUSIP: 31306XQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2101510 | PA      | $2008979.57    | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0698                      | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   35163524 | PA      | $31357023.53   | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   18670000 | PA      | $17471345.11   | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     500000 | PA      | $593447.22     | 0.00%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18330                      | CUSIP: 3128MMLL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     405299 | PA      | $405515.56     | 0.00%             | 2024-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9175                      | CUSIP: 3140KVFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8806779 | PA      | $7257976.32    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | BEMIS CO INC                   | CUSIP: 081437AS4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2274237.10    | 0.00%             | 2026-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3154                      | CUSIP: 3138WCQG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1132950 | PA      | $1093241.51    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6111                      | CUSIP: 3138WFYH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1812514 | PA      | $1705490.60    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp                                                | STEWART INFO SRV               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2211197.19    | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4236                      | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  288422035 | PA      | $221442910.69  | 0.10%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9744                      | CUSIP: 31418XZJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85719 | PA      | $84797.91      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                                 | EATON VANCE CORP               | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |    5053000 | PA      | $4704913.18    | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | JPMCC 2019-COR4 A5             | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13805000 | PA      | $12752023.63   | 0.01%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735504                      | CUSIP: 31402RDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     828143 | PA      | $837249.73     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    4840000 | PA      | $3419850.15    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  585700000 | PA      | $508460812.50  | 0.22%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AL9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5767260.96    | 0.00%             | 2025-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8889809.70    | 0.00%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLER FINANCE                | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $843723.55     | 0.00%             | 2030-03-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3367000 | PA      | $3413739.15    | 0.00%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12463                      | CUSIP: 3128PRWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260685 | PA      | $264687.47     | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848328                      | CUSIP: 31408DPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20714 | PA      | $21159.17      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   39000000 | PA      | $25911453.36   | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2732000 | PA      | $2326418.86    | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78435                      | CUSIP: 3128LCLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1752 | PA      | $1885.36       | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   10274000 | PA      | $8344375.64    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $8321848.25    | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2013-M12 APT               | CUSIP: 3136AGMB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     811292 | PA      | $806675.12     | 0.00%             | 2023-03-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3518                      | CUSIP: 31418C4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1389650 | PA      | $1365724.31    | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2493509.11    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCK0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23311808.75   | 0.01%             | 2025-06-23      | Variable      | 0.97%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 Mortgage Trust                                                    | COMM 2014-UBS4 A5              | CUSIP: 12591QAR3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5782135.80    | 0.00%             | 2047-08-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2436000 | PA      | $1954204.17    | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    6100000 | PA      | $5919693.58    | 0.00%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6311                      | CUSIP: 3138WGAM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6161323 | PA      | $5752082.68    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy/The                                                           | THE NATURE CONSV               | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $3475348.24    | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   24363000 | PA      | $20415025.55   | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0946                      | CUSIP: 3138A2BQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     794737 | PA      | $772371.91     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2132                      | CUSIP: 3138M5LN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10767120 | PA      | $10013915.96   | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 658746                      | CUSIP: 31390WZK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8659 | PA      | $9171.19       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13881                      | CUSIP: 3128MCRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38178 | PA      | $37518.22      | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AMERISOURCEBERGE               | CUSIP: 03073EAM7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    5725000 | PA      | $5517123.70    | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |   12775000 | PA      | $11191450.35   | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09013                      | CUSIP: 31292SAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4892033 | PA      | $4389101.91    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   22115000 | PA      | $18303322.29   | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20200000 | PA      | $19717952.86   | 0.01%             | 2025-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 AS              | CUSIP: 36257UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2875000 | PA      | $2444473.93    | 0.00%             | 2052-09-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252339                      | CUSIP: 31371HHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3168 | PA      | $3388.82       | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $3945258.74    | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3917000 | PA      | $2709199.71    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  399085000 | PA      | $383869884.38  | 0.17%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BA1<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9710894.50    | 0.00%             | 2025-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7256                      | CUSIP: 36179WBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26046188 | PA      | $23376797.39   | 0.01%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 977132                      | CUSIP: 31414VA97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3113 | PA      | $3109.24       | 0.00%             | 2023-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  480549600 | PA      | $433545842.25  | 0.19%             | 2025-07-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782528                      | CUSIP: 36241KYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     851074 | PA      | $893715.12     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7525                      | CUSIP: 3132DVLE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55972214 | PA      | $48114789.56   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-LC14                                        | WFRBS 2014-LC14 AS             | CUSIP: 96221TAG2<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |    1840000 | PA      | $1785887.07    | 0.00%             | 2047-03-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C66565                      | CUSIP: 31287SJJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4400 | PA      | $4593.74       | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOM INC                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   16940000 | PA      | $11705133.61   | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12551                      | CUSIP: 3128PRZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6044 | PA      | $5900.10       | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6656                      | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29380546 | PA      | $26369324.66   | 0.01%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4283                      | CUSIP: 3140X7XM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21994581 | PA      | $19609816.05   | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2791000 | PA      | $3103554.99    | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                               | FIRST HORIZON                  | CUSIP: 320517AD7<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2916310.68    | 0.00%             | 2025-05-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                   | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    5944000 | PA      | $5121445.50    | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  304418000 | PA      | $237874112.59  | 0.10%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286AL1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    2170000 | PA      | $2360398.06    | 0.00%             | 2024-10-21      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A43586                      | CUSIP: 3128K36X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20415 | PA      | $20118.43      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-B                                      | WOART 2022-B A3                | CUSIP: 98163QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3650000 | PA      | $3523918.42    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8435000 | PA      | $5654662.98    | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0775                      | CUSIP: 3138LQ2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     606346 | PA      | $586601.89     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07096                      | CUSIP: 3128M9GD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2912806 | PA      | $2725141.77    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6137493.18    | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7827                      | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  193702596 | PA      | $168296137.10  | 0.07%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2868                      | CUSIP: 31418CFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15805886 | PA      | $14818296.29   | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                         | INGERSOLL-RND GL               | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     715000 | PA      | $702663.04     | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4              | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5925000 | PA      | $5456279.18    | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A81872                      | CUSIP: 312928CH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         51 | PA      | $51.29         | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBD7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     785000 | PA      | $577045.57     | 0.00%             | 2065-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   22326000 | PA      | $19607459.65   | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1995859.68    | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K082 A2                   | CUSIP: 3137FJKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22870000 | PA      | $22197960.48   | 0.01%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542820                      | CUSIP: 36212TAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6483 | PA      | $6757.14       | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                     | FORTINET INC                   | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4371162.95    | 0.00%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8728                      | CUSIP: 31419KVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41725 | PA      | $39344.06      | 0.00%             | 2025-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3662                      | CUSIP: 3140X7B81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5476071 | PA      | $4877314.26    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05267                      | CUSIP: 3128M7FG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     106264 | PA      | $107633.99     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 A5              | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9675000 | PA      | $7702579.04    | 0.00%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725027                      | CUSIP: 31402CPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8176627 | PA      | $8321026.55    | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01846                      | CUSIP: 31292JBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92024 | PA      | $92358.31      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 796088                      | CUSIP: 31405QND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7018 | PA      | $7044.06       | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB FINANCIAL GR               | CUSIP: 78486QAD3<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    3611062 | PA      | $3465827.18    | 0.00%             | 2025-01-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   14786000 | PA      | $18250946.80   | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-TXBL          | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5300000 | PA      | $3905758.15    | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18251                      | CUSIP: 3128MMH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2949 | PA      | $2939.79       | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | JPMCC 2016-JP3 B               | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1225000 | PA      | $1070418.48    | 0.00%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                                   | WFCM 2020-C58 A4               | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1990000 | PA      | $1584727.35    | 0.00%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3379000 | PA      | $3448044.83    | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  666439000 | PA      | $668729884.06  | 0.29%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3510134.02    | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08222                      | CUSIP: 3128MJG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     155277 | PA      | $157962.76     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7130                      | CUSIP: 3140XA4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16819618 | PA      | $14329559.16   | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-C                                     | WOART 2019-C A4                | CUSIP: 98162RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1400000 | PA      | $1364544.72    | 0.00%             | 2025-12-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605423                      | CUSIP: 36200NSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     145875 | PA      | $150217.17     | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DP5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   16825000 | PA      | $16490532.29   | 0.01%             | 2024-04-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4511                      | CUSIP: 31418EAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  149696143 | PA      | $122509078.34  | 0.05%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410CA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   32100000 | PA      | $27901825.25   | 0.01%             | 2026-02-17      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   28400000 | PA      | $17911789.97   | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT           | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     375000 | PA      | $284036.21     | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JAL5<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    1197000 | PA      | $1163382.60    | 0.00%             | 2025-11-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4013                      | CUSIP: 31418DN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17547693 | PA      | $16154298.83   | 0.01%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 580148                      | CUSIP: 31387CP96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2450 | PA      | $2476.19       | 0.00%             | 2031-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8155                      | CUSIP: 3132D6BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26184080 | PA      | $24563340.06   | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844595                      | CUSIP: 31407YKG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28485 | PA      | $29093.49      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01840                      | CUSIP: 3128LXBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1182314 | PA      | $1187324.31    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-5                                | SDART 2022-5 C                 | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1675000 | PA      | $1614878.56    | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2310                      | CUSIP: 3140FMR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6872302 | PA      | $6174196.65    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    3432000 | PA      | $2674539.72    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605393                      | CUSIP: 36200NRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44719 | PA      | $46729.61      | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24660                      | CUSIP: 31297CE97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16079 | PA      | $16294.27      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582BY7<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    6325000 | PA      | $5011601.42    | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B28 Mortgage Trust                                                | BMARK 2021-B28 A5              | CUSIP: 08163GAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4225000 | PA      | $3363867.26    | 0.00%             | 2054-08-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC2689                      | CUSIP: 3140EW7B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3936122 | PA      | $3642764.96    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    8815000 | PA      | $9252157.09    | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K118 A2                   | CUSIP: 3137F62M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17650000 | PA      | $14175696.34   | 0.01%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                         | MCLAREN HEALTH                 | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    3583000 | PA      | $2994504.75    | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    2147000 | PA      | $1845464.28    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8095                      | CUSIP: 3138WH7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14250097 | PA      | $13348279.43   | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   15000000 | PA      | $14615910.90   | 0.01%             | 2027-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2712881.93    | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   69175000 | PA      | $66649171.72   | 0.03%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     400000 | PA      | $294457.83     | 0.00%             | 2046-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAF2<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   15600000 | PA      | $13678700.72   | 0.01%             | 2026-06-17      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255268                      | CUSIP: 31371LQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117672 | PA      | $119921.61     | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66092                      | CUSIP: 3128KWXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24514 | PA      | $24926.41      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7507                      | CUSIP: 3132DVKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20476924 | PA      | $18398803.30   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3658341.23    | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3813836.16    | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6829                      | CUSIP: 3138WGST2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2552871 | PA      | $2377216.96    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4018                        | CUSIP: 36202EPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     460294 | PA      | $475450.38     | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    7065000 | PA      | $6306686.14    | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1576589.33    | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08347                      | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     759309 | PA      | $754634.30     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783403                      | CUSIP: 36241LX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4258892 | PA      | $4108217.02    | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BG1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   21140000 | PA      | $23422628.71   | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1724708.87    | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3995                      | CUSIP: 3140FBNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     434453 | PA      | $405155.31     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2833                      | CUSIP: 31418CEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46119002 | PA      | $41432596.35   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AF6<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3852119.24    | 0.00%             | 2025-04-14      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5604726.99    | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01841                      | CUSIP: 3128LXBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1050857 | PA      | $1060511.50    | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   25790000 | PA      | $25149633.53   | 0.01%             | 2026-01-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   14450000 | PA      | $10949031.17   | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18520                      | CUSIP: 3128MMSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180192 | PA      | $170983.90     | 0.00%             | 2029-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4226710.94    | 0.00%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1687710000 | PA      | $1578800048.45 | 0.69%             | 2025-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   22800000 | PA      | $22104686.41   | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BJ2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   29950000 | PA      | $28931292.98   | 0.01%             | 2025-11-03      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0976                      | CUSIP: 31418ACN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6637751 | PA      | $6130830.50    | 0.00%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $7052990.59    | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  283440000 | PA      | $262890600.00  | 0.11%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAG5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   19058000 | PA      | $18887264.71   | 0.01%             | 2024-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37                                                                  | BANK 2021-BN37 A5              | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6825000 | PA      | $5602862.95    | 0.00%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2013-GC17                                    | CGCMT 2013-GC17 B              | CUSIP: 17321RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $735727.50     | 0.00%             | 2046-11-10      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PIPELINES LP                | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $6710652.69    | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1370                      | CUSIP: 3140X4QY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8889455 | PA      | $8010362.81    | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   20800000 | PA      | $17250903.28   | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAM2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   11050000 | PA      | $9287346.76    | 0.00%             | 2038-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650493                      | CUSIP: 36292JUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27169 | PA      | $27623.10      | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   14000000 | PA      | $14642244.26   | 0.01%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5930                      | CUSIP: 36179UST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8995769 | PA      | $8353352.84    | 0.00%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2661394.50    | 0.00%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4797                      | CUSIP: 3138M8KK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61627 | PA      | $57312.27      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813252                      | CUSIP: 31406LQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     146018 | PA      | $152212.11     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1335322.60    | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     400000 | PA      | $435726.94     | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 686602                      | CUSIP: 31400FX77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7077 | PA      | $7437.80       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | SUNTRUST BANKS                 | CUSIP: 867914BS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    9092000 | PA      | $8901000.45    | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC27                                    | CGCMT 2015-GC27 AS             | CUSIP: 17323CAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3025000 | PA      | $2826953.25    | 0.00%             | 2048-02-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class AA Pass Through Trust                             | AM AIRLN 17-2 AA               | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4160474 | PA      | $3602772.99    | 0.00%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AJ2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9408983.90    | 0.00%             | 2035-05-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Y79<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  233510000 | PA      | $225556065.63  | 0.10%             | 2025-07-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8043                      | CUSIP: 36179W5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33880743 | PA      | $30205709.01   | 0.01%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2013-GC15                                    | CGCMT 2013-GC15 A4             | CUSIP: 17321JAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2767422.00    | 0.00%             | 2046-09-10      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAC7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   15188000 | PA      | $14435036.22   | 0.01%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   18654000 | PA      | $13771351.13   | 0.01%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6450                      | CUSIP: 3138A8EY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     144373 | PA      | $148219.37     | 0.00%             | 2041-02-01      | Floating      | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1245                      | CUSIP: 3140X4L38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1262797 | PA      | $1240979.30    | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Grid USA                                                                | KEYSPAN CORP                   | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |    2817000 | PA      | $2625758.57    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   11425000 | PA      | $10798737.83   | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   20475000 | PA      | $13762074.28   | 0.01%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8098                      | CUSIP: 3132DV7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  147354285 | PA      | $120845514.08  | 0.05%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $879019.45     | 0.00%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    7067000 | PA      | $6926399.28    | 0.00%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   23015000 | PA      | $18725354.52   | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6132000 | PA      | $6526415.08    | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   27407000 | PA      | $23457961.82   | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 A4               | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7075000 | PA      | $6761172.10    | 0.00%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 621239                      | CUSIP: 31389CEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4771 | PA      | $4692.07       | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                     | SUMITOMO MITSUI                | CUSIP: 865622BW3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    2609000 | PA      | $2507456.15    | 0.00%             | 2025-07-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3529696.89    | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   48385000 | PA      | $47994616.27   | 0.02%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    7500000 | PA      | $5916985.50    | 0.00%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     875000 | PA      | $910341.20     | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q47931                      | CUSIP: 3132WMY57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6936 | PA      | $6808.23       | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAW2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    4271000 | PA      | $4157182.16    | 0.00%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4196                      | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5670817 | PA      | $5302971.53    | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   18429000 | PA      | $14610324.51   | 0.01%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07288                      | CUSIP: 3128M9ND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1825683 | PA      | $1851189.57    | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA/New York NY                                                     | HSBC BANK USA NA               | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     500000 | PA      | $472958.75     | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | MARKEL CORP                    | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    5941000 | PA      | $5205479.90    | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 A5              | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4035000 | PA      | $3422850.55    | 0.00%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4719                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   55309806 | PA      | $51647373.62   | 0.02%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2128753.73    | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $8079263.33    | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORG-WARNER AUTO               | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    4115000 | PA      | $3175510.40    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $7894027.47    | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5066462.15    | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3656963.24    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4898556.02    | 0.00%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR28 Mortgage Trust                                                    | COMM 2016-CR28 A4              | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10969625 | PA      | $10397407.68   | 0.00%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   10509000 | PA      | $8848049.19    | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    7958000 | PA      | $7305944.88    | 0.00%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $5959246.74    | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06875                      | CUSIP: 3128M86L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1423414 | PA      | $1490869.92    | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8449                      | CUSIP: 3138WJL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2138241 | PA      | $2004533.06    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   10925000 | PA      | $8984422.73    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781594                      | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     167200 | PA      | $171809.56     | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EYM3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $3273224.19    | 0.00%             | 2025-01-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3069                      | CUSIP: 3140XJMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11391237 | PA      | $10986473.64   | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08085                      | CUSIP: 3128MJCX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231516 | PA      | $232592.59     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M1 A2                 | CUSIP: 3136AUG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8078376 | PA      | $7475201.73    | 0.00%             | 2026-10-25      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3868452.64    | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB FINANCIAL GR               | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2457100.86    | 0.00%             | 2030-06-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    9600000 | PA      | $9447254.59    | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $6616081.26    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $6964662.43    | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2898                      | CUSIP: 31418CGG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3101589 | PA      | $2872347.00    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   10000000 | PA      | $8972214.60    | 0.00%             | 2026-03-19      | Fixed         | 1.69%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AB1<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1401956.52    | 0.00%             | 2025-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 064159VL7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   26000000 | PA      | $23824976.76   | 0.01%             | 2025-06-11      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Luxembourg Finance SA                                         | TRANE TECH LUX                 | CUSIP: 456873AF5<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    3475000 | PA      | $2844245.31    | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | DDR CORP                       | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5574906.70    | 0.00%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3133X8EW8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    1585000 | PA      | $1600962.54    | 0.00%             | 2024-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | FIRST MERIT BANK               | CUSIP: 320844PD9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3165712.20    | 0.00%             | 2026-11-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4689293.58    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    6794000 | PA      | $6397002.12    | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832444                      | CUSIP: 31407JZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11332 | PA      | $11575.30      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12                              | JPMBB 2013-C12 AS              | CUSIP: 46639NAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     655000 | PA      | $648317.69     | 0.00%             | 2045-07-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0039                      | CUSIP: 3140XFBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5023797 | PA      | $4436421.84    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4317                      | CUSIP: 3140X7YP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16050515 | PA      | $14221759.51   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3480165.00    | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                    | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $6783544.09    | 0.00%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A1                   | CUSIP: 3137F82M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     591775 | PA      | $500150.94     | 0.00%             | 2030-05-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995685                      | CUSIP: 31416CCW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     794214 | PA      | $822546.51     | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7871580.50    | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4749                      | CUSIP: 3140X8H34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5288632 | PA      | $5118126.38    | 0.00%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2977                      | CUSIP: 3138LTJX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2530987 | PA      | $2353517.87    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4628000 | PA      | $4118286.94    | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4048                      | CUSIP: 3140JLQA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      96200 | PA      | $91906.97      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0200                      | CUSIP: 31417YGJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     756441 | PA      | $734038.75     | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1219000.66    | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0554                      | CUSIP: 3138W9TL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4331091 | PA      | $4327149.55    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K120 A2                   | CUSIP: 3137F72P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12360000 | PA      | $9900770.35    | 0.00%             | 2030-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57020                      | CUSIP: 3128KKYR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25946 | PA      | $27037.67      | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09062                      | CUSIP: 31292SB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14499 | PA      | $13635.88      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3329251.10    | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7863                      | CUSIP: 3138WHWZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21895 | PA      | $19669.78      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18642                      | CUSIP: 3128MMWC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2770084 | PA      | $2687532.50    | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08667                      | CUSIP: 3128MJW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4260283 | PA      | $3977704.37    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530AV9<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     325000 | PA      | $324611.03     | 0.00%             | 2023-01-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11096163.78   | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   11620000 | PA      | $11107482.24   | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBB0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   14800000 | PA      | $14695934.69   | 0.01%             | 2024-05-16      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3066                      | CUSIP: 31419DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     678417 | PA      | $671128.74     | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $7010949.60    | 0.00%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11657154.72   | 0.01%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | WFCM 2014-LC16 ASB             | CUSIP: 94988XAV8<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     209382 | PA      | $206004.26     | 0.00%             | 2050-08-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 635042                      | CUSIP: 31389TP30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11384 | PA      | $11339.58      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4079                      | CUSIP: 31418DQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30595697 | PA      | $27164869.69   | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    4745000 | PA      | $4187206.65    | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   11972000 | PA      | $11133346.44   | 0.00%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE21 Mortgage Trust                                                  | COMM 2014-CR21 A3              | CUSIP: 12592RBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5471919 | PA      | $5274008.26    | 0.00%             | 2047-12-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CT9<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   11888000 | PA      | $11896793.08   | 0.01%             | 2026-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02411                      | CUSIP: 3128M4AL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22247 | PA      | $22336.81      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 208251AE8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $8541677.11    | 0.00%             | 2029-04-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    5600000 | PA      | $4936625.57    | 0.00%             | 2027-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    9195000 | PA      | $9289015.56    | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06020                      | CUSIP: 3128M8AV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2039856 | PA      | $2066133.20    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3458960.84    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                    | JPMCC 2013-C16 B               | CUSIP: 46641BAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1229436.38    | 0.00%             | 2046-12-15      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | MARATHON OIL COR               | CUSIP: 565849AE6<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    8457000 | PA      | $8426980.86    | 0.00%             | 2037-10-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6580000 | PA      | $5729139.54    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6338                      | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   63816681 | PA      | $56972316.36   | 0.02%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4705000 | PA      | $4985210.23    | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $8719365.66    | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    8475000 | PA      | $8320756.10    | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  655335000 | PA      | $390948285.94  | 0.17%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730865                      | CUSIP: 31402J6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5788 | PA      | $5667.68       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8063                      | CUSIP: 3132A85Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1278506 | PA      | $1195744.47    | 0.00%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90831                      | CUSIP: 31335H4Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9470 | PA      | $9477.59       | 0.00%             | 2024-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254478                      | CUSIP: 31371KUB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199376 | PA      | $210695.53     | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BY9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   37425000 | PA      | $35190373.46   | 0.02%             | 2026-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1832374.16    | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18301                      | CUSIP: 3128MMKP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27240 | PA      | $26708.17      | 0.00%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M9 A2                 | CUSIP: 3136B4VT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16342205 | PA      | $14953588.31   | 0.01%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1257                      | CUSIP: 3132ADME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10589814 | PA      | $9640465.15    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DW9<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3129490.98    | 0.00%             | 2025-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4855                        | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     411123 | PA      | $418157.39     | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   93722007 | PA      | $81630012.59   | 0.04%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 AS              | CUSIP: 06427DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2533131.44    | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    8725000 | PA      | $10110188.07   | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10675000 | PA      | $9037211.29    | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M3 A2                 | CUSIP: 3136ARTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2948310 | PA      | $2789002.72    | 0.00%             | 2026-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5269792.90    | 0.00%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    6000000 | PA      | $4817470.74    | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | WFCM 2014-LC16 AS              | CUSIP: 94988XAW6<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |     400000 | PA      | $382898.40     | 0.00%             | 2050-08-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7471                      | CUSIP: 36179WJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  163831552 | PA      | $137874293.67  | 0.06%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-1                                    | EART 2021-1A C                 | CUSIP: 30166RAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3151342 | PA      | $3108034.24    | 0.00%             | 2026-01-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  454182000 | PA      | $372996967.50  | 0.16%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4422                      | CUSIP: 31418D4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21788104 | PA      | $18322908.60   | 0.01%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14250000 | PA      | $14332373.84   | 0.01%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6468                      | CUSIP: 3140XAFJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22379822 | PA      | $21374298.37   | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3847747.95    | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1374                      | CUSIP: 36179NQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1192795 | PA      | $1080980.68    | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78015K7L2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   11625000 | PA      | $11095150.52   | 0.00%             | 2024-01-19      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                              | JPMBB 2014-C23 AS              | CUSIP: 46643ABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1722000 | PA      | $1645976.97    | 0.00%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation/The                                                       | ROCKFEL FNDATION               | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $6402861.97    | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    9625000 | PA      | $7948679.01    | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HYF3<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    3000000 | PA      | $2796685.05    | 0.00%             | 2024-10-18      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $18751049.94   | 0.01%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M6 A2                 | CUSIP: 3136ASVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4538379 | PA      | $4238115.17    | 0.00%             | 2026-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   19806000 | PA      | $17279694.59   | 0.01%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CB3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   21150000 | PA      | $18980654.65   | 0.01%             | 2025-09-17      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE22 Mortgage Trust                                                  | COMM 2015-CR22 A5              | CUSIP: 12592XBD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5325000 | PA      | $5054088.50    | 0.00%             | 2048-03-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89385                      | CUSIP: 312936NA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     567329 | PA      | $563836.10     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   18975000 | PA      | $16090252.19   | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                                     | WALGREENS BOOTS                | CUSIP: 931427AC2<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    4646000 | PA      | $3881717.25    | 0.00%             | 2044-11-18      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZW3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  441568000 | PA      | $399895020.00  | 0.17%             | 2025-06-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA4209                      | CUSIP: 31329MVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2266725 | PA      | $2048444.24    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4307                      | CUSIP: 3140X7YD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2545852 | PA      | $2288011.07    | 0.00%             | 2048-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   16650000 | PA      | $13605519.20   | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4524000 | PA      | $4114888.66    | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBT1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   36210000 | PA      | $34142861.26   | 0.01%             | 2025-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8616                      | CUSIP: 31417VSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      78582 | PA      | $81010.83      | 0.00%             | 2040-01-01      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| Dartmouth-Hitchcock Health                                                       | DARTMOUTH-HITCH                | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2404930.65    | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   11559000 | PA      | $11040861.47   | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 A2              | CUSIP: 46643GAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      44517 | PA      | $43060.73      | 0.00%             | 2047-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5908                      | CUSIP: 36184CR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1998466 | PA      | $1855286.34    | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    6730000 | PA      | $5718617.62    | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0843                      | CUSIP: 31417Y5D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2056461 | PA      | $2037547.14    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449539                      | CUSIP: 36208FLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16201 | PA      | $17148.46      | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2505                      | CUSIP: 3140Q9YB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     405131 | PA      | $403609.48     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                    | COMM 2018-COR3 A3              | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6620000 | PA      | $6241592.86    | 0.00%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14749                      | CUSIP: 3128MDQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     629655 | PA      | $600249.08     | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889995                      | CUSIP: 31410KXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     846710 | PA      | $866895.56     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  280130000 | PA      | $267042662.56  | 0.12%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8062                      | CUSIP: 3132D55X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29930654 | PA      | $27551682.21   | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3736                      | CUSIP: 3138X3EJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4844879 | PA      | $4379921.45    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01981                      | CUSIP: 3128LXFW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163504 | PA      | $172714.47     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14649                      | CUSIP: 3128MDL68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     602199 | PA      | $552454.04     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24616                      | CUSIP: 31297CDV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2523 | PA      | $2534.80       | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2215640.44    | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $10904742.89   | 0.00%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | FIFTH THIRD BANK               | CUSIP: 31677AAB0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   22432000 | PA      | $21414224.94   | 0.01%             | 2026-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1697203.20    | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   18400000 | PA      | $16937111.68   | 0.01%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    2059000 | PA      | $1752446.24    | 0.00%             | 2035-10-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17900000 | PA      | $15545320.69   | 0.01%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2469                      | CUSIP: 3133KHW69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9089127 | PA      | $8384091.30    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    8860000 | PA      | $8125696.58    | 0.00%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 1/23                  | CUSIP: 01F032617<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -62450000 | PA      | $-56839254.69  | -0.02%            | 2023-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C29                                   | WFCM 2015-C29 ASB              | CUSIP: 94989KAW3<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |    1746854 | PA      | $1705242.91    | 0.00%             | 2048-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3722                      | CUSIP: 3138AVD44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     735434 | PA      | $679433.48     | 0.00%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                    | COMM 2014-CR14 A2              | CUSIP: 12630DAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     841112 | PA      | $838500.76     | 0.00%             | 2047-02-10      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C23                                         | WFRBS 2014-C23 ASB             | CUSIP: 92939HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     709133 | PA      | $696541.59     | 0.00%             | 2057-10-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7617                      | CUSIP: 3138LYPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9452 | PA      | $8866.71       | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550567                      | CUSIP: 36213CTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11587 | PA      | $11706.32      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                           | GSMS 2014-GC26 AS              | CUSIP: 36250HAJ2<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    1325000 | PA      | $1246863.03    | 0.00%             | 2047-11-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C33                                   | WFCM 2016-C33 A4               | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1359082.25    | 0.00%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JP7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1886467.77    | 0.00%             | 2025-04-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1N1458                      | CUSIP: 3128QHTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2900 | PA      | $2986.29       | 0.00%             | 2037-03-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | NATIONAL RETAIL                | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $1886168.49    | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3276                      | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9492772 | PA      | $8798041.63    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC18                                  | WFCM 2014-LC18 AS              | CUSIP: 94989AAW5<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |   10875000 | PA      | $10282338.60   | 0.00%             | 2047-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                  | COMM 2015-CR27 A4              | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3775000 | PA      | $3599983.07    | 0.00%             | 2048-10-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255892                      | CUSIP: 31371MF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     374131 | PA      | $370731.99     | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735230                      | CUSIP: 31402QY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1040895 | PA      | $1063146.88    | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHF9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   63855000 | PA      | $63616945.37   | 0.03%             | 2024-03-05      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 4.5 1/21                  | CUSIP: 01F042418<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22400000 | PA      | $22246000.00   | 0.01%             | 2023-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $6888844.60    | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 AS              | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1690000 | PA      | $1425429.49    | 0.00%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1830000 | PA      | $1639231.47    | 0.00%             | 2025-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FC2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   40000000 | PA      | $35946449.60   | 0.02%             | 2026-04-14      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BHSH System Obligated Group                                                      | SPECTRUM HEALTH                | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2067873.22    | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885539                      | CUSIP: 31410CZC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23599 | PA      | $24909.85      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4048                      | CUSIP: 31418DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35702052 | PA      | $31699041.74   | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5231                      | CUSIP: 3138EMY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6590788 | PA      | $6518826.25    | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXE9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   33000000 | PA      | $32440270.17   | 0.01%             | 2024-02-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4814                        | CUSIP: 36202FK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206278 | PA      | $202714.13     | 0.00%             | 2025-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4695                        | CUSIP: 36202FGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     884214 | PA      | $860072.75     | 0.00%             | 2040-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2576138.26    | 0.00%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1462                      | CUSIP: 3140HETU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     178980 | PA      | $170882.89     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   45715000 | PA      | $38390145.44   | 0.02%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4143                      | CUSIP: 3140QBS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3749910 | PA      | $3342322.09    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4203                      | CUSIP: 31418DU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1043680 | PA      | $921821.95     | 0.00%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7337                      | CUSIP: 3140XBEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16891882 | PA      | $14965852.31   | 0.01%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03725                      | CUSIP: 3128M5PJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35776 | PA      | $37895.90      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04668                      | CUSIP: 3128M6QV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196058 | PA      | $196586.51     | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7136                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41945154 | PA      | $36535713.81   | 0.02%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     965000 | PA      | $1053318.84    | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  756455000 | PA      | $543702031.25  | 0.24%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5039000 | PA      | $5605486.29    | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $3455751.59    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10600000 | PA      | $9668850.42    | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22302085 | PA      | $20273293.30   | 0.01%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3744                      | CUSIP: 31418DES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15515777 | PA      | $13813153.22   | 0.01%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $2988179.95    | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                 | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1577987.37    | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8053                      | CUSIP: 3132D55N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     742130 | PA      | $683156.11     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   18503000 | PA      | $14769645.25   | 0.01%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    5745000 | PA      | $4961174.26    | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  562325000 | PA      | $493176569.54  | 0.22%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07302                      | CUSIP: 3128M9NT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1810125 | PA      | $1840697.74    | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 042735BG4<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    7444000 | PA      | $7164490.60    | 0.00%             | 2024-09-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01574                      | CUSIP: 31292HXB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29157 | PA      | $29239.88      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1672                      | CUSIP: 3132DN2D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13293327 | PA      | $12895089.14   | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1387                      | CUSIP: 3140X4RH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33935982 | PA      | $33839508.89   | 0.01%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 781585                      | CUSIP: 31404XJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47165 | PA      | $47332.64      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4013809.29    | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734035                      | CUSIP: 3620AMPU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146110 | PA      | $140542.93     | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109BZ3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   16100000 | PA      | $13077333.19   | 0.01%             | 2042-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K119 A2                   | CUSIP: 3137F63Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2018007.25    | 0.00%             | 2030-09-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                                                         | XLIT LTD                       | CUSIP: 98420EAB1<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    4850000 | PA      | $4729122.92    | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2660641.67    | 0.00%             | 2033-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   19676000 | PA      | $13615488.60   | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03993                      | CUSIP: 31292LNJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     841705 | PA      | $815338.38     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHY8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2183590.17    | 0.00%             | 2026-02-13      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08106                      | CUSIP: 3128MJDL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122995 | PA      | $127914.82     | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736570                      | CUSIP: 3620AQJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1229868 | PA      | $1238160.53    | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AR8<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    1425000 | PA      | $1390318.54    | 0.00%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 867552                      | CUSIP: 31409CZR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27744 | PA      | $27672.12      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5330                        | CUSIP: 36202F4P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     745465 | PA      | $681970.81     | 0.00%             | 2042-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5288427.82    | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   21445000 | PA      | $21334425.29   | 0.01%             | 2024-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1283                      | CUSIP: 3138EHM90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     268433 | PA      | $273433.77     | 0.00%             | 2042-01-01      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   44920000 | PA      | $53430992.40   | 0.02%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3080                        | CUSIP: 36202DM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64953 | PA      | $65255.44      | 0.00%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35896                      | CUSIP: 31307SRR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2738348 | PA      | $2567171.83    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   20675000 | PA      | $21543989.27   | 0.01%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78147                      | CUSIP: 3128LCBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115312 | PA      | $116793.34     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5185405.86    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995702                      | CUSIP: 31416CDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1729 | PA      | $1726.06       | 0.00%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   12000000 | PA      | $9972534.96    | 0.00%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2299169.73    | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K113 A2                   | CUSIP: 3137FV5N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1700000 | PA      | $1361915.22    | 0.00%             | 2030-06-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550727                      | CUSIP: 36213CYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     123843 | PA      | $124974.82     | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $4567305.16    | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626719                      | CUSIP: 36291FG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3956 | PA      | $4037.18       | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03493                      | CUSIP: 3128M5GA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     519600 | PA      | $545564.54     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8212                      | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81525790 | PA      | $69300484.00   | 0.03%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   34660000 | PA      | $31682567.71   | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2827656.24    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2577713.22    | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | DISCOVER BANK                  | CUSIP: 25466AAJ0<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   29330000 | PA      | $27015428.04   | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QEG5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |   20900000 | PA      | $19062182.12   | 0.01%             | 2025-05-19      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815172                      | CUSIP: 31406NT53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6859 | PA      | $6840.06       | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4178                      | CUSIP: 31418DUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49330476 | PA      | $42820165.30   | 0.02%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    7550000 | PA      | $6300497.42    | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3340                      | CUSIP: 3140X6WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9979711 | PA      | $9683104.23    | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJH9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8444150.28    | 0.00%             | 2024-06-18      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725033                      | CUSIP: 31402CPS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11773 | PA      | $11875.94      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-4                                               | CARMX 2021-4 A3                | CUSIP: 14317JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5725000 | PA      | $5414850.42    | 0.00%             | 2026-09-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   15505000 | PA      | $9999070.93    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3990                      | CUSIP: 31418DNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84475867 | PA      | $72265429.15   | 0.03%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $11787804.18   | 0.01%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10622                      | CUSIP: 31296JVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4446 | PA      | $4539.06       | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5365                      | CUSIP: 3138WE6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3815408 | PA      | $3581930.07    | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   10310000 | PA      | $8666066.48    | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2880608.40    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887632                      | CUSIP: 31410FED3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2488 | PA      | $2480.27       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545556                      | CUSIP: 31385JBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95250 | PA      | $100371.40     | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |   16875000 | PA      | $13065215.29   | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1534023.31    | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAD8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   13150000 | PA      | $12315831.72   | 0.01%             | 2026-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HE4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $6598186.16    | 0.00%             | 2043-11-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $5286715.18    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9316                      | CUSIP: 3138MRK67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1203598 | PA      | $1032401.51    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3760213.16    | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3455                      | CUSIP: 36179RZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1741414 | PA      | $1693886.11    | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                     | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9705000 | PA      | $10803427.91   | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH          | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    3075000 | PA      | $2900133.98    | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02471                      | CUSIP: 3128M4CG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28979 | PA      | $30737.91      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286L9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  287794100 | PA      | $271156003.59  | 0.12%             | 2026-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2014-M3 A2                 | CUSIP: 3136AJLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1032098 | PA      | $1013742.67    | 0.00%             | 2024-01-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 00254EMZ2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   14300000 | PA      | $13048701.09   | 0.01%             | 2025-05-14      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18441                      | CUSIP: 3128MMP31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     771618 | PA      | $737645.25     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6290                      | CUSIP: 31417C7C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     374573 | PA      | $357090.45     | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC WTR-BABS-TXB               | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     350000 | PA      | $388373.65     | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05982                      | CUSIP: 3128M76T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     270192 | PA      | $267605.55     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   67707000 | PA      | $45835305.14   | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487816                      | CUSIP: 36210B3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81030 | PA      | $84501.82      | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19982                      | CUSIP: 3132JBRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2098078 | PA      | $1943946.51    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255050                      | CUSIP: 31371LH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3953 | PA      | $4174.73       | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AMERISOURCEBERGE               | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   11525000 | PA      | $10766737.52   | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8269                      | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36903297 | PA      | $36588700.21   | 0.02%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5082                        | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2379309 | PA      | $2379608.90    | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2185246.35    | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735501                      | CUSIP: 31402RDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     121451 | PA      | $124831.37     | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736638                      | CUSIP: 3620AQLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      83893 | PA      | $88671.55      | 0.00%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $2804043.60    | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   26700000 | PA      | $24480086.44   | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHU7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   17746000 | PA      | $17358744.13   | 0.01%             | 2025-11-17      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI8460                      | CUSIP: 36198VMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1367659 | PA      | $1331306.53    | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWJ4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2955102.57    | 0.00%             | 2025-09-08      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   19450000 | PA      | $14919985.69   | 0.01%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747529                      | CUSIP: 31403FPN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28720 | PA      | $28123.99      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M14 A2                | CUSIP: 3136B9KC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7400000 | PA      | $6095729.28    | 0.00%             | 2030-05-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    9575000 | PA      | $9026433.70    | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4865008.49    | 0.00%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2750000 | PA      | $1896958.03    | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   19747000 | PA      | $19122274.03   | 0.01%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $5789424.82    | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 A4               | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |   12250000 | PA      | $11511317.65   | 0.01%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                           | GSK CONSUMER                   | CUSIP: 36264FAH4<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4074866.08    | 0.00%             | 2024-03-24      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAA7<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    7705000 | PA      | $7632317.66    | 0.00%             | 2024-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3584923.49    | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   25900000 | PA      | $24715919.60   | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U               | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3033625.72    | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08488                      | CUSIP: 3128MJRJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165426 | PA      | $154990.77     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550685                      | CUSIP: 36213CXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      58543 | PA      | $61161.46      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1156122.89    | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109BP5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    6151000 | PA      | $4187970.84    | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4326                      | CUSIP: 3140J8YY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1937376 | PA      | $1893108.46    | 0.00%             | 2031-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4441                      | CUSIP: 31418D5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9051740 | PA      | $7856349.63    | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY3913                      | CUSIP: 3138YHK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     148807 | PA      | $138931.21     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14807                      | CUSIP: 3128MDR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     203449 | PA      | $190953.82     | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AR6<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    6037000 | PA      | $5623760.23    | 0.00%             | 2025-12-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     118000 | PA      | $98772.08      | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    9525000 | PA      | $9110456.86    | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5182306.81    | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 55279HAK6<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $7110795.01    | 0.00%             | 2025-02-06      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                      | SEATTLE CHLD                   | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3147546.65    | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863CA4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    8894000 | PA      | $8430841.66    | 0.00%             | 2026-01-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBM5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4841161.30    | 0.00%             | 2024-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    5766000 | PA      | $7610810.25    | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10019445.40   | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 A4              | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2425000 | PA      | $1925823.45    | 0.00%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   11353000 | PA      | $9258313.71    | 0.00%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2140000 | PA      | $1929840.64    | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0583                      | CUSIP: 31417YUH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2896150 | PA      | $2814548.24    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   14610000 | PA      | $13344602.77   | 0.01%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696560                      | CUSIP: 36296NZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        347 | PA      | $349.85        | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_21-1                                   | VALET 2021-1 A3                | CUSIP: 92868KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6200000 | PA      | $5884325.14    | 0.00%             | 2026-06-22      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     968000 | PA      | $1042216.91    | 0.00%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60739                      | CUSIP: 31335AZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2448025 | PA      | $2213328.17    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 ASB             | CUSIP: 61766LBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1151268 | PA      | $1117367.98    | 0.00%             | 2049-01-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   35883000 | PA      | $33783822.25   | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $10609959.12   | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $15726326.60   | 0.01%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $14772223.36   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3800                      | CUSIP: 3132A4GH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2656870 | PA      | $2459603.14    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAU9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6597672.62    | 0.00%             | 2024-03-07      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2660551.54    | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51316                      | CUSIP: 3128KDN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6560 | PA      | $6947.19       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22386000 | PA      | $22358499.92   | 0.01%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835760                      | CUSIP: 31407NQM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     579028 | PA      | $573253.13     | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4618684.25    | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $9342584.09    | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K056 A2                   | CUSIP: 3137BQYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5325000 | PA      | $4990796.61    | 0.00%             | 2026-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8121                      | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  142749910 | PA      | $117067216.85  | 0.05%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765908                      | CUSIP: 31404D3R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5074 | PA      | $5182.70       | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20129                      | CUSIP: 31306XEA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5929601 | PA      | $5668399.78    | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778882                      | CUSIP: 36176XCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2875077 | PA      | $2833490.79    | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4232                      | CUSIP: 31418DV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17255332 | PA      | $14739976.06   | 0.01%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2747                      | CUSIP: 31418CBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1752940 | PA      | $1632544.60    | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8647                      | CUSIP: 3138MQTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1102944 | PA      | $1025066.91    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | NRTHEAST UNIV                  | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $2060862.23    | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5399                      | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33294031 | PA      | $32817520.42   | 0.01%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05167                      | CUSIP: 3128M7CC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     416064 | PA      | $411778.94     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   13600000 | PA      | $11445883.62   | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 AS              | CUSIP: 06541ABP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1425000 | PA      | $1062749.61    | 0.00%             | 2054-02-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    8935000 | PA      | $7616011.37    | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721748                      | CUSIP: 3620A7ZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1569831 | PA      | $1585446.73    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AX1<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7011074.23    | 0.00%             | 2026-05-10      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91265                      | CUSIP: 3128P7MN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     280831 | PA      | $272494.07     | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784457                      | CUSIP: 3622A25S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4764148 | PA      | $4600288.10    | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co/The                                           | CLEVE ELEC ILLUM               | CUSIP: 186108CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2284870.63    | 0.00%             | 2024-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4784                      | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67762640 | PA      | $65421847.60   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | GLOBE LIFE INC                 | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3504329.57    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4180                      | CUSIP: 31418DUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28610377 | PA      | $26338020.47   | 0.01%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                                                   | OAKTREE SPECIAL                | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4197950.54    | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903AW3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    7409000 | PA      | $7162584.66    | 0.00%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   30880000 | PA      | $25497584.81   | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| West Virginia United Health System Obligated Group                               | WEST VA HEALTH                 | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $2488058.31    | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   15000000 | PA      | $14342255.40   | 0.01%             | 2025-11-26      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1594                      | CUSIP: 3132ADXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     850574 | PA      | $811974.58     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $12652360.00   | 0.01%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4535                      | CUSIP: 31418EBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10142229 | PA      | $8808272.25    | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS PLC                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    6850000 | PA      | $5565283.94    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $4510423.71    | 0.00%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   11118000 | PA      | $11133416.77   | 0.00%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSN-TXB-E-BABS          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     585000 | PA      | $611263.87     | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14956496.40   | 0.01%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   21024000 | PA      | $19192865.73   | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10587687.24   | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4752562.55    | 0.00%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4943                        | CUSIP: 36202FP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     326220 | PA      | $311829.62     | 0.00%             | 2026-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $14085918.54   | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO6225                      | CUSIP: 3140K14K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8975709 | PA      | $7989670.92    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   28000000 | PA      | $24583954.64   | 0.01%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| XLIT Ltd                                                                         | XLIT LTD                       | CUSIP: 98420EAD7<br>LEI: 635400XCGXK8NVDIVE95 | Long             | DBT              | CORP              | KY        |    4350000 | PA      | $4130947.27    | 0.00%             | 2045-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87715                      | CUSIP: 312934SC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     588041 | PA      | $584421.07     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10557000 | PA      | $9356551.28    | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717943                      | CUSIP: 3620A3S88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35346 | PA      | $35589.86      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2974                      | CUSIP: 31418CJU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3478975 | PA      | $3418413.29    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   32882000 | PA      | $27253604.83   | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1561                      | CUSIP: 31418AWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3851081 | PA      | $3610928.39    | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENJ84<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   50000000 | PA      | $48961850.00   | 0.02%             | 2024-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    7075000 | PA      | $6458887.49    | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   12293000 | PA      | $10893398.43   | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6388                      | CUSIP: 31329QCZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50138 | PA      | $48981.83      | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15639                      | CUSIP: 3132J6V92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4814593 | PA      | $4595535.19    | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |   12118000 | PA      | $11867632.43   | 0.01%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $7414659.30    | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01490                      | CUSIP: 31292HUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126773 | PA      | $127670.30     | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41198                      | CUSIP: 3128K1KK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179369 | PA      | $180194.06     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                                    | TAOT 2022-C A4                 | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     525000 | PA      | $507733.22     | 0.00%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368EA36<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    9050000 | PA      | $8679460.96    | 0.00%             | 2023-12-08      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730856                      | CUSIP: 31402J5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37895 | PA      | $38564.59      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9307482.00    | 0.00%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6611                      | CUSIP: 31417DKZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1059231 | PA      | $985016.61     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5468151.14    | 0.00%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91887                      | CUSIP: 3128P8CY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8990034 | PA      | $8233040.38    | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2825000 | PA      | $2128990.77    | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAF9<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4577073.21    | 0.00%             | 2024-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAA1<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4454936.10    | 0.00%             | 2026-05-28      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02707                      | CUSIP: 31294MAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13686 | PA      | $13894.77      | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15000000 | PA      | $11989478.85   | 0.01%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    4795000 | PA      | $3043753.65    | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04607                      | CUSIP: 3128M6NY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     334443 | PA      | $353690.60     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 Mortgage Trust                                                    | COMM 2015-LC19 ASB             | CUSIP: 200474AZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     291454 | PA      | $284657.26     | 0.00%             | 2048-02-12      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 B               | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1175000 | PA      | $1104901.38    | 0.00%             | 2047-09-10      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    8850000 | PA      | $8163494.00    | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940528                      | CUSIP: 31413BLH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4181 | PA      | $4298.82       | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   30500000 | PA      | $28696938.82   | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_19-B                                         | HART 2019-B A4                 | CUSIP: 44891JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     672059 | PA      | $665244.82     | 0.00%             | 2025-04-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-TXBL-A            | CUSIP: 677632G88<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    4500000 | PA      | $3769252.65    | 0.00%             | 2046-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1H2617                      | CUSIP: 3128QLSE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28563 | PA      | $28936.34      | 0.00%             | 2036-05-01      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9354000 | PA      | $9209991.90    | 0.00%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                          | PPL CAPITAL FDG                | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    7779000 | PA      | $7279559.11    | 0.00%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST                                              | CCCIT 2018-A7 A7               | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |   10700000 | PA      | $10300956.34   | 0.00%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55595                      | CUSIP: 3128KJGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13664 | PA      | $14270.97      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                                | MSC 2017-HR2 A4                | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1125000 | PA      | $1036158.64    | 0.00%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB59<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   11950000 | PA      | $10442840.31   | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAM1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    3765000 | PA      | $3677689.54    | 0.00%             | 2024-03-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ9258                      | CUSIP: 3140HBJC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     997531 | PA      | $993790.77     | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    6901000 | PA      | $5746171.75    | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6595                      | CUSIP: 3140XAKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8244272 | PA      | $7876318.67    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5744                      | CUSIP: 31417CL29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1399928 | PA      | $1301806.44    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4044308.25    | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   19785000 | PA      | $18382490.02   | 0.01%             | 2026-02-05      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2148                      | CUSIP: 36179QL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8057470 | PA      | $7560383.30    | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAL8<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3686285.20    | 0.00%             | 2025-06-22      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   24447000 | PA      | $27592369.11   | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53293                      | CUSIP: 3132XVUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6063510 | PA      | $5628451.13    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   17956000 | PA      | $21055546.76   | 0.01%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3361                      | CUSIP: 3140KNWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5236335 | PA      | $4294434.16    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-1                                           | ALLYA 2022-1 A3                | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6450000 | PA      | $6271613.00    | 0.00%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 A2                | CUSIP: 3136BHMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2490000 | PA      | $1961491.77    | 0.00%             | 2031-04-25      | Variable      | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4579                      | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  119434124 | PA      | $105164147.03  | 0.05%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 0641593X2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10300000 | PA      | $9730236.14    | 0.00%             | 2024-04-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3862                      | CUSIP: 3140X7JG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7488630 | PA      | $7216705.00    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $10192841.26   | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5031                      | CUSIP: 3133KYSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2165306 | PA      | $1932480.43    | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8153                      | CUSIP: 3132D6BW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34147739 | PA      | $30502050.88   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3420235.25    | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8501                      | CUSIP: 3132D6NS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13103843 | PA      | $11755672.48   | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4382                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4053714 | PA      | $3785188.24    | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2 Mortgage Trust                                                       | BMO 2022-C2 A5                 | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3425000 | PA      | $3356097.56    | 0.00%             | 2054-07-15      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8444830.82    | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0518                      | CUSIP: 31419ASG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222702 | PA      | $220309.50     | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   23475000 | PA      | $19539297.00   | 0.01%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05131                      | CUSIP: 3128M7A89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127100 | PA      | $129729.68     | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23394556.50   | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 695403                      | CUSIP: 31400RRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     202659 | PA      | $206748.68     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   21210000 | PA      | $16069336.33   | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7357                      | CUSIP: 3133KPE61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13588951 | PA      | $13140151.87   | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5100000 | PA      | $4474263.66    | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908887                      | CUSIP: 31411HXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142627 | PA      | $150401.02     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0172                      | CUSIP: 3128S4FM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116971 | PA      | $117408.06     | 0.00%             | 2036-12-01      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $6968479.46    | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2417                      | CUSIP: 31418BVK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4158666 | PA      | $3938853.95    | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C25                                         | WFRBS 2014-C25 A5              | CUSIP: 92939LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4803138.00    | 0.00%             | 2047-11-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAT7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   30301000 | PA      | $28735955.77   | 0.01%             | 2026-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4577                        | CUSIP: 36202FCN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2211560 | PA      | $2220706.97    | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ6046                      | CUSIP: 3138AXWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215460 | PA      | $223334.82     | 0.00%             | 2041-12-01      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8182                      | CUSIP: 3132DWCT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  212116371 | PA      | $173591965.09  | 0.08%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-182          | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    3370000 | PA      | $3357304.54    | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2771607.97    | 0.00%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3827                      | CUSIP: 31418DHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11498419 | PA      | $10603650.13   | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2022-1 DTRT_22-1                                     | DTRT 2022-1 A4                 | CUSIP: 233869AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     950000 | PA      | $951833.22     | 0.00%             | 2030-01-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC               | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2487617.92    | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    4580000 | PA      | $3901064.10    | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7767                      | CUSIP: 3138EQTZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2519917 | PA      | $2496317.87    | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   15000000 | PA      | $13897555.35   | 0.01%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1042                      | CUSIP: 3138WAEQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3047020 | PA      | $2955879.03    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  514584000 | PA      | $461195910.00  | 0.20%             | 2026-03-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO WTR-B                | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |    6180000 | PA      | $6834858.76    | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BZ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   25190000 | PA      | $21328632.21   | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4128                      | CUSIP: 31418DSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4205622 | PA      | $3592859.43    | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01367                      | CUSIP: 31292HQU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3841 | PA      | $3972.25       | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048AG3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     225000 | PA      | $222752.85     | 0.00%             | 2023-07-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749373                      | CUSIP: 31403HQ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44067 | PA      | $44410.09      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4320                      | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     599475 | PA      | $544893.20     | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comm 2014-UBS2 Mortgage Trust                                                    | COMM 2014-UBS2 B               | CUSIP: 12591UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     301000 | PA      | $290063.65     | 0.00%             | 2047-03-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEE5<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   36000000 | PA      | $32205641.40   | 0.01%             | 2026-03-23      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    5793000 | PA      | $5425831.96    | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6072455.20    | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3143                      | CUSIP: 31418CP57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2465645 | PA      | $2208652.94    | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77293                      | CUSIP: 3128LBC63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     159552 | PA      | $164425.51     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAK0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7618144.80    | 0.00%             | 2043-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1077                      | CUSIP: 3132DNFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4124761 | PA      | $3899003.79    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q06232                      | CUSIP: 3132GRHH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2994911 | PA      | $2850301.72    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | DISCOVER BANK                  | CUSIP: 25466AAQ4<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $10831467.98   | 0.00%             | 2024-09-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3305                      | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1914535 | PA      | $1774399.52    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889493                      | CUSIP: 31410KGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125305 | PA      | $134314.31     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735580                      | CUSIP: 31402RFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2779850 | PA      | $2880895.41    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4884285.25    | 0.00%             | 2026-08-11      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08073                      | CUSIP: 3128MJCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     415517 | PA      | $424383.05     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 852491                      | CUSIP: 31408JC41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17768 | PA      | $18149.58      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   17194000 | PA      | $16015163.20   | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7155000 | PA      | $6300594.69    | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_22-A                                          | FORDL 2022-A B                 | CUSIP: 34528LAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $1064615.86    | 0.00%             | 2025-08-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K089 A2                   | CUSIP: 3137FL6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10000000 | PA      | $9494211.00    | 0.00%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9978                      | CUSIP: 3140XECQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     316617 | PA      | $281134.43     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AQ0522                      | CUSIP: 36189MSK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     730171 | PA      | $692788.87     | 0.00%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     325000 | PA      | $238034.38     | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 852574                      | CUSIP: 31408JFP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4866 | PA      | $5102.18       | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888023                      | CUSIP: 31410FSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     401889 | PA      | $410483.96     | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56394                      | CUSIP: 3128KKC72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9622 | PA      | $9838.80       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2686581.17    | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CC7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1935715.82    | 0.00%             | 2024-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 634301                      | CUSIP: 31389SU28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5908 | PA      | $6244.71       | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV             | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    1050000 | PA      | $791142.77     | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AD0<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     575000 | PA      | $568612.33     | 0.00%             | 2024-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    4200000 | PA      | $4069981.61    | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91164                      | CUSIP: 3128P7JH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77458 | PA      | $77628.84      | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535780                      | CUSIP: 31384WFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22467 | PA      | $24060.74      | 0.00%             | 2031-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT0877                      | CUSIP: 3138WM6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2700432 | PA      | $2525362.07    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   16210000 | PA      | $12471186.36   | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2074                      | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3653007 | PA      | $3553260.14    | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $8625826.54    | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $10452910.34   | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ6933                      | CUSIP: 3138AYV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157422 | PA      | $148586.10     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5377919.48    | 0.00%             | 2024-03-15      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAG6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $7489550.87    | 0.00%             | 2024-09-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3024                      | CUSIP: 3140XJLE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7448140 | PA      | $7007237.23    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5541171.25    | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03711                      | CUSIP: 3132GJYG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158046 | PA      | $153805.07     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ES8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2932098.39    | 0.00%             | 2024-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4433                      | CUSIP: 31416M4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     320425 | PA      | $318451.47     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 A5              | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6675000 | PA      | $5409935.31    | 0.00%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   36870000 | PA      | $28744848.60   | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $7597155.63    | 0.00%             | 2048-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0604                      | CUSIP: 3140XFU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24627626 | PA      | $20185297.60   | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3809                        | CUSIP: 36202EGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     417890 | PA      | $428015.25     | 0.00%             | 2036-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  417005000 | PA      | $395828985.69  | 0.17%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10450000 | PA      | $10047193.46   | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3874                      | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2009750 | PA      | $1879430.81    | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    8075000 | PA      | $7787907.75    | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4359                      | CUSIP: 31418DZZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54516475 | PA      | $47318594.15   | 0.02%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 634514                      | CUSIP: 31389S3X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3298 | PA      | $3422.78       | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    7750000 | PA      | $6608135.93    | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3962402.15    | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   55808000 | PA      | $60769677.21   | 0.03%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE1472                      | CUSIP: 3140FLT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     644296 | PA      | $579014.28     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644631                      | CUSIP: 36292CEC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6675 | PA      | $7194.11       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6724                      | CUSIP: 3138EBPJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2721907 | PA      | $2442227.49    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888219                      | CUSIP: 31410FYQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     731797 | PA      | $795503.13     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4548                      | CUSIP: 31418EBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72838647 | PA      | $61861869.80   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K140 A2                   | CUSIP: 3137H6LZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6200000 | PA      | $5154334.04    | 0.00%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class AA Pass Through Trust                             | AM AIRLIN 16-3 A               | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5062285 | PA      | $4379035.12    | 0.00%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2383337.25    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10405000 | PA      | $9642551.98    | 0.00%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    4698000 | PA      | $4147988.88    | 0.00%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3227                      | CUSIP: 3140QASR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     891587 | PA      | $871778.11     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  658800000 | PA      | $583552654.56  | 0.25%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3619091.16    | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7593                      | CUSIP: 3140XBNK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13209476 | PA      | $12188297.71   | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | MSBAM 2015-C22 ASB             | CUSIP: 61690FAK9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1483107 | PA      | $1442343.24    | 0.00%             | 2048-04-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                         | MEMORIAL HEALTH                | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3578339.25    | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    6219000 | PA      | $5327413.07    | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 659908                      | CUSIP: 31390YDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10459 | PA      | $11047.33      | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A72047                      | CUSIP: 3128L5HY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1347375 | PA      | $1388463.15    | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3639                      | CUSIP: 31418DBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1542734 | PA      | $1489590.36    | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0524                      | CUSIP: 3140XFSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34966467 | PA      | $30865491.72   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995002                      | CUSIP: 31416BKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1765937 | PA      | $1797125.05    | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213AS9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    1825000 | PA      | $1778038.41    | 0.00%             | 2024-02-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6291                      | CUSIP: 31417C7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1164194 | PA      | $1109828.67    | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8103                      | CUSIP: 3132D6AC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46371418 | PA      | $41337855.99   | 0.02%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7713                      | CUSIP: 3140XBSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7040189 | PA      | $6585104.47    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2629000 | PA      | $2363062.24    | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    2850000 | PA      | $2982186.76    | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2360000 | PA      | $1948360.68    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01843                      | CUSIP: 3128LXBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220632 | PA      | $231715.09     | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 A5               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2825000 | PA      | $2597057.81    | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4971                      | CUSIP: 3140X8QZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8278482 | PA      | $7745830.52    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2775                      | CUSIP: 31418CCM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6244878 | PA      | $5854334.24    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3767                      | CUSIP: 3140FPFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1482847 | PA      | $1376435.80    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBS3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   36830000 | PA      | $35442542.08   | 0.02%             | 2024-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738607                      | CUSIP: 31402UR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2400 | PA      | $2416.48       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 666176                      | CUSIP: 31391GCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9229 | PA      | $9905.57       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4882                        | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9108571 | PA      | $8859528.92    | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $8059281.22    | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 729337                      | CUSIP: 31402HHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101242 | PA      | $103414.28     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6683248.58    | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7032000 | PA      | $6613200.73    | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    4753000 | PA      | $3997116.20    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995371                      | CUSIP: 31416BW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     668907 | PA      | $655035.22     | 0.00%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 Mortgage Trust                                                    | COMM 2015-LC19 AM              | CUSIP: 200474BE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2125000 | PA      | $1990641.99    | 0.00%             | 2048-02-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808139                      | CUSIP: 31406EZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16473 | PA      | $17178.48      | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770559                      | CUSIP: 36176MZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1456206 | PA      | $1414679.71    | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   10783000 | PA      | $8284684.25    | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1163                      | CUSIP: 3138AEJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2202485 | PA      | $2182242.89    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K049 A2                   | CUSIP: 3137BLMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3850000 | PA      | $3696316.47    | 0.00%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2681281.18    | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888366                      | CUSIP: 31410F6B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1948635 | PA      | $2087186.44    | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1505                      | CUSIP: 3138EHU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2993015 | PA      | $2895358.15    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283V0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  262225000 | PA      | $252104740.80  | 0.11%             | 2025-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |   13510000 | PA      | $11326559.06   | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2973000 | PA      | $2524324.80    | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   21646000 | PA      | $21399568.30   | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $6169281.40    | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   16621000 | PA      | $15421374.50   | 0.01%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8023                      | CUSIP: 3138WH4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1182904 | PA      | $1130286.63    | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6906                      | CUSIP: 36179VU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1314731 | PA      | $1206428.72    | 0.00%             | 2035-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5992                      | CUSIP: 3138WTUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     765591 | PA      | $691990.72     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ3381                      | CUSIP: 3138MJXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1661486 | PA      | $1490452.02    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03935                      | CUSIP: 31292LLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2187217 | PA      | $2081425.40    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4493                      | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  166256477 | PA      | $141218600.61  | 0.06%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $651362.12     | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   11270000 | PA      | $10813382.76   | 0.00%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   24595000 | PA      | $17881023.20   | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BM1<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   12146000 | PA      | $11919020.29   | 0.01%             | 2025-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C30                                   | WFCM 2015-C30 A4               | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3015000 | PA      | $2862772.35    | 0.00%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C14                                                    | BBCMS 2022-C14 A5              | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10600000 | PA      | $8923922.70    | 0.00%             | 2055-02-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    4430000 | PA      | $4108347.00    | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $2785478.17    | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52230                      | CUSIP: 3128KEPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6761 | PA      | $7160.98       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56794                      | CUSIP: 3132Y0RQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1356221 | PA      | $1295858.84    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-3                                 | GMALT 2022-3 A4                | CUSIP: 380130AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1700000 | PA      | $1660475.00    | 0.00%             | 2026-08-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2861                      | CUSIP: 3138EKFB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5036725 | PA      | $4774086.54    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368FAG4<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    7900000 | PA      | $7635412.09    | 0.00%             | 2024-03-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K106 A2                   | CUSIP: 3137FRUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17450000 | PA      | $14879485.87   | 0.01%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | AMERICAN ASTS LP               | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    4996000 | PA      | $3958646.45    | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |    3940000 | PA      | $4812301.42    | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5975000 | PA      | $4658203.09    | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18435                      | CUSIP: 3128MMPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1010461 | PA      | $965974.26     | 0.00%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $10219558.09   | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    9429000 | PA      | $7991329.63    | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-6                                                   | VZMT 2022-6 A                  | CUSIP: 92348KAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5925000 | PA      | $5724969.63    | 0.00%             | 2029-01-22      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAE2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $7671490.38    | 0.00%             | 2026-03-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2794498.93    | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J32368                      | CUSIP: 31307NTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     896266 | PA      | $827836.82     | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4184                      | CUSIP: 31418DUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6560087 | PA      | $5824804.48    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08846                      | CUSIP: 3128MJ5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1135260 | PA      | $1052154.03    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AX3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1952984.96    | 0.00%             | 2025-05-21      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47056                      | CUSIP: 3128K7ZV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33052 | PA      | $33205.42      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 757867                      | CUSIP: 31403T6C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3808 | PA      | $4015.16       | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOM INC                     | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   15499000 | PA      | $12865025.70   | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBQ7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     580000 | PA      | $600017.04     | 0.00%             | 2040-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3123208.87    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24773                      | CUSIP: 31297CJS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2672 | PA      | $2730.98       | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1368                      | CUSIP: 3140X4QW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15144623 | PA      | $13845313.13   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3457362.77    | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298CF3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    8030000 | PA      | $8270304.17    | 0.00%             | 2024-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0089                      | CUSIP: 36179MC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2556299 | PA      | $2486459.10    | 0.00%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  659690000 | PA      | $579393324.83  | 0.25%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8106                      | CUSIP: 3132DWAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  215151534 | PA      | $176443750.47  | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C28                              | JPMBB 2015-C28 ASB             | CUSIP: 46644FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     557401 | PA      | $540866.57     | 0.00%             | 2048-10-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13596                      | CUSIP: 3128MCGD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     232524 | PA      | $227955.06     | 0.00%             | 2024-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3151271.36    | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QAY0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    2000000 | PA      | $1900722.38    | 0.00%             | 2024-09-27      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15227                      | CUSIP: 3128MEA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9264924 | PA      | $9039815.25    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03609                      | CUSIP: 3128M5KW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28645 | PA      | $29027.38      | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DJ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   13545000 | PA      | $12312509.57   | 0.01%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA1334                      | CUSIP: 31329JPT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5237209 | PA      | $4901948.92    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C22                              | JPMBB 2014-C22 AS              | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1484054.79    | 0.00%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   21100000 | PA      | $18210092.31   | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   31459000 | PA      | $23583179.26   | 0.01%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $3480155.68    | 0.00%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29625000 | PA      | $32274809.61   | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8068                      | CUSIP: 3132DV6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9678703 | PA      | $8593434.78    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    5550000 | PA      | $4280795.64    | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4369                      | CUSIP: 3140X72B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22615935 | PA      | $20162021.96   | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6812350.73    | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9355                      | CUSIP: 3138E2MD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8851014 | PA      | $8352923.16    | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTIASSET EXECUTION TRUST COMET_21-A1                               | COMET 2021-A1 A1               | CUSIP: 14041NFW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $9367525.00    | 0.00%             | 2026-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16177                      | CUSIP: 31296Q2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3141 | PA      | $3184.69       | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Medical Center/Cincinnati OH                                 | CHILDREN'S HOSPI               | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1143311.31    | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                   | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |    7375000 | PA      | $7008202.16    | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3554050.10    | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4441192.88    | 0.00%             | 2025-08-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79584                      | CUSIP: 31288JUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7294 | PA      | $7701.59       | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $2255290.61    | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1886                      | CUSIP: 36182WCX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     550784 | PA      | $535029.11     | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1530945000 | PA      | $1429280760.14 | 0.62%             | 2024-10-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8815731.10    | 0.00%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3294                      | CUSIP: 3138WCUU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2751219 | PA      | $2651241.76    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2953                      | CUSIP: 31417MH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1509372 | PA      | $1500083.03    | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 A4             | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9375000 | PA      | $8376225.00    | 0.00%             | 2052-06-13      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    8460000 | PA      | $6966326.51    | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BX3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   14360000 | PA      | $14146970.26   | 0.01%             | 2025-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   17900000 | PA      | $14356611.59   | 0.01%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8097                      | CUSIP: 3132D57J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30448159 | PA      | $26428783.09   | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51426                      | CUSIP: 3128KDSP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9213 | PA      | $9610.04       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   30341000 | PA      | $28957001.96   | 0.01%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS-A-TXBL           | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |    6800000 | PA      | $5349445.76    | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC-BABS-TXB             | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    5213000 | PA      | $5280180.97    | 0.00%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 948741AK9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     600000 | PA      | $592627.90     | 0.00%             | 2024-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   13030000 | PA      | $12042729.15   | 0.01%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4381                      | CUSIP: 36179S2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3424537 | PA      | $3112787.49    | 0.00%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888996                      | CUSIP: 31410GUV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     336687 | PA      | $344093.93     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   44925000 | PA      | $38374680.28   | 0.02%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   14679000 | PA      | $13092882.67   | 0.01%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91238                      | CUSIP: 3128P7LT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93419 | PA      | $92572.95      | 0.00%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF NEW HAMPSHIRE                                          | PSNH 2018-1 A2                 | CUSIP: 69363PAB6<br>LEI: 549300SHPFALUPKK2351 | Long             | ABS-CBDO         | CORP              | US        |     975000 | PA      | $931748.32     | 0.00%             | 2028-08-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18665                      | CUSIP: 3128MMW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4323177 | PA      | $4003504.75    | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  240805000 | PA      | $218229531.25  | 0.10%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   14660000 | PA      | $9578838.58    | 0.00%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD FINL                  | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    5070000 | PA      | $4203650.52    | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569708                      | CUSIP: 36200Q3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4536 | PA      | $4579.94       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 1/23                    | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37205000 | PA      | $30356954.69   | 0.01%             | 2023-01-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745516                      | CUSIP: 31403DGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     596525 | PA      | $621709.52     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   11110000 | PA      | $10293076.03   | 0.00%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAJ1<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   10247000 | PA      | $9371752.60    | 0.00%             | 2026-01-22      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $2640501.56    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3348                      | CUSIP: 3138WCWJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126537 | PA      | $117433.14     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4270                        | CUSIP: 36202EW70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     217008 | PA      | $234452.37     | 0.00%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055450AH3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     100000 | PA      | $104501.25     | 0.00%             | 2026-03-01      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 A4               | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11960000 | PA      | $11240173.05   | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1010                      | CUSIP: 3138XQDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      99221 | PA      | $95736.86      | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02251                      | CUSIP: 3128LXQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153466 | PA      | $162439.09     | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677098                      | CUSIP: 36295QGF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     336138 | PA      | $346206.67     | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 894933                      | CUSIP: 31410RHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        976 | PA      | $972.11        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   57496000 | PA      | $44455093.63   | 0.02%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4151                      | CUSIP: 3138LUTH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4770866 | PA      | $4463999.88    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                  | BANK 2019-BN22 A4              | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3645000 | PA      | $3171790.06    | 0.00%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   12729000 | PA      | $11475728.50   | 0.01%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4170332.15    | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5990000 | PA      | $5426166.87    | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     225000 | PA      | $191814.35     | 0.00%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    3000000 | PA      | $2230682.91    | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4061319.72    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357539                      | CUSIP: 31376KEL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1877980 | PA      | $1924480.92    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8070000 | PA      | $7497217.55    | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6685866.88    | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3935                      | CUSIP: 3138WDLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4056370 | PA      | $3825474.50    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8122                      | CUSIP: 3140XCAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4780972 | PA      | $4437908.65    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                      | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  357345899 | PA      | $293054332.97  | 0.13%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K127 A2                   | CUSIP: 3137FXZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21425000 | PA      | $17913716.74   | 0.01%             | 2031-01-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1970                      | CUSIP: 31418PFL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56939 | PA      | $56639.02      | 0.00%             | 2025-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4075                      | CUSIP: 31418DQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13358206 | PA      | $12296560.34   | 0.01%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4854                        | CUSIP: 36202FMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1315518 | PA      | $1315682.38    | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | NATIONAL RETAIL                | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2319350.00    | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $4984150.80    | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13839843.15   | 0.01%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1601                      | CUSIP: 31416WX72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82465 | PA      | $81578.05      | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58157                      | CUSIP: 3132Y2B39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173547 | PA      | $165795.92     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $21501032.16   | 0.01%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744397                      | CUSIP: 3620AY7J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     296918 | PA      | $289015.33     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DM6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2014622.74    | 0.00%             | 2025-10-06      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3441221.77    | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B3519                      | CUSIP: 3128JNYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51921 | PA      | $53236.46      | 0.00%             | 2037-08-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2489                      | CUSIP: 31418BXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2097067 | PA      | $1955432.99    | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4363                      | CUSIP: 31418DZ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19430159 | PA      | $15780738.10   | 0.01%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4087                      | CUSIP: 3138AVRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1616691 | PA      | $1525779.76    | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K093 A2                   | CUSIP: 3137FMCR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18350000 | PA      | $16815226.19   | 0.01%             | 2029-05-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C19                                         | WFRBS 2014-C19 B               | CUSIP: 92938VAT2<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |     475000 | PA      | $454229.63     | 0.00%             | 2047-03-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     537000 | PA      | $439357.05     | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4174                      | CUSIP: 3133KKT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10079211 | PA      | $8656580.01    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                   | BELL CANADA                    | CUSIP: 0778FPAH2<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    5500000 | PA      | $3685469.81    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-2                                    | EART 2022-2A D                 | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1075000 | PA      | $1024200.55    | 0.00%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0268                      | CUSIP: 3128S4JM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2700 | PA      | $2674.31       | 0.00%             | 2037-03-01      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3618                      | CUSIP: 3140QPAU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7328052 | PA      | $6887631.44    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                               | TECK RESOURCES                 | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    7344000 | PA      | $7043441.73    | 0.00%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2935                      | CUSIP: 36179RHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1366658 | PA      | $1282882.28    | 0.00%             | 2030-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A2                   | CUSIP: 3137FG6S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4100000 | PA      | $3854084.46    | 0.00%             | 2032-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4946                        | CUSIP: 36202FP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4033586 | PA      | $4034095.85    | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C4 Commercial Mortgage Trust                                          | CSAIL 2015-C4 A4               | CUSIP: 12635RAX6<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |    8000000 | PA      | $7608480.00    | 0.00%             | 2048-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7362                      | CUSIP: 3140E0FC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1564193 | PA      | $1505576.10    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4758                      | CUSIP: 3132A5JB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7570349 | PA      | $6742875.75    | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAU7<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3625478.32    | 0.00%             | 2047-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | BBCMS 2019-C3 A4               | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   17550000 | PA      | $16001865.36   | 0.01%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 776634                      | CUSIP: 31404RY76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30016 | PA      | $30122.22      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-2                          | AMXCA 2022-2 A                 | CUSIP: 02582JJT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   40775000 | PA      | $39582164.07   | 0.02%             | 2027-05-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7717                      | CUSIP: 3138E0SF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4915130 | PA      | $4638689.74    | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   13110000 | PA      | $11921866.79   | 0.01%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 891286                      | CUSIP: 31410MF39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14894 | PA      | $15726.81      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4941654.44    | 0.00%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995724                      | CUSIP: 31416CD52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     414807 | PA      | $424631.12     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $5185541.84    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBA3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3486102.20    | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BA6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15300000 | PA      | $15212128.89   | 0.01%             | 2023-05-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $3903086.06    | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7837                      | CUSIP: 3140XBV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13780153 | PA      | $12286061.79   | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    1400000 | PA      | $1052714.00    | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3467                      | CUSIP: 31418CZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19471470 | PA      | $18605620.52   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | CAMPBELL SOUP CO               | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   11950000 | PA      | $11422681.63   | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                | CUSIP: 526107AD9<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $980082.51     | 0.00%             | 2023-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1079                      | CUSIP: 36181GFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1761786 | PA      | $1544384.22    | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BDZ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   45564000 | PA      | $44125464.33   | 0.02%             | 2026-01-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   14075000 | PA      | $11055212.41   | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    3128000 | PA      | $3160356.75    | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D          | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2625000 | PA      | $1868547.19    | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09067                      | CUSIP: 31292SCC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     713569 | PA      | $688549.58     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                          | ACTIVISION BLIZZ               | CUSIP: 00507VAK5<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7617516.48    | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4500000 | PA      | $3485776.95    | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2                                          | DRIVE 2021-2 C                 | CUSIP: 262104AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2975000 | PA      | $2868271.58    | 0.00%             | 2027-10-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   21975000 | PA      | $19986620.25   | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46539                      | CUSIP: 3132WLHR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62271 | PA      | $61413.41      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1666480.08    | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3494                      | CUSIP: 3140X63C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4236626 | PA      | $3657361.47    | 0.00%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 962684                      | CUSIP: 31414C6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5710 | PA      | $5684.19       | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19974                      | CUSIP: 3132JBQ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4879344 | PA      | $4520902.27    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAD8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2603032.68    | 0.00%             | 2024-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  693961000 | PA      | $657961773.13  | 0.29%             | 2024-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  403115000 | PA      | $341954875.94  | 0.15%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254694                      | CUSIP: 31371K3B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88986 | PA      | $95607.51      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3033                      | CUSIP: 36179RLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6401169 | PA      | $5854242.74    | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4197                      | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9142426 | PA      | $8893176.69    | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257239                      | CUSIP: 31371NV85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24124 | PA      | $24381.94      | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2472355.38    | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1630                      | CUSIP: 31418AY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4442407 | PA      | $4239838.72    | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C64644                      | CUSIP: 31287QER8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27591 | PA      | $28265.25      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7101685.28    | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A32689                      | CUSIP: 31297M7A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20432 | PA      | $20870.74      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 3A2               | CUSIP: 3136B56S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7700000 | PA      | $6626921.07    | 0.00%             | 2031-09-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $7935859.15    | 0.00%             | 2026-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03518                      | CUSIP: 31292K4B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     211978 | PA      | $218448.14     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD FINL                  | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     490000 | PA      | $387819.04     | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782025                      | CUSIP: 36241KHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3521 | PA      | $3693.08       | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                    | CGCMT 2016-GC36 A5             | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9615000 | PA      | $9052702.30    | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   29140000 | PA      | $28285455.51   | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781271                      | CUSIP: 36225BMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17629 | PA      | $18280.22      | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594828                      | CUSIP: 36201VYZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66919 | PA      | $68915.64      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7798                      | CUSIP: 3138WHUY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10340771 | PA      | $9291333.54    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2470                      | CUSIP: 3138M5W88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1438236 | PA      | $1337906.15    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   32105000 | PA      | $22780159.90   | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $3484742.75    | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048AR9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    2286000 | PA      | $2159682.29    | 0.00%             | 2026-01-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5156                      | CUSIP: 3138WEWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     735478 | PA      | $691449.82     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8574                      | CUSIP: 3138WJQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     345279 | PA      | $333955.51     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    6080000 | PA      | $4956932.56    | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6219                      | CUSIP: 3140F14D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3580564 | PA      | $3357255.24    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $20546109.32   | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2071                      | CUSIP: 3617JEJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1437207 | PA      | $1409727.39    | 0.00%             | 2049-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC20                                  | WFCM 2015-LC20 ASB             | CUSIP: 94989EAF4<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |     441880 | PA      | $430102.84     | 0.00%             | 2050-04-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7881                      | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   63891949 | PA      | $55477769.48   | 0.02%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES USD                | CUSIP: 544646ZR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7825000 | PA      | $8753894.01    | 0.00%             | 2034-07-01      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   15625000 | PA      | $14388855.63   | 0.01%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAU3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2447000 | PA      | $2375928.55    | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    4080000 | PA      | $3685785.95    | 0.00%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   13010000 | PA      | $11624845.86   | 0.01%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605443                      | CUSIP: 36200NS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12430 | PA      | $13066.18      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7108                      | CUSIP: 3140HL3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     859846 | PA      | $821561.61     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J39625                      | CUSIP: 31307WVS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46992 | PA      | $45379.99      | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357761                      | CUSIP: 31376KMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35099 | PA      | $36581.69      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5666                      | CUSIP: 3138WFJL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1179524 | PA      | $1134208.67    | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Csail 2015-C2 Commercial Mortgage Trust                                          | CSAIL 2015-C2 A4               | CUSIP: 12634NAT5<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    4650000 | PA      | $4401148.74    | 0.00%             | 2057-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23515158.75   | 0.01%             | 2026-02-24      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05923                      | CUSIP: 3128M74G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     812956 | PA      | $823415.50     | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5027776.14    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    5300000 | PA      | $4498107.88    | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    5897000 | PA      | $4452529.20    | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $7736803.74    | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14600000 | PA      | $13079663.31   | 0.01%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   15367000 | PA      | $12914516.70   | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-A                                                     | CNH 2022-A A4                  | CUSIP: 12660DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1200000 | PA      | $1120641.12    | 0.00%             | 2029-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6888226.38    | 0.00%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CV0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6855000 | PA      | $6432625.06    | 0.00%             | 2025-02-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   14000000 | PA      | $13567869.14   | 0.01%             | 2025-07-09      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   25750000 | PA      | $24487786.24   | 0.01%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1760047.90    | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1703466.43    | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 A4               | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5050000 | PA      | $4678733.09    | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $19273245.64   | 0.01%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 09778PAB1<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2115046.55    | 0.00%             | 2031-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7106                      | CUSIP: 3138WG3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5232844 | PA      | $4873199.91    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4764                      | CUSIP: 3140HJJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134818 | PA      | $128825.63     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     600000 | PA      | $559387.00     | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7136                      | CUSIP: 31418U4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2964184 | PA      | $3054271.60    | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $4350614.41    | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701993                      | CUSIP: 36296U3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96939 | PA      | $97594.80      | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $11963971.46   | 0.01%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LifeStorage LP/CA                                                                | LIFESTORAGE LP                 | CUSIP: 84610WAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9625000 | PA      | $9036030.37    | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4782                      | CUSIP: 31418EJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13837385 | PA      | $12593938.65   | 0.01%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08344                      | CUSIP: 3128MJL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     321387 | PA      | $319407.48     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                                          | OMNICOM GP/OMNI                | CUSIP: 681919BA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12375000 | PA      | $12117596.91   | 0.01%             | 2024-11-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0160                      | CUSIP: 3138E4FA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2594080 | PA      | $2472798.82    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8661                      | CUSIP: 3138WJTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1736147 | PA      | $1634612.40    | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14335                      | CUSIP: 3128MDBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     581436 | PA      | $560290.11     | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00543                      | CUSIP: 3132GDS86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1722833 | PA      | $1709545.90    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $3760089.54    | 0.00%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 A4              | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7635000 | PA      | $6366499.72    | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAF6<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $8754069.69    | 0.00%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848358                      | CUSIP: 31408DQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59489 | PA      | $61990.29      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7650                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   70509614 | PA      | $63084655.41   | 0.03%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254052                      | CUSIP: 31371KEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12412 | PA      | $13077.92      | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9887902.30    | 0.00%             | 2026-07-22      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 825632                      | CUSIP: 31407BHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6923 | PA      | $7318.17       | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   12925000 | PA      | $10713023.38   | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2725                      | CUSIP: 3138WQA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     609580 | PA      | $551069.54     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AQ1<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     800000 | PA      | $753945.85     | 0.00%             | 2025-04-07      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7716                      | CUSIP: 31417ESE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1217718 | PA      | $1139421.92    | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 834769                      | CUSIP: 31407MMS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17874 | PA      | $18880.92      | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5145                      | CUSIP: 3133KYWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   46360414 | PA      | $39309439.67   | 0.02%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30631                      | CUSIP: 31297KVY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7603 | PA      | $7717.10       | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14473                      | CUSIP: 3128MDFN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3947 | PA      | $3945.03       | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2119                      | CUSIP: 36179QK83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     728560 | PA      | $678436.49     | 0.00%             | 2029-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBA7<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $2025654.82    | 0.00%             | 2025-03-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CS6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $18501546.80   | 0.01%             | 2025-05-24      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBT1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   29194000 | PA      | $28175896.62   | 0.01%             | 2024-10-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4355931.24    | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BS6<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |   46785000 | PA      | $44889417.30   | 0.02%             | 2026-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 916349                      | CUSIP: 31411WBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9331 | PA      | $9494.50       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50374327 | PA      | $45869521.95   | 0.02%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K070 A2                   | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7875000 | PA      | $7481008.24    | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS ISD-TXB-C-BABS          | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1503135.45    | 0.00%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57918                      | CUSIP: 3128KLYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58368 | PA      | $60824.67      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $6805111.06    | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2.5 1/23                  | CUSIP: 21H022614<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5700000 | PA      | $4944750.00    | 0.00%             | 2023-01-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3429032.21    | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3870                      | CUSIP: 3140X7JQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4957864 | PA      | $4601760.43    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CA5<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   13175000 | PA      | $12377418.57   | 0.01%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    4965000 | PA      | $4519568.45    | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4251                      | CUSIP: 3140X7WM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10909863 | PA      | $10096291.42   | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   15693000 | PA      | $13627194.67   | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   14900000 | PA      | $10895213.91   | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AG7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2652986.27    | 0.00%             | 2026-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18476                      | CUSIP: 3128MMQ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     423583 | PA      | $403799.05     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   13924000 | PA      | $9614765.39    | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725614                      | CUSIP: 31402DDT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     233243 | PA      | $238238.93     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255364                      | CUSIP: 31371LTV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82195 | PA      | $85995.95      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEX5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $195187500.00  | 0.09%             | 2024-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1480718.48    | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   91579000 | PA      | $97288382.86   | 0.04%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C13                      | MSBAM 2013-C13 A4              | CUSIP: 61763BAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2200000 | PA      | $2156981.20    | 0.00%             | 2046-11-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 740292                      | CUSIP: 31402WNH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4072 | PA      | $3986.98       | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | VALE                           | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |    6897000 | PA      | $6545881.25    | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4100                      | CUSIP: 31418DRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  148932311 | PA      | $122140788.59  | 0.05%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888794                      | CUSIP: 31410GNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     315273 | PA      | $308735.50     | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAD6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   19090000 | PA      | $18587746.87   | 0.01%             | 2025-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS KC02 A2                   | CUSIP: 3137FHQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7594754 | PA      | $7339362.66    | 0.00%             | 2025-07-25      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7509                      | CUSIP: 3132DVKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33846329 | PA      | $30326111.07   | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-P2                                    | WFCM 2015-P2 ASB               | CUSIP: 95000AAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1753784 | PA      | $1693160.51    | 0.00%             | 2048-12-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07305                      | CUSIP: 3128M9NW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     747505 | PA      | $757231.72     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $2958922.11    | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                   | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4908627.42    | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  695552000 | PA      | $550138160.00  | 0.24%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EI du Pont de Nemours and Co                                                     | DUPONT EI NEMOUR               | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4185753.35    | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0782                      | CUSIP: 36179M2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2235872 | PA      | $1993782.94    | 0.00%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759100                      | CUSIP: 36230UDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1069491 | PA      | $1000677.44    | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7077000 | PA      | $5655833.24    | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBT6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   33700000 | PA      | $32040263.88   | 0.01%             | 2024-09-27      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   35215000 | PA      | $22695337.14   | 0.01%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254985                      | CUSIP: 31371LF20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33972 | PA      | $34451.52      | 0.00%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   25389000 | PA      | $23607207.09   | 0.01%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3644591.09    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933502                      | CUSIP: 31412SRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2795 | PA      | $2783.00       | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8079                      | CUSIP: 3132DV6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  143926215 | PA      | $118041588.75  | 0.05%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS PLC                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |   15800000 | PA      | $11287336.56   | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1173612.51    | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DE6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    7000000 | PA      | $6795078.50    | 0.00%             | 2025-12-09      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   12210000 | PA      | $12092775.45   | 0.01%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $5527713.29    | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-B                                      | HDMOT 2021-B A4                | CUSIP: 41285AAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1375078.50    | 0.00%             | 2029-05-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET COR               | CUSIP: 857477AN3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4876218.95    | 0.00%             | 2024-12-16      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMWARE INC                     | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   11254000 | PA      | $10469776.38   | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   41494000 | PA      | $37750847.42   | 0.02%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                  | BANK 2020-BN30 A4              | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3425000 | PA      | $2697548.50    | 0.00%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $3979301.10    | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   30655000 | PA      | $20818136.36   | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   17860000 | PA      | $18992891.41   | 0.01%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4784                      | CUSIP: 3138M8J61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     888815 | PA      | $797486.53     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7369                      | CUSIP: 36179WFJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7550393 | PA      | $6991895.01    | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2187                      | CUSIP: 3138EJND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     256629 | PA      | $265830.23     | 0.00%             | 2042-03-01      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128282N9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  195665000 | PA      | $188205271.88  | 0.08%             | 2024-07-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   17900000 | PA      | $16716585.00   | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |   27801000 | PA      | $25153781.83   | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZL7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  603909000 | PA      | $551066962.50  | 0.24%             | 2025-04-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89330                      | CUSIP: 312936LK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     308354 | PA      | $313987.24     | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1581777.39    | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCM5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $18752066.80   | 0.01%             | 2026-03-03      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH              | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    3900000 | PA      | $2519569.65    | 0.00%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8100                      | CUSIP: 3132DV7M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30944567 | PA      | $27475693.52   | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711074                      | CUSIP: 36297F6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     924426 | PA      | $909427.09     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                    | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    1300000 | PA      | $1303056.30    | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9211                      | CUSIP: 36178WGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     626228 | PA      | $579588.65     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2722580.03    | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAG0<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    9727000 | PA      | $9261367.05    | 0.00%             | 2024-11-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2875                      | CUSIP: 3138EKFR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     424790 | PA      | $431577.61     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327M2K9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    5283000 | PA      | $5082009.64    | 0.00%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18655                      | CUSIP: 3128MMWR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13617500 | PA      | $12871235.52   | 0.01%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2978                      | CUSIP: 3140XJJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32264295 | PA      | $30797440.60   | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83625                      | CUSIP: 312930A26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24952 | PA      | $25852.82      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03781                      | CUSIP: 3128M5RA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     238223 | PA      | $242131.84     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890474                      | CUSIP: 31410LJT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     959471 | PA      | $948415.61     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    2774000 | PA      | $2278220.54    | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   10138000 | PA      | $7847280.88    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8851                      | CUSIP: 3617BCZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47951 | PA      | $47479.35      | 0.00%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS                 | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   20970000 | PA      | $19431255.37   | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    3629000 | PA      | $3561593.54    | 0.00%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    6466000 | PA      | $5158581.98    | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET_22-A2                              | COMET 2022-A2 A                | CUSIP: 14041NGA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21500000 | PA      | $20909771.25   | 0.01%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1115952.48    | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   15375000 | PA      | $13764586.22   | 0.01%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV4217                      | CUSIP: 36195EVJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225447 | PA      | $222375.38     | 0.00%             | 2046-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                   | WFCM 2020-C55 A5               | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8735000 | PA      | $7393072.52    | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4417                      | CUSIP: 31418D4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49288586 | PA      | $42780127.06   | 0.02%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737430                      | CUSIP: 3620ARHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     753238 | PA      | $754731.16     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8179                      | CUSIP: 3132DWCQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31112517 | PA      | $27446432.69   | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0934                      | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12042238 | PA      | $11484587.36   | 0.01%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                    | JPMCC 2013-C16 A3              | CUSIP: 46641BAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     713121 | PA      | $705403.67     | 0.00%             | 2046-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481539                      | CUSIP: 31382F4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        671 | PA      | $715.11        | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C62818                      | CUSIP: 31287NDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10405 | PA      | $10950.23      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5865000 | PA      | $6299437.15    | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18824                      | CUSIP: 3128PYYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     233107 | PA      | $218797.70     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    7400000 | PA      | $6302139.40    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7601                      | CUSIP: 3138WHNT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6923412 | PA      | $6696622.06    | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS9163                      | CUSIP: 3132AAFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3496447 | PA      | $3092802.57    | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3902                      | CUSIP: 31417AKQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1041677 | PA      | $982986.14     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D                                     | WOART 2021-D A3                | CUSIP: 98163KAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4225000 | PA      | $4016958.89    | 0.00%             | 2026-10-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKN8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4165729.84    | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254763                      | CUSIP: 31371K5Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        936 | PA      | $942.90        | 0.00%             | 2023-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2717707.64    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAP8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   10000000 | PA      | $8648952.90    | 0.00%             | 2027-05-11      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721273                      | CUSIP: 3620A7JS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     206319 | PA      | $200438.71     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3408837.64    | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57861                      | CUSIP: 3128KLWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13342 | PA      | $13903.01      | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |   22979000 | PA      | $17767087.97   | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835751                      | CUSIP: 31407NQC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     627281 | PA      | $621035.04     | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8247                      | CUSIP: 3138WJEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10333745 | PA      | $9687462.32    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1232                      | CUSIP: 3140X4LN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1823909 | PA      | $1807511.15    | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                         | WFRBS 2014-C20 A4              | CUSIP: 92890FAT3<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     980882 | PA      | $953749.68     | 0.00%             | 2047-05-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2470388.92    | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7362                      | CUSIP: 31417EFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2329908 | PA      | $2090049.54    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                | BMARK 2019-B13 A4              | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11711565 | PA      | $10250211.14   | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBP9<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |   22100000 | PA      | $19867312.36   | 0.01%             | 2025-09-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82797                       | CUSIP: 36225FDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     104055 | PA      | $102594.70     | 0.00%             | 2041-04-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   31977000 | PA      | $27186565.92   | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9760                      | CUSIP: 3138WKZ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22269019 | PA      | $21577180.42   | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54694                      | CUSIP: 3128KHGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     174324 | PA      | $182217.01     | 0.00%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $24700322.70   | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64585                      | CUSIP: 3128KVCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        597 | PA      | $606.86        | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   27851000 | PA      | $26517826.10   | 0.01%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4525376.59    | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   33700000 | PA      | $28606597.17   | 0.01%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   11450000 | PA      | $10468666.87   | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                  | PERKINELMER INC                | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $7280067.91    | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $5299376.12    | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                  | BANK 2018-BN15 A4              | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9060000 | PA      | $8675152.04    | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    3550000 | PA      | $3298943.29    | 0.00%             | 2025-04-01      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3420                      | CUSIP: 3140X6YS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2778604 | PA      | $2604991.41    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJH4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    5090000 | PA      | $5187454.31    | 0.00%             | 2026-10-21      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AK1<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    4865000 | PA      | $4560122.42    | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4281180.40    | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41926                      | CUSIP: 3128K2D71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6443 | PA      | $6469.34       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16619                      | CUSIP: 3132J7YR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4940568 | PA      | $4511602.27    | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET COR               | CUSIP: 857477AT0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   24325000 | PA      | $23676753.10   | 0.01%             | 2025-08-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    6019000 | PA      | $5002060.04    | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 193705                      | CUSIP: 36217HDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1576 | PA      | $1583.83       | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01537                      | CUSIP: 3132GEV64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97483 | PA      | $100262.49     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3307                      | CUSIP: 31418CU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4358669 | PA      | $4287059.62    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4806                      | CUSIP: 31418EKU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47337631 | PA      | $46695955.43   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586311                      | CUSIP: 36201LKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      40714 | PA      | $42798.61      | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    5240000 | PA      | $4619107.79    | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                             | ASSOC BANC-CORP                | CUSIP: 045487AB1<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     500000 | PA      | $486543.38     | 0.00%             | 2025-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2922                      | CUSIP: 31418CG81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6033140 | PA      | $5467310.98    | 0.00%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4127659.67    | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5255102.16    | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0148                      | CUSIP: 3138EGEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1744764 | PA      | $1680746.74    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAL3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    7700000 | PA      | $6826181.21    | 0.00%             | 2043-10-16      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                     | CRED SUIS NY                   | CUSIP: 22550L2D2<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   42944000 | PA      | $42047742.83   | 0.02%             | 2023-05-05      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| COMM 2013-LC13 Mortgage Trust                                                    | COMM 2013-LC13 A5              | CUSIP: 12626GAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2619167 | PA      | $2597418.24    | 0.00%             | 2046-08-10      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   12824000 | PA      | $10704500.32   | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   20486000 | PA      | $19966703.25   | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8475000 | PA      | $8043491.82    | 0.00%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5141                      | CUSIP: 3140X8WB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9096008 | PA      | $7809284.67    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | DALLAS HOSP-BAB-C              | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |     850000 | PA      | $900521.20     | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604548                      | CUSIP: 36200MTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     477412 | PA      | $480040.16     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |   10955000 | PA      | $9115356.98    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3426                      | CUSIP: 3140X6YY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1869307 | PA      | $1891763.15    | 0.00%             | 2050-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82669                       | CUSIP: 36225E6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     190098 | PA      | $187757.85     | 0.00%             | 2040-11-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15600821.40   | 0.01%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18578                      | CUSIP: 3128MMUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6497589 | PA      | $6172527.25    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDU7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10142608.67   | 0.00%             | 2025-04-07      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBA5<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3877523.00    | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4770                      | CUSIP: 3140E9JQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136145 | PA      | $126788.62     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    3288000 | PA      | $2218507.97    | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1141                      | CUSIP: 31418AHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4769186 | PA      | $4363030.19    | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | ACE INA HOLDINGS               | CUSIP: 00440EAS6<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    7654000 | PA      | $7389192.95    | 0.00%             | 2025-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AV8<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4251264.28    | 0.00%             | 2024-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06977                      | CUSIP: 3128M9CN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     849102 | PA      | $767619.50     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 713975                      | CUSIP: 31401PFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1881 | PA      | $1921.06       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725314                      | CUSIP: 31402CYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1104191 | PA      | $1123672.56    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A75230                      | CUSIP: 3128L8Y33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10224 | PA      | $10528.34      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12195265 | PA      | $11439581.82   | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    4710000 | PA      | $4302527.07    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EN4N7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    9400000 | PA      | $9346213.20    | 0.00%             | 2024-12-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90837                      | CUSIP: 31335H4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57521 | PA      | $57787.05      | 0.00%             | 2024-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6821099.92    | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4741                      | CUSIP: 3138WEHT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1123837 | PA      | $1049244.25    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890261                      | CUSIP: 31410LB68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92504 | PA      | $99732.20      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   10115000 | PA      | $7380011.83    | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3213793.13    | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5696                      | CUSIP: 3138WFKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10251192 | PA      | $9570602.62    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4038                      | CUSIP: 3140X7PY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1073766 | PA      | $932055.37     | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783613                      | CUSIP: 3622A2AN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     479532 | PA      | $482766.07     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641601                      | CUSIP: 36291XX61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17877 | PA      | $18317.77      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725162                      | CUSIP: 31402CTT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1612801 | PA      | $1733160.58    | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAD6<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    2053000 | PA      | $1971639.08    | 0.00%             | 2024-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555424                      | CUSIP: 31385XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2279773 | PA      | $2328506.25    | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3267                      | CUSIP: 3140J7TZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3109063 | PA      | $3054264.34    | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $5132377.22    | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93853                      | CUSIP: 312942H65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2341952 | PA      | $2413335.44    | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738282                      | CUSIP: 31402UFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28397 | PA      | $29616.25      | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC-TXBL          | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    1410000 | PA      | $1306492.32    | 0.00%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     975000 | PA      | $972033.31     | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3744140.60    | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8265                      | CUSIP: 36179XFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25140326 | PA      | $22445642.27   | 0.01%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                                   | CITIZENS BANK NA               | CUSIP: 75524KPT5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6062725.80    | 0.00%             | 2025-10-24      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2226679.77    | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Trinity Acquisition PLC                                                          | TRINITY ACQ PLC                | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |    6788000 | PA      | $6571550.91    | 0.00%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6736                      | CUSIP: 3140XAPW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2315215 | PA      | $2159205.85    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2458572.17    | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4087707.08    | 0.00%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $17526649.73   | 0.01%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04044                      | CUSIP: 3128M5ZH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     757280 | PA      | $767028.86     | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0752                      | CUSIP: 3138LQZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     873780 | PA      | $783949.84     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8053                      | CUSIP: 3132DV5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     928455 | PA      | $911878.87     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06814                      | CUSIP: 3128M83X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4332880 | PA      | $4210793.68    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18305                      | CUSIP: 3128MMKT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118041 | PA      | $115734.59     | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 03524BAF3<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |   14690000 | PA      | $13176187.27   | 0.01%             | 2044-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7821                      | CUSIP: 31417EVP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1411094 | PA      | $1275423.25    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6750000 | PA      | $5905738.28    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AU9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4170975.03    | 0.00%             | 2025-05-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BS6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   18223000 | PA      | $18046585.87   | 0.01%             | 2023-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782155                      | CUSIP: 36241KMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      99442 | PA      | $97047.52      | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6421                      | CUSIP: 3140QED33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8957839 | PA      | $7939437.62    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 A3                 | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8495000 | PA      | $7144116.61    | 0.00%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   34000000 | PA      | $26175072.72   | 0.01%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE26 Mortgage Trust                                                  | COMM 2015-CR26 A4              | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10885000 | PA      | $10306715.87   | 0.00%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   26189000 | PA      | $29455101.16   | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18484                      | CUSIP: 3128MMRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1226001 | PA      | $1168727.12    | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4067                      | CUSIP: 36179SQU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11567003 | PA      | $10038630.42   | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 982897                      | CUSIP: 31415CNN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1149 | PA      | $1143.60       | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAL3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    4000000 | PA      | $3949101.68    | 0.00%             | 2024-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    3527000 | PA      | $3961923.01    | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   12833000 | PA      | $11953939.12   | 0.01%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826591                      | CUSIP: 31407CKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66971 | PA      | $69807.51      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAJ3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   11865000 | PA      | $11701367.41   | 0.01%             | 2024-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888078                      | CUSIP: 31410FUB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41494 | PA      | $40631.27      | 0.00%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AF8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $5294528.10    | 0.00%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   16450000 | PA      | $13321679.81   | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  243319000 | PA      | $195263497.50  | 0.09%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   48200000 | PA      | $41813172.24   | 0.02%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    6055000 | PA      | $5658833.94    | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5907                      | CUSIP: 31417CR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1224581 | PA      | $1148998.51    | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   21512000 | PA      | $19851241.98   | 0.01%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02759                      | CUSIP: 3128M4MG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108417 | PA      | $108979.32     | 0.00%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BZ1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13625000 | PA      | $13270226.12   | 0.01%             | 2025-03-11      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     663000 | PA      | $670974.13     | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   53048000 | PA      | $43273853.48   | 0.02%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4229                      | CUSIP: 31418DVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31351918 | PA      | $27949545.20   | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUT          | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     395000 | PA      | $373090.26     | 0.00%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738009                      | CUSIP: 3620AR3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306151 | PA      | $298016.47     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7705                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  146056674 | PA      | $127044900.39  | 0.06%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709DL3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     622000 | PA      | $654166.39     | 0.00%             | 2026-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8154                      | CUSIP: 3132D6BX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14807296 | PA      | $13588331.56   | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   28600000 | PA      | $18882494.20   | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   11200000 | PA      | $8760436.94    | 0.00%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1000                      | CUSIP: 3140X4DE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1923023 | PA      | $1729108.57    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAG7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7205169.99    | 0.00%             | 2024-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8041                      | CUSIP: 3132D55A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2382945 | PA      | $2242510.00    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735581                      | CUSIP: 31402RFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     321861 | PA      | $328095.10     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    5455000 | PA      | $4978820.67    | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1367                      | CUSIP: 31416WQV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76112 | PA      | $75672.06      | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2827696.59    | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E03088                      | CUSIP: 31294MND9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170085 | PA      | $163062.13     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2341869.49    | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2455853.82    | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7503627.20    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A          | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7475000 | PA      | $8285134.52    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $15566343.10   | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8243                      | CUSIP: 3132DWEQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   75867241 | PA      | $69050273.08   | 0.03%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00836                      | CUSIP: 31292G4V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8282 | PA      | $8377.05       | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS12                                        | MSC 2016-UB12 AS               | CUSIP: 61691EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2655685.80    | 0.00%             | 2049-12-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 AM              | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2407829 | PA      | $2048193.25    | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11908                      | CUSIP: 3132HNDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     515986 | PA      | $483386.53     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-A                                   | NAROT 2022-A A3                | CUSIP: 65479QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2775000 | PA      | $2637492.92    | 0.00%             | 2026-08-17      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7448                      | CUSIP: 31417EH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1677034 | PA      | $1569353.12    | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40513                      | CUSIP: 3128K0SA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18277 | PA      | $18670.24      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05860                      | CUSIP: 3128M7ZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1425616 | PA      | $1443997.94    | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3975000 | PA      | $2678217.07    | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9549                      | CUSIP: 3138ERTF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18416152 | PA      | $17776556.96   | 0.01%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   16955000 | PA      | $14408021.60   | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893299                      | CUSIP: 31410PNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13097 | PA      | $13053.69      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4686                      | CUSIP: 31417BF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3345392 | PA      | $3154931.62    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1751018.62    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER DANIELS                 | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     530000 | PA      | $566990.13     | 0.00%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13609                      | CUSIP: 3128MCGS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22907 | PA      | $22927.64      | 0.00%             | 2024-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08005                      | CUSIP: 3128MJAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55277 | PA      | $55491.15      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   25295000 | PA      | $21515552.38   | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12145000 | PA      | $10700712.71   | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4208                      | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  296420618 | PA      | $243092059.03  | 0.11%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4224                        | CUSIP: 36202EVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     107932 | PA      | $111245.13     | 0.00%             | 2038-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737839                      | CUSIP: 3620ARV81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200154 | PA      | $187850.02     | 0.00%             | 2026-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBQ7<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |   15650000 | PA      | $13931428.74   | 0.01%             | 2026-01-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $3964758.03    | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Beam Suntory Inc                                                                 | BEAM SUNTORY                   | CUSIP: 073730AG8<br>LEI: EWRDABCN7XBHM37LIA98 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1385411.51    | 0.00%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 B                | CUSIP: 12635FAY0<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    1625000 | PA      | $1476324.04    | 0.00%             | 2048-08-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3249                      | CUSIP: 3140X6TF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1889889 | PA      | $1673465.21    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753047                      | CUSIP: 31403MTC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40420 | PA      | $40903.79      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C34                                   | WFCM 2016-C34 A4               | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2675173.15    | 0.00%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A20196                      | CUSIP: 31296WGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6426 | PA      | $6378.00       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comm 2013-CCRE13 Mortgage Trust                                                  | COMM 2013-CR13 A4              | CUSIP: 12630BBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3649371.05    | 0.00%             | 2046-11-10      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3903000 | PA      | $3826137.36    | 0.00%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03975                      | CUSIP: 3128M5XC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68503 | PA      | $72463.52      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K090 A2                   | CUSIP: 3137FLMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9625000 | PA      | $9063353.34    | 0.00%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    4480000 | PA      | $3698989.37    | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9254                      | CUSIP: 3140E2H87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     448403 | PA      | $418691.02     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05535                      | CUSIP: 3128M7PU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     608143 | PA      | $604327.16     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3577024.22    | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   23405000 | PA      | $19460960.49   | 0.01%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8236                      | CUSIP: 3132DWEH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13502297 | PA      | $12295318.83   | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0628                      | CUSIP: 3140JGVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80148 | PA      | $80035.12      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   24015000 | PA      | $23527171.30   | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AM7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3120832.50    | 0.00%             | 2026-02-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 AS               | CUSIP: 08161CAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5675000 | PA      | $5206915.22    | 0.00%             | 2051-02-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   16180000 | PA      | $14263667.66   | 0.01%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR INC                     | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    2250000 | PA      | $2367530.10    | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   11365000 | PA      | $10427929.38   | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $4056973.90    | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C21                      | MSBAM 2015-C21 A4              | CUSIP: 61764XBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8100000 | PA      | $7661991.69    | 0.00%             | 2048-03-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4463                      | CUSIP: 31416M5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     682642 | PA      | $678438.92     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   16657000 | PA      | $14700056.52   | 0.01%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815959                      | CUSIP: 31406PQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170403 | PA      | $177618.11     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738902                      | CUSIP: 3620AS3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     574633 | PA      | $575833.32     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 917288BK7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   26358906 | PA      | $26195122.57   | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255631                      | CUSIP: 31371L4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     206702 | PA      | $215432.72     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    8365000 | PA      | $7002154.04    | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783127                      | CUSIP: 36241LPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     156422 | PA      | $159426.87     | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    8500000 | PA      | $7590919.65    | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9905000 | PA      | $9615531.72    | 0.00%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5111                      | CUSIP: 3140J9VD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40350795 | PA      | $38437723.72   | 0.02%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9815000 | PA      | $8928054.37    | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPR          | CUSIP: 6461366S5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    5905000 | PA      | $4742995.20    | 0.00%             | 2042-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01978                      | CUSIP: 3128LXFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     355248 | PA      | $358507.14     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CA0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   26400000 | PA      | $23629344.29   | 0.01%             | 2026-03-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    7730000 | PA      | $7112539.74    | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3358114.90    | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9736698.84    | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   21492000 | PA      | $17330674.26   | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08790                      | CUSIP: 3128MJ2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1827536 | PA      | $1795750.12    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0943                      | CUSIP: 3138EHBM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3883 | PA      | $3874.93       | 0.00%             | 2024-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5428                      | CUSIP: 3138WFA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     162802 | PA      | $154644.95     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6412                      | CUSIP: 3133BGDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4521436 | PA      | $4482437.60    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630CJ5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1100000 | PA      | $1045130.24    | 0.00%             | 2026-01-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                        | QORVO INC                      | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7953239.52    | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K087 A2                   | CUSIP: 3137FKUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11000000 | PA      | $10574290.10   | 0.00%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200HU8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   18338000 | PA      | $18060210.66   | 0.01%             | 2024-02-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5065                      | CUSIP: 3140X8TX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2179042 | PA      | $2041083.27    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07212                      | CUSIP: 3128M9KZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2412613 | PA      | $2245303.99    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3                  | GMCAR 2020-3 A3                | CUSIP: 362590AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3257170 | PA      | $3181931.45    | 0.00%             | 2025-04-16      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BFY1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   27600000 | PA      | $26667519.37   | 0.01%             | 2026-06-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   10420000 | PA      | $8626737.90    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82191                       | CUSIP: 36225ENH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35401 | PA      | $34911.08      | 0.00%             | 2038-10-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-TXB-PENSI          | CUSIP: 686053DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     375000 | PA      | $380790.38     | 0.00%             | 2028-06-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 AS             | CUSIP: 46591EAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     825000 | PA      | $706901.25     | 0.00%             | 2052-06-13      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2088                      | CUSIP: 3140GQKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     290283 | PA      | $280204.52     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829224                      | CUSIP: 31407FG95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48704 | PA      | $48894.75      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2831                      | CUSIP: 31418CED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     488728 | PA      | $466957.77     | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBC2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    7500000 | PA      | $6880462.80    | 0.00%             | 2025-09-29      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6960921.53    | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20676973.60   | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7599                      | CUSIP: 3140XBNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     410305 | PA      | $376439.19     | 0.00%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1285                      | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6911546 | PA      | $6484889.40    | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   21340000 | PA      | $14277092.52   | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2732                      | CUSIP: 3138WQBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2703592 | PA      | $2530073.14    | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   20069000 | PA      | $17809765.84   | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255070                      | CUSIP: 31371LJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13836 | PA      | $14867.31      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2578                      | CUSIP: 31418B2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2746576 | PA      | $2557807.56    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1791097.62    | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM8935                      | CUSIP: 36185B4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     583782 | PA      | $566189.48     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   37901000 | PA      | $32065618.77   | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5153709.25    | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1858285.20    | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                   | MAGELLAN MID                   | CUSIP: 559080AL0<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    5285000 | PA      | $3985921.10    | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   11580000 | PA      | $11021047.30   | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-B            | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5090000 | PA      | $4934759.58    | 0.00%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2138                      | CUSIP: 3138M5LU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2344660 | PA      | $2247379.13    | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1623                      | CUSIP: 3138EHYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1062149 | PA      | $1120950.00    | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Equity Investment Life Holding Co                                       | AMERICAN EQUITY                | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    5361000 | PA      | $5101785.52    | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14282                      | CUSIP: 3128MC6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     385731 | PA      | $363973.33     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 AS              | CUSIP: 08163DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3025000 | PA      | $2395811.19    | 0.00%             | 2054-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3691                      | CUSIP: 31418DC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28420642 | PA      | $25298776.43   | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 865188                      | CUSIP: 31409AF53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49936 | PA      | $52140.41      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918059                      | CUSIP: 31411X5U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5800 | PA      | $5917.83       | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   24380000 | PA      | $23506308.08   | 0.01%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889364                      | CUSIP: 31410KB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     508209 | PA      | $538012.23     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747265                      | CUSIP: 3620C3FE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     112435 | PA      | $109515.63     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   17800000 | PA      | $16793261.19   | 0.01%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    4600000 | PA      | $4519919.24    | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA               | CUSIP: 71654QBP6<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     225000 | PA      | $218784.82     | 0.00%             | 2024-02-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952396                      | CUSIP: 31413QRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1535 | PA      | $1651.49       | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8083                      | CUSIP: 3132DV6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14158349 | PA      | $12111666.06   | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03183                      | CUSIP: 3128M42Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     556296 | PA      | $595762.02     | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5969599.98    | 0.00%             | 2023-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2014-M8 A2                 | CUSIP: 3136AKQM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2335976 | PA      | $2272347.30    | 0.00%             | 2024-06-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF1479                      | CUSIP: 3133BNUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1720469 | PA      | $1715014.37    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5127                      | CUSIP: 3140X8VV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3051996 | PA      | $2817363.56    | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   11754000 | PA      | $10545030.11   | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773586                      | CUSIP: 31404NNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9423 | PA      | $9456.16       | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819982                      | CUSIP: 31406T6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3557 | PA      | $3729.84       | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2444                      | CUSIP: 31418BWE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3683343 | PA      | $3319311.90    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20499433 | PA      | $18577918.48   | 0.01%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520825                      | CUSIP: 36211RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      22771 | PA      | $23076.87      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 872809                      | CUSIP: 31409JVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        676 | PA      | $680.39        | 0.00%             | 2036-06-01      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4760000 | PA      | $3084694.68    | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7712                      | CUSIP: 3140XBSA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12456053 | PA      | $11612448.29   | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04295                      | CUSIP: 31292LXY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3138147 | PA      | $2958839.60    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4107563.75    | 0.00%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MedStar Health Inc                                                               | MEDSTAR HEALTH                 | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2894831.88    | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2244512.39    | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4429                      | CUSIP: 3138A54P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     493185 | PA      | $478586.67     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AT0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    9707000 | PA      | $9469737.62    | 0.00%             | 2024-05-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91447                      | CUSIP: 3128P7TC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3618187 | PA      | $3472618.76    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $998356.60     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AK7<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    4724000 | PA      | $4500844.62    | 0.00%             | 2026-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   40145000 | PA      | $30742029.35   | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1192                      | CUSIP: 3131XUKD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7258114 | PA      | $6404212.45    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | BB&T CORPORATION               | CUSIP: 05531FBB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   19544000 | PA      | $18850788.98   | 0.01%             | 2024-10-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1834599.42    | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6930                      | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  112053445 | PA      | $93980467.77   | 0.04%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-1                              | COPAR 2022-1 A4                | CUSIP: 14043QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2625000 | PA      | $2480108.14    | 0.00%             | 2027-09-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1077794.64    | 0.00%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    5815000 | PA      | $4045920.98    | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FN1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   18990000 | PA      | $18394656.85   | 0.01%             | 2025-03-24      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782949                      | CUSIP: 36241LH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1115977 | PA      | $1140207.55    | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6313440.67    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hashemite Kingdom of Jordan Government AID Bond                                  | AID-JORDAN                     | CUSIP: 418097AF8<br>LEI: N/A                  | Long             | DBT              | NUSS              | JO        |    4325000 | PA      | $4168286.61    | 0.00%             | 2025-06-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2961                      | CUSIP: 36179RJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23906869 | PA      | $22425494.39   | 0.01%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   14480000 | PA      | $11613443.20   | 0.01%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4421                      | CUSIP: 3140QP4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1791568 | PA      | $1803460.85    | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1692817.94    | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    2975000 | PA      | $2755410.55    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   27194000 | PA      | $25250743.14   | 0.01%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808271                      | CUSIP: 31406E6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3290 | PA      | $3360.27       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7114                      | CUSIP: 3140HL3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107983 | PA      | $107830.70     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27485                      | CUSIP: 31297FJ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30173 | PA      | $32579.63      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7343                      | CUSIP: 3138WHER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9316447 | PA      | $8369818.70    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP1937                      | CUSIP: 3138M5EK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1313510 | PA      | $1221345.67    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 561741                      | CUSIP: 31386FBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8760 | PA      | $9219.34       | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3936                      | CUSIP: 31418DLS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7146855 | PA      | $6132521.71    | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $7983742.03    | 0.00%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9568151.04    | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   20089000 | PA      | $14481594.80   | 0.01%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   14864000 | PA      | $13755493.42   | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4424473.90    | 0.00%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHM5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4206870.60    | 0.00%             | 2026-04-27      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     450000 | PA      | $420624.44     | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAC9<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    6000000 | PA      | $5649881.46    | 0.00%             | 2026-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10543742.11   | 0.00%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   11278000 | PA      | $9567361.98    | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47033                      | CUSIP: 3128K7Y69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     172615 | PA      | $174538.07     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931790                      | CUSIP: 31412QF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     174623 | PA      | $173506.21     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6773                      | CUSIP: 3140XAQ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8300722 | PA      | $7834864.94    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 A3              | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6365000 | PA      | $5232768.98    | 0.00%             | 2043-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4496                        | CUSIP: 36202E7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2665269 | PA      | $2756814.28    | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0756                      | CUSIP: 31417YZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1598728 | PA      | $1528820.17    | 0.00%             | 2031-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8118                      | CUSIP: 3132D6AT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48786794 | PA      | $42347112.49   | 0.02%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   20778000 | PA      | $18656799.33   | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $3594130.82    | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6025000 | PA      | $5574948.04    | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08538                      | CUSIP: 3128MJS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28125946 | PA      | $26058483.42   | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   12731000 | PA      | $14313595.07   | 0.01%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   10775000 | PA      | $10070219.64   | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDN8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5422811.16    | 0.00%             | 2025-09-10      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3833                      | CUSIP: 31418DHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7164743 | PA      | $6148397.25    | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05466                      | CUSIP: 3128M7MP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6232 | PA      | $6311.62       | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950VHX7<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   15290000 | PA      | $14253336.17   | 0.01%             | 2026-04-07      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CJ5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   17000000 | PA      | $15339753.48   | 0.01%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FS0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   12145000 | PA      | $11208545.44   | 0.00%             | 2050-03-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08217                      | CUSIP: 3128MJG38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100095 | PA      | $101742.70     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   25143000 | PA      | $17871942.85   | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   33156000 | PA      | $24360955.22   | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8387                      | CUSIP: 3138ETJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2051019 | PA      | $1982315.93    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $27765658.50   | 0.01%             | 2026-03-13      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91849                      | CUSIP: 3128P8BS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4030183 | PA      | $3755157.59    | 0.00%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16044                      | CUSIP: 3128ME5D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2296318 | PA      | $2139708.09    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3454                      | CUSIP: 36179RZT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26580449 | PA      | $24856608.74   | 0.01%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    2613000 | PA      | $2056094.58    | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31642                      | CUSIP: 31297LZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8374 | PA      | $8553.66       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $4585380.87    | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    6270000 | PA      | $4693427.44    | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745640                      | CUSIP: 31403DLV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60613 | PA      | $63241.45      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3327000 | PA      | $3641607.64    | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 A4                 | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $4072155.56    | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5726346.26    | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331AW7<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3818208.52    | 0.00%             | 2024-10-01      | Variable      | 2.53%                 | No            |                  2 | On Loan: No      |
| Conoco Funding Co                                                                | CONOCO FUNDING                 | CUSIP: 20825UAC8<br>LEI: XX71EBFZWSRCIL200314 | Long             | DBT              | CORP              | CA        |    3440000 | PA      | $3926380.57    | 0.00%             | 2031-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3                                | SDART 2021-3 D                 | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2801487.30    | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1736                      | CUSIP: 3132DN4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21565361 | PA      | $21345514.80   | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A                                      | HDMOT 2022-A A4                | CUSIP: 41284YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $805492.73     | 0.00%             | 2030-01-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3327                      | CUSIP: 3140X6VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3386782 | PA      | $3231476.82    | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3282349.39    | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555800                      | CUSIP: 31385XNR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1124622 | PA      | $1148652.06    | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7360350.05    | 0.00%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4785                        | CUSIP: 36202FJ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     312564 | PA      | $307145.39     | 0.00%             | 2025-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBS3<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    5500000 | PA      | $5118724.55    | 0.00%             | 2024-09-20      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | EL PASO CORP                   | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    2730000 | PA      | $3042145.12    | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5056                      | CUSIP: 3138XUTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     413776 | PA      | $383137.30     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8462000 | PA      | $8442502.03    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5450278.58    | 0.00%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848818                      | CUSIP: 31408EAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2556 | PA      | $2610.93       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254293                      | CUSIP: 31371KNJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8360 | PA      | $8671.02       | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2215088.20    | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1519 A2                 | CUSIP: 3137F8TF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22025501 | PA      | $16614227.46   | 0.01%             | 2035-12-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   31933000 | PA      | $30390084.30   | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    6070000 | PA      | $5321157.64    | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5910                      | CUSIP: 3133KMR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1221061 | PA      | $1124121.05    | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0133                      | CUSIP: 3140EUEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5078530 | PA      | $4824357.77    | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA3939                      | CUSIP: 3140E8LV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19387 | PA      | $17466.10      | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   47234000 | PA      | $30568240.26   | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   18130000 | PA      | $16274518.33   | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CF3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   13000000 | PA      | $12741377.61   | 0.01%             | 2024-02-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13885                      | CUSIP: 3128PTJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1094270 | PA      | $1053507.85    | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC5442                      | CUSIP: 31417SBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     106843 | PA      | $106185.36     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   28540000 | PA      | $20451130.41   | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K084 A2                   | CUSIP: 3137FJZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26940000 | PA      | $25847170.82   | 0.01%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5367                      | CUSIP: 3140X86D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13070032 | PA      | $11344795.50   | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C29                              | JPMBB 2015-C29 ASB             | CUSIP: 46644RBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1282232 | PA      | $1250363.15    | 0.00%             | 2048-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7077                      | CUSIP: 31417D2K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     870806 | PA      | $768188.19     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $12252972.06   | 0.01%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $13203221.88   | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                 | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4031986.15    | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-C                                   | NAROT 2019-C A4                | CUSIP: 65479JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1650000 | PA      | $1610069.01    | 0.00%             | 2026-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $3340924.49    | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      75000 | PA      | $82560.87      | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   14060000 | PA      | $12405435.51   | 0.01%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3113600 | PA      | $3089602.83    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 AS              | CUSIP: 08162MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $946494.84     | 0.00%             | 2053-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CQ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   12015000 | PA      | $11130855.20   | 0.00%             | 2026-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   40070000 | PA      | $38947257.03   | 0.02%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |   10335000 | PA      | $8390366.61    | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 807979                      | CUSIP: 31406EUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26306 | PA      | $26396.47      | 0.00%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                      | MSBAM 2015-C20 A4              | CUSIP: 61764RBF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6650000 | PA      | $6322893.15    | 0.00%             | 2048-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2430000 | PA      | $2416844.95    | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                            | AHOLD FIN USA                  | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $4498064.40    | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57408                      | CUSIP: 3128KLGR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62868 | PA      | $67343.04      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ6093                      | CUSIP: 3140H7XX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2171980 | PA      | $2093371.09    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UU7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    9700000 | PA      | $9427068.87    | 0.00%             | 2024-04-16      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    7759000 | PA      | $7379216.04    | 0.00%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555531                      | CUSIP: 31385XEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3029310 | PA      | $3094008.43    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11925000 | PA      | $9374141.26    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   12098000 | PA      | $11123920.46   | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   17200000 | PA      | $14707998.81   | 0.01%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9582                      | CUSIP: 3140XDUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21047557 | PA      | $19675681.04   | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5550                      | CUSIP: 3140JAEY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1086674 | PA      | $1081847.77    | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3906                      | CUSIP: 3138WDKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1103240 | PA      | $1063174.50    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AE8<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   14910000 | PA      | $15123719.64   | 0.01%             | 2026-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBP0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4623700.90    | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705142                      | CUSIP: 36296YLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157442 | PA      | $152965.64     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4892                      | CUSIP: 3140X8NJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11354918 | PA      | $10438000.45   | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    3280000 | PA      | $3082595.79    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   12371000 | PA      | $12335278.74   | 0.01%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BH1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    9373000 | PA      | $9104362.88    | 0.00%             | 2026-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9003309.39    | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |   11456000 | PA      | $9585254.33    | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 A4                 | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12700000 | PA      | $11969549.34   | 0.01%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1582398.39    | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 581806                      | CUSIP: 31387EKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4901 | PA      | $5146.07       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4659                      | CUSIP: 3132A5E84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4281103 | PA      | $3983336.06    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Harman International Industries Inc                                              | HARMAN INTERNATI               | CUSIP: 413086AH2<br>LEI: 1VWDHRIRERCQ5D5M5681 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3380291.34    | 0.00%             | 2025-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9016                      | CUSIP: 36180NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4673405 | PA      | $4096327.55    | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30263                      | CUSIP: 31297KJG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15617 | PA      | $15876.64      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    2989000 | PA      | $2830989.00    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CP3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    3880000 | PA      | $3462213.01    | 0.00%             | 2040-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Continental Airlines 2012-2 Class A Pass Through Trust                           | CONTL AIRLINES                 | CUSIP: 210795QB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     759024 | PA      | $721994.77     | 0.00%             | 2026-04-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJK2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $12387276.58   | 0.01%             | 2026-06-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5764                      | CUSIP: 31417CMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1303626 | PA      | $1220003.85    | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K096 A2                   | CUSIP: 3137FNB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10940000 | PA      | $9714587.63    | 0.00%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WBP5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6249045.31    | 0.00%             | 2024-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | CAMPBELL SOUP CO               | CUSIP: 134429BA6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    9125000 | PA      | $8782697.53    | 0.00%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 936585                      | CUSIP: 31412V6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     233267 | PA      | $234894.22     | 0.00%             | 2037-04-01      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 882566                      | CUSIP: 31409YQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8895 | PA      | $9714.31       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   32337000 | PA      | $21553751.03   | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5660836.03    | 0.00%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   92325000 | PA      | $69202174.21   | 0.03%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1231                      | CUSIP: 3140J5LM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9565933 | PA      | $9328911.58    | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   10625000 | PA      | $9115093.68    | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 AS              | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1650000 | PA      | $1503789.71    | 0.00%             | 2061-05-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2261                      | CUSIP: 3128QSQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100756 | PA      | $101067.92     | 0.00%             | 2037-10-01      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   12286000 | PA      | $11062794.66   | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130A0XE5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   29255000 | PA      | $28738561.49   | 0.01%             | 2024-03-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130ASDS5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   29370000 | PA      | $28543880.64   | 0.01%             | 2024-06-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6555                      | CUSIP: 31329QH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1131067 | PA      | $1140419.43    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1210                      | CUSIP: 31418AKY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2573250 | PA      | $2408128.19    | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4603                      | CUSIP: 3140X8DH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2714484 | PA      | $2522278.06    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2807                      | CUSIP: 31418CDM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2297901 | PA      | $2140282.06    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1250                      | CUSIP: 3138Y2L84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         86 | PA      | $83.67         | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    1370000 | PA      | $1497649.70    | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    7875000 | PA      | $6517363.31    | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18687                      | CUSIP: 3128MMXR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4960339 | PA      | $4640087.07    | 0.00%             | 2033-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783234                      | CUSIP: 36241LSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1507909 | PA      | $1468948.59    | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838797                      | CUSIP: 31407R3E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5040 | PA      | $5327.24       | 0.00%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3218                      | CUSIP: 31418CSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2718264 | PA      | $2590937.97    | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $5159994.96    | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737036                      | CUSIP: 3620AQY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     619812 | PA      | $640808.04     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   14194000 | PA      | $13159933.03   | 0.01%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C17                              | JPMBB 2013-C17 AS              | CUSIP: 46640UAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     775000 | PA      | $760946.85     | 0.00%             | 2047-01-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $3284411.95    | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08333                      | CUSIP: 3128MJLP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     408705 | PA      | $411096.07     | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7531698.62    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4533                      | CUSIP: 3140J9BB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1497830 | PA      | $1484789.29    | 0.00%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3735                      | CUSIP: 3138X3EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9299425 | PA      | $8407561.62    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4095                      | CUSIP: 3138LURR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8602867 | PA      | $7999486.66    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3586070.25    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $4620953.19    | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   14009000 | PA      | $11694100.03   | 0.01%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBJ7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $192937.25     | 0.00%             | 2024-09-08      | Variable      | 0.85%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C          | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6655000 | PA      | $5861984.21    | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BJ6<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   21300000 | PA      | $21372443.22   | 0.01%             | 2025-05-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC19                                    | CGCMT 2014-GC19 AS             | CUSIP: 17322AAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     955000 | PA      | $931954.80     | 0.00%             | 2047-03-11      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 AS               | CUSIP: 36251XAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1825000 | PA      | $1651308.00    | 0.00%             | 2049-11-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   17528000 | PA      | $11786026.67   | 0.01%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01428                      | CUSIP: 31292HSR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122319 | PA      | $124657.64     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                   | MAGELLAN MID                   | CUSIP: 559080AG1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3284345.32    | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 786482                      | CUSIP: 31405DXK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22904 | PA      | $23888.66      | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    4560000 | PA      | $4322180.45    | 0.00%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4578                      | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  149512017 | PA      | $127089684.65  | 0.06%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08747                      | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28197133 | PA      | $25332461.80   | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5906                      | CUSIP: 3138WFR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1470425 | PA      | $1372814.86    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   95310000 | PA      | $90514715.63   | 0.04%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555732                      | CUSIP: 36213JLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1564 | PA      | $1571.63       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1010                      | CUSIP: 31418ADQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3532019 | PA      | $3425068.16    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENPG9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   19410000 | PA      | $18349554.06   | 0.01%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   12155000 | PA      | $11554180.54   | 0.01%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   39630000 | PA      | $35454679.10   | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02686                      | CUSIP: 31294L6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109431 | PA      | $108917.15     | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   11805000 | PA      | $10819559.92   | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C25                              | JPMBB 2014-C25 A5              | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6825000 | PA      | $6566630.75    | 0.00%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C12                                         | WFRBS 2013-C12 AS              | CUSIP: 92937FAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     215100 | PA      | $214199.52     | 0.00%             | 2048-03-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Comm 2014-UBS2 Mortgage Trust                                                    | COMM 2014-UBS2 AM              | CUSIP: 12591UAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     475000 | PA      | $460862.39     | 0.00%             | 2047-03-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_22-A                                                | NALT 2022-A A4                 | CUSIP: 65480LAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1075000 | PA      | $1050593.42    | 0.00%             | 2027-07-15      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889697                      | CUSIP: 31410KNN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     209341 | PA      | $213440.45     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   11365000 | PA      | $9313552.15    | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    8471000 | PA      | $8051970.89    | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                    | TENNESSEE GAS PL               | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     825000 | PA      | $873485.75     | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   34655000 | PA      | $22923695.79   | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   42170000 | PA      | $33323708.97   | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14820                      | CUSIP: 3128MDSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     285316 | PA      | $275108.23     | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01579                      | CUSIP: 31283HXG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10461 | PA      | $10660.18      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3264199.52    | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109AL5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $333073.52     | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7043                      | CUSIP: 3138WGZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1579618 | PA      | $1471079.70    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735733                      | CUSIP: 31402RLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66341 | PA      | $64963.51      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW0036                      | CUSIP: 3140MRBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6180273 | PA      | $6022341.32    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50314                      | CUSIP: 3128KCK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5712 | PA      | $5687.93       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   39650000 | PA      | $43224693.33   | 0.02%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05928                      | CUSIP: 3128M74M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1001912 | PA      | $994683.10     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                          | GOLDMAN SACHS                  | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    9435000 | PA      | $9763639.17    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7222                      | CUSIP: 3140XBAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30414026 | PA      | $25897089.65   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2873089.03    | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    6075000 | PA      | $4145860.36    | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286F2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34057000 | PA      | $32332864.38   | 0.01%             | 2026-02-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ4794                      | CUSIP: 3138YWKG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3597738 | PA      | $3417661.86    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555268                      | CUSIP: 31385WZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3557 | PA      | $3752.38       | 0.00%             | 2032-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3189140 | PA      | $2705212.11    | 0.00%             | 2030-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6489                      | CUSIP: 31417DF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8743277 | PA      | $8075299.31    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    6454000 | PA      | $4774802.41    | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03683                      | CUSIP: 3132GJXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138491 | PA      | $134800.60     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   26500000 | PA      | $21955141.88   | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAF8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   13295000 | PA      | $13051301.59   | 0.01%             | 2025-06-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   32252000 | PA      | $27671162.33   | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   21300000 | PA      | $19684282.54   | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1561                      | CUSIP: 3138EHWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1788486 | PA      | $1743176.19    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 567640                      | CUSIP: 31386MS50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2006 | PA      | $1993.62       | 0.00%             | 2031-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5531317.56    | 0.00%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4724                      | CUSIP: 3132A5G90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4683357 | PA      | $4597420.07    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAK0<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    4810000 | PA      | $4254737.98    | 0.00%             | 2028-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   23601000 | PA      | $22592952.67   | 0.01%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |   31525000 | PA      | $24137618.76   | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782759                      | CUSIP: 31349UB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32369 | PA      | $33595.36      | 0.00%             | 2036-11-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01646                      | CUSIP: 31292HZK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55041 | PA      | $58016.80      | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18363                      | CUSIP: 3128MMMM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98831 | PA      | $95150.35      | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698396                      | CUSIP: 36296Q3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     822588 | PA      | $828161.34     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08192                      | CUSIP: 3128MJGA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     164633 | PA      | $166978.20     | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   26000000 | PA      | $20551455.34   | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K153 A2                   | CUSIP: 3137BXHB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14900000 | PA      | $13887670.16   | 0.01%             | 2029-03-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     925000 | PA      | $970464.16     | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $5542877.53    | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3547                      | CUSIP: 31418C5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3370521 | PA      | $3181748.51    | 0.00%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-P2                                    | WFCM 2015-P2 A4                | CUSIP: 95000AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1710548.10    | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   11240000 | PA      | $9699640.95    | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    7000000 | PA      | $5933900.98    | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   21481000 | PA      | $16571714.86   | 0.01%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8059                      | CUSIP: 3132DV5U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1471816 | PA      | $1445509.06    | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G1571                      | CUSIP: 3128QJW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66919 | PA      | $67556.26      | 0.00%             | 2037-03-01      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1269996.92    | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ ST TRANSN-BAB-C             | CUSIP: 646136XS5<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    7680000 | PA      | $7737342.72    | 0.00%             | 2028-12-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    9244000 | PA      | $8652846.94    | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2353                      | CUSIP: 31418BTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3654651 | PA      | $3327075.32    | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $978534.54     | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    6208000 | PA      | $5887347.98    | 0.00%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2880800.36    | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 866955                      | CUSIP: 31409CE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59764 | PA      | $61293.79      | 0.00%             | 2036-02-01      | Floating      | 2.17%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | UNITED TECH CORP               | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    7390000 | PA      | $7812649.84    | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-TXBL                | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5500000 | PA      | $5161900.70    | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    6720000 | PA      | $6080191.29    | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58905                      | CUSIP: 3132Y23P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4326648 | PA      | $4133826.77    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27487                      | CUSIP: 31297FJ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8023 | PA      | $8152.67       | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0478                      | CUSIP: 31419AQ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3254607 | PA      | $3140591.58    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0786                      | CUSIP: 36179M2T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1306027 | PA      | $1350710.22    | 0.00%             | 2043-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4046                      | CUSIP: 3138AVP82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2462603 | PA      | $2397412.32    | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95554                      | CUSIP: 312944E31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1127557 | PA      | $1095827.29    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KE0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $7804541.17    | 0.00%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2415                      | CUSIP: 3138E6VH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6346934 | PA      | $6140168.83    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVX4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7690575.36    | 0.00%             | 2024-01-10      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $11460415.53   | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54037                      | CUSIP: 3128KGPW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46423 | PA      | $50205.59      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    4517000 | PA      | $3724859.72    | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646909                      | CUSIP: 36292EVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4637 | PA      | $4705.87       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                    | TENNESSEE GAS PL               | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $216953.54     | 0.00%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   19236000 | PA      | $19880399.46   | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK3264                      | CUSIP: 3138E7TW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2664547 | PA      | $2540296.12    | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3783611.33    | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90698                      | CUSIP: 31335HX32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13856 | PA      | $12728.65      | 0.00%             | 2023-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                   | MAGELLAN MID                   | CUSIP: 559080AP1<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    7450000 | PA      | $5489273.02    | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   38460000 | PA      | $35364443.44   | 0.02%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3755                      | CUSIP: 3140X7E54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14202239 | PA      | $12661638.31   | 0.01%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21459                      | CUSIP: 31296XTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42035 | PA      | $42664.96      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56785                      | CUSIP: 3132Y0RF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     966986 | PA      | $948074.23     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   46550000 | PA      | $43255258.03   | 0.02%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0560                      | CUSIP: 3138W9TS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1394900 | PA      | $1365926.93    | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4000                      | CUSIP: 3140X7NS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4565830 | PA      | $4362518.67    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   24320000 | PA      | $23615070.94   | 0.01%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995592                      | CUSIP: 31416B7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     894391 | PA      | $937567.55     | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4291                      | CUSIP: 3138X3XV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     504865 | PA      | $487172.25     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048AM0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   14500000 | PA      | $13734211.36   | 0.01%             | 2025-02-10      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   17883000 | PA      | $15069917.73   | 0.01%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEN0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12601751.89   | 0.01%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     925000 | PA      | $785116.72     | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0041                      | CUSIP: 3138EGBK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107115 | PA      | $110288.51     | 0.00%             | 2041-02-01      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MO HLTH & EDU FACS-A           | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    3500000 | PA      | $2682792.35    | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   27250000 | PA      | $24286413.72   | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 642419                      | CUSIP: 31390CVL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3694 | PA      | $3720.18       | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $12030454.44   | 0.01%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190367                      | CUSIP: 31368HMQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     650344 | PA      | $677797.36     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91354                      | CUSIP: 3128P7QF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     484719 | PA      | $455878.58     | 0.00%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON               | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10305476.17   | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735013                      | CUSIP: 31402QSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     120573 | PA      | $122149.61     | 0.00%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DD5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    8810000 | PA      | $8550286.40    | 0.00%             | 2025-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |   11200000 | PA      | $10249916.43   | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH3707                      | CUSIP: 3140GSDM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49789 | PA      | $48103.19      | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JICA                           | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    4000000 | PA      | $3066699.60    | 0.00%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7386                      | CUSIP: 3138WHF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6736741 | PA      | $6267673.62    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 949708                      | CUSIP: 31413MR58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16318 | PA      | $17204.90      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2842770.26    | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    8900000 | PA      | $7128828.80    | 0.00%             | 2032-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45095                      | CUSIP: 3132WJUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1467075 | PA      | $1366314.22    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2128575.35    | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    9630000 | PA      | $8141662.51    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783114                      | CUSIP: 36241LN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1107432 | PA      | $1139946.00    | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06946                      | CUSIP: 3128M9BP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     473190 | PA      | $479310.16     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   15925000 | PA      | $14369695.23   | 0.01%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5055                        | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5343461 | PA      | $5344128.52    | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4179512.75    | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53661                      | CUSIP: 3128KGB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3611 | PA      | $3822.31       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    1029000 | PA      | $935967.11     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1820000 | PA      | $1507696.28    | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02894                      | CUSIP: 31294MGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143836 | PA      | $138699.77     | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   65500000 | PA      | $62145157.47   | 0.03%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19107542.85   | 0.01%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8098                      | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   32938750 | PA      | $29361077.96   | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 AM              | CUSIP: 08162VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3200000 | PA      | $2819950.40    | 0.00%             | 2062-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731110                      | CUSIP: 3620AJGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     450531 | PA      | $438806.72     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AK5E2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    8000000 | PA      | $7210928.00    | 0.00%             | 2025-09-04      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     500000 | PA      | $501072.91     | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06956                      | CUSIP: 3128M9BZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     708770 | PA      | $703310.90     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C17                                         | WFRBS 2013-C17 AS              | CUSIP: 92938GAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     725000 | PA      | $711060.28     | 0.00%             | 2046-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D96947                      | CUSIP: 3128E3WG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8603 | PA      | $8300.01       | 0.00%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   16500000 | PA      | $16114929.77   | 0.01%             | 2025-03-22      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    8739000 | PA      | $8047912.10    | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 809000                      | CUSIP: 31406FX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2877 | PA      | $2830.78       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1766                      | CUSIP: 31416W6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     210244 | PA      | $207979.92     | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08748                      | CUSIP: 3128MJZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2019239 | PA      | $1874220.48    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10175000 | PA      | $8826782.89    | 0.00%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3222218 | PA      | $3109604.45    | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    7633000 | PA      | $5030715.12    | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State of Kansas Department of Transportation                                     | KS DEPT TRN-BABS               | CUSIP: 485424NF8<br>LEI: 5493001635XK841MIO47 | Long             | DBT              | MUN               | US        |    3250000 | PA      | $3162237.65    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1078594000 | PA      | $981014895.13  | 0.43%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11000000 | PA      | $6835552.90    | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1084                      | CUSIP: 31418AF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8721055 | PA      | $8457228.63    | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | LEGG MASON INC                 | CUSIP: 524901AV7<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    4501000 | PA      | $4506752.95    | 0.00%             | 2026-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7247                      | CUSIP: 3138WHBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2149438 | PA      | $2063039.00    | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                 | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6012414.38    | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0113                      | CUSIP: 31419ADT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6769476 | PA      | $6532288.94    | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 882564                      | CUSIP: 31409YQR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6023 | PA      | $6009.47       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4997                      | CUSIP: 3140X8RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11260121 | PA      | $10518154.61   | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2623461.01    | 0.00%             | 2038-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3408                      | CUSIP: 31418CYE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2411780 | PA      | $2370558.08    | 0.00%             | 2028-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889579                      | CUSIP: 31410KJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3420968 | PA      | $3608512.11    | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FQ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4489000 | PA      | $4414101.84    | 0.00%             | 2024-02-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   16496000 | PA      | $13172499.08   | 0.01%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254868                      | CUSIP: 31371LCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2460631 | PA      | $2504034.82    | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   17200000 | PA      | $16596590.63   | 0.01%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   31580000 | PA      | $22557113.98   | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  215506000 | PA      | $173549675.63  | 0.08%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G0V34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   45214000 | PA      | $44102865.95   | 0.02%             | 2024-02-05      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7425                      | CUSIP: 31417EHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     760787 | PA      | $661618.13     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-B                                      | WOART 2022-B A4                | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1240904.34    | 0.00%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2823                      | CUSIP: 3138EKD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2262693 | PA      | $2103997.17    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8288                      | CUSIP: 3140HNF64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3544412 | PA      | $3076290.30    | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3927405.55    | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5461                      | CUSIP: 31417CB79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     293576 | PA      | $263397.94     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C3                                      | CGCMT 2016-C3 AAB              | CUSIP: 17325GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1099346 | PA      | $1054918.48    | 0.00%             | 2049-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1645                      | CUSIP: 3140X4ZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1518982 | PA      | $1443307.55    | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7965000 | PA      | $7192348.80    | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR2634                      | CUSIP: 3138NY4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2284781 | PA      | $2065498.81    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8716                      | CUSIP: 3132A9VH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3244454 | PA      | $3117869.38    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $6203447.94    | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | SUNTRUST BANK                  | CUSIP: 86787EBB2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   14588000 | PA      | $14351311.89   | 0.01%             | 2025-11-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    5070000 | PA      | $4374486.50    | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |   32176000 | PA      | $26388862.29   | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4736321.30    | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6875458.08    | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A20259                      | CUSIP: 31296WJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5554 | PA      | $5511.98       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 744177                      | CUSIP: 31403BXE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58016 | PA      | $59044.95      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AM2<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $4441734.12    | 0.00%             | 2025-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5898                      | CUSIP: 3138WTRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350000 | PA      | $316383.87     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114QCA4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    7500000 | PA      | $7263015.98    | 0.00%             | 2024-06-12      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    6839000 | PA      | $5534305.57    | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    7125000 | PA      | $6702224.73    | 0.00%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7062                      | CUSIP: 3140XAZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29764136 | PA      | $25786528.14   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890016                      | CUSIP: 31410KYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     226996 | PA      | $247631.35     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03646                      | CUSIP: 3128M5L32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112810 | PA      | $119944.31     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08843                      | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2783362 | PA      | $2728991.10    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    3650000 | PA      | $3363029.59    | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706465                      | CUSIP: 36297AZ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27730 | PA      | $27984.54      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18306                      | CUSIP: 3128MMKU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69783 | PA      | $69820.45      | 0.00%             | 2024-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2863                      | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49429640 | PA      | $44405996.93   | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3774                      | CUSIP: 3140FPFQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3501187 | PA      | $3352429.73    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |   22310000 | PA      | $20553320.42   | 0.01%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 ASB              | CUSIP: 12531YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1059151 | PA      | $1014844.18    | 0.00%             | 2058-05-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3839850.14    | 0.00%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3153613.88    | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6702364.80    | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783295                      | CUSIP: 36241LUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1073628 | PA      | $1078199.74    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1516 A2                 | CUSIP: 3137FUZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9825000 | PA      | $6896161.61    | 0.00%             | 2035-05-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K128 A2                   | CUSIP: 3137FYUJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12895000 | PA      | $10702327.75   | 0.00%             | 2031-03-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $4057816.97    | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   16200000 | PA      | $13589920.96   | 0.01%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4213648.05    | 0.00%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555783                      | CUSIP: 31385XM87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1967405 | PA      | $1926529.32    | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725610                      | CUSIP: 31402DDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40606 | PA      | $41608.86      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3172222.44    | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200AM3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $8319186.02    | 0.00%             | 2025-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                  | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3663443.05    | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04259                      | CUSIP: 3128M6B49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     135890 | PA      | $148763.43     | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   29119000 | PA      | $23348684.61   | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF2020                      | CUSIP: 3133BPG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2295276 | PA      | $2287999.61    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9903                      | CUSIP: 3138ESAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23804113 | PA      | $24808736.98   | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVN6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9566720.10    | 0.00%             | 2024-01-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844735                      | CUSIP: 31407YPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94911 | PA      | $102163.19     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Delhaize America LLC                                                             | DELHAIZE AMERICA               | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $2334546.64    | 0.00%             | 2031-04-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CY5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    9309000 | PA      | $9195812.99    | 0.00%             | 2024-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HM2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    6212000 | PA      | $5872290.44    | 0.00%             | 2025-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   11779000 | PA      | $10200797.99   | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6688006 | PA      | $6505647.68    | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4288715.97    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7538                      | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33162047 | PA      | $27518006.08   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07845                      | CUSIP: 3128MABN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48453 | PA      | $49237.80      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257136                      | CUSIP: 31371NSZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        303 | PA      | $301.99        | 0.00%             | 2023-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08775                      | CUSIP: 3128MJ2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22097062 | PA      | $21158773.89   | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 514256                      | CUSIP: 36211JH91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6689 | PA      | $6864.57       | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     900000 | PA      | $943279.11     | 0.00%             | 2025-07-21      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAA0<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    6290000 | PA      | $6033480.47    | 0.00%             | 2024-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENTK6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    9175000 | PA      | $8800907.73    | 0.00%             | 2025-04-01      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3221                      | CUSIP: 3140X6SK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4383582 | PA      | $4056121.47    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93319                      | CUSIP: 312941VL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97392 | PA      | $98373.74      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9652000 | PA      | $9147980.09    | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02920                      | CUSIP: 31294MG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     389090 | PA      | $375196.78     | 0.00%             | 2026-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932390                      | CUSIP: 31412Q2X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     900663 | PA      | $895112.78     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                   | WFCM 2018-C47 A4               | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |   17050000 | PA      | $16281507.06   | 0.01%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BX3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $21273906.96   | 0.01%             | 2026-05-12      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6146                      | CUSIP: 31329PZK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     940770 | PA      | $920300.85     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6093                      | CUSIP: 3138WFXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4799352 | PA      | $4541032.30    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605224                      | CUSIP: 36200NLD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13128 | PA      | $13523.76      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-1                    | GMCAR 2022-1 A4                | CUSIP: 380146AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $680353.13     | 0.00%             | 2028-04-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $6589813.67    | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6113916.36    | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 AM                 | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2825000 | PA      | $2519120.02    | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    8636000 | PA      | $8738981.02    | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3797                      | CUSIP: 3138AVGF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1776372 | PA      | $1723934.83    | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-B                                   | NAROT 2020-B A3                | CUSIP: 65479CAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     496955 | PA      | $492082.63     | 0.00%             | 2024-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA CORP                  | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3725119.71    | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    5178000 | PA      | $4100590.55    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4124                      | CUSIP: 31418DSN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27453494 | PA      | $25271951.37   | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 575331                      | CUSIP: 31386WEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3521 | PA      | $3605.26       | 0.00%             | 2031-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   18800000 | PA      | $18246572.18   | 0.01%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_21-2                                               | BMWLT 2021-2 A4                | CUSIP: 09690AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4675000 | PA      | $4457787.81    | 0.00%             | 2025-01-27      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OR ST-TXB-PENSION              | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |    8130000 | PA      | $8383268.20    | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06713                      | CUSIP: 3128M8YJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1285633 | PA      | $1324781.95    | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09015                      | CUSIP: 31294UAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     523004 | PA      | $499973.91     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5990407.08    | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  789609000 | PA      | $684985807.50  | 0.30%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87595                      | CUSIP: 312934NL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24167 | PA      | $24307.77      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 882314                      | CUSIP: 31409YGX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        182 | PA      | $187.26        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $10818702.96   | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    9655000 | PA      | $8261826.75    | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    9707000 | PA      | $7663605.54    | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8029                      | CUSIP: 3132DV4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18272526 | PA      | $15680003.14   | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53900                      | CUSIP: 3128KGKM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15947 | PA      | $16289.10      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4486211.60    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0782                      | CUSIP: 3138E42Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1003960 | PA      | $939591.42     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3120                      | CUSIP: 31418CPE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15169788 | PA      | $14080554.38   | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $3471206.16    | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10435000 | PA      | $9509081.58    | 0.00%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     325000 | PA      | $204100.95     | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    3694000 | PA      | $3931608.05    | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7990                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   76995081 | PA      | $72970286.50   | 0.03%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAF5<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4085651.23    | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3243                      | CUSIP: 36179RS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2625314 | PA      | $2401089.06    | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6961872.26    | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2512363.29    | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08781                      | CUSIP: 3128MJ2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7252218 | PA      | $7030109.55    | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  311149500 | PA      | $262629624.84  | 0.11%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   12770000 | PA      | $10137692.32   | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90976                      | CUSIP: 3128P7CM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35603 | PA      | $35306.77      | 0.00%             | 2026-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8476                      | CUSIP: 3138E1M20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1640843 | PA      | $1535617.48    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CC3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $8580018.65    | 0.00%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    6864000 | PA      | $5463055.40    | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3535387.43    | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5750000 | PA      | $4379975.45    | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779092                      | CUSIP: 31404URM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3926 | PA      | $3940.28       | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UL7<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    9782000 | PA      | $9037942.73    | 0.00%             | 2026-06-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7735                      | CUSIP: 3132A8SY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3953483 | PA      | $3607585.69    | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5191                      | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8296814 | PA      | $7747212.57    | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22889                      | CUSIP: 31297AF66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4473 | PA      | $4385.38       | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 896005                      | CUSIP: 31410SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19037 | PA      | $18974.23      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8512                      | CUSIP: 31417VN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2425189 | PA      | $2410254.59    | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $7775065.42    | 0.00%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $758002.69     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CD8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    8400000 | PA      | $7942441.75    | 0.00%             | 2024-10-17      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8044                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39035656 | PA      | $35894609.00   | 0.02%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   19000000 | PA      | $18137189.86   | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    7207000 | PA      | $6592574.13    | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735503                      | CUSIP: 31402RDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2605007 | PA      | $2759166.08    | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $12810738.40   | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-A                                    | TAOT 2020-A A4                 | CUSIP: 89232HAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4040000 | PA      | $3928676.99    | 0.00%             | 2025-05-15      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                  | COMM 2015-CR27 ASB             | CUSIP: 12635QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2064483 | PA      | $1997415.30    | 0.00%             | 2048-10-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   13800000 | PA      | $9770676.83    | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3610967.20    | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    8451000 | PA      | $7203560.23    | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08865                      | CUSIP: 3128MJ6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     143167 | PA      | $132104.02     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | AVANGRID INC                   | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   10495000 | PA      | $10059995.37   | 0.00%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $2794027.20    | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Munich Re America Corp                                                           | AMER RE CORP                   | CUSIP: 029163AD4<br>LEI: 5493000NTMGI8RSQK217 | Long             | DBT              | CORP              | US        |    4533000 | PA      | $4899344.78    | 0.00%             | 2026-12-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932865                      | CUSIP: 31412RMN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     795818 | PA      | $773392.49     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4354                      | CUSIP: 31418DZU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26323602 | PA      | $20209013.65   | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $7247615.67    | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   14000000 | PA      | $13259451.24   | 0.01%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCJ1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2495865.34    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8002                      | CUSIP: 3128UGH67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62147 | PA      | $64103.98      | 0.00%             | 2041-02-01      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| CITIBANK CREDIT CARD ISSUANCE TRUST_07-A3                                        | CCCIT 2007-A3 A3               | CUSIP: 17305EDT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4400000 | PA      | $4834040.20    | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1521 A2                 | CUSIP: 3137H2NY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11465000 | PA      | $8694256.89    | 0.00%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3536                      | CUSIP: 31418C4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17483074 | PA      | $16705945.71   | 0.01%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5833674.15    | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $6526159.34    | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   25829000 | PA      | $22976965.44   | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   29720000 | PA      | $24898017.67   | 0.01%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAX7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   10330000 | PA      | $9615547.66    | 0.00%             | 2026-05-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   31571000 | PA      | $29763720.00   | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MX6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14041909.50   | 0.01%             | 2025-05-01      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2013-M14 APT               | CUSIP: 3136AHAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28034 | PA      | $27812.81      | 0.00%             | 2023-04-25      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAG0<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96601.94      | 0.00%             | 2025-02-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AM0<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    3122000 | PA      | $3084611.52    | 0.00%             | 2024-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148LAC0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   19600000 | PA      | $18964543.11   | 0.01%             | 2025-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3392                      | CUSIP: 31418CXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3107455 | PA      | $2988984.93    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2894                      | CUSIP: 3140X6GC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30691013 | PA      | $27657865.82   | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4720000 | PA      | $4870762.46    | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 631439                      | CUSIP: 31389PPY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1449 | PA      | $1522.18       | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    4025000 | PA      | $3797320.80    | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04960                      | CUSIP: 3128M6ZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32020 | PA      | $32433.04      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-A                                          | FORDL 2021-A A3                | CUSIP: 34532QAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     904642 | PA      | $903043.29     | 0.00%             | 2024-02-15      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   15400000 | PA      | $13860379.76   | 0.01%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1794780.98    | 0.00%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18323                      | CUSIP: 3128MMLD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29899 | PA      | $29915.08      | 0.00%             | 2024-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8346719.88    | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    5700000 | PA      | $4850688.77    | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0422                      | CUSIP: 3132CWPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13541047 | PA      | $12147176.21   | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252438                      | CUSIP: 31371HLT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2777 | PA      | $2849.17       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $6371985.53    | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08606                      | CUSIP: 3128MJU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2909064 | PA      | $2807260.69    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1830988.73    | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4260                      | CUSIP: 31418DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26300850 | PA      | $22829093.14   | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-BABS               | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    1925000 | PA      | $1951387.90    | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63254AAP3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    3350000 | PA      | $3200637.10    | 0.00%             | 2026-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA-AJ-TXBL                | CUSIP: 91412GTG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8330000 | PA      | $8181238.70    | 0.00%             | 2031-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     810000 | PA      | $861583.62     | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AL3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   14000000 | PA      | $13287283.52   | 0.01%             | 2024-03-25      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAY0<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   10888000 | PA      | $10427655.25   | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $6679737.82    | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14596                      | CUSIP: 3128PUC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38694 | PA      | $38487.64      | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A76335                      | CUSIP: 3128LABC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9255 | PA      | $9536.25       | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10073000 | PA      | $9025817.57    | 0.00%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $948640.60     | 0.00%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K063 A2                   | CUSIP: 3137BVZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16200000 | PA      | $15542824.32   | 0.01%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   14075000 | PA      | $12035596.68   | 0.01%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G31084                      | CUSIP: 3132J4NA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     155143 | PA      | $142967.53     | 0.00%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8036                      | CUSIP: 3132DV4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21331554 | PA      | $18988027.02   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915091                      | CUSIP: 31411UUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115918 | PA      | $119059.56     | 0.00%             | 2037-04-01      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6500438.07    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03815                      | CUSIP: 31292LGY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2281921 | PA      | $2150839.26    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08052                      | CUSIP: 3128MJBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     630472 | PA      | $643987.02     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K087 A1                   | CUSIP: 3137FKUN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1105086 | PA      | $1071014.30    | 0.00%             | 2027-10-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8168                      | CUSIP: 3132DWCD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55741115 | PA      | $49174555.48   | 0.02%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746RE3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6756721.74    | 0.00%             | 2024-01-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6875000 | PA      | $6419370.44    | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                            | OWL ROCK CAPITAL               | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    6816000 | PA      | $6281486.14    | 0.00%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   19400000 | PA      | $18431941.16   | 0.01%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513YJJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    9725000 | PA      | $8537379.40    | 0.00%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   48100000 | PA      | $38838476.31   | 0.02%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0405                      | CUSIP: 3140XFNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26534165 | PA      | $23439599.60   | 0.01%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4697030.22    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   10294000 | PA      | $9510930.38    | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01183                      | CUSIP: 31292HJ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13644 | PA      | $13758.06      | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4910                        | CUSIP: 36202FN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     476228 | PA      | $467279.38     | 0.00%             | 2026-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                         | CSAIL 2019-C15 A4              | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15450000 | PA      | $14263782.99   | 0.01%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-B                                     | WOART 2020-B A4                | CUSIP: 98163WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     425000 | PA      | $401063.19     | 0.00%             | 2026-01-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4788                      | CUSIP: 3128JQF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     123719 | PA      | $128599.71     | 0.00%             | 2040-06-01      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0276                      | CUSIP: 31419AJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129711 | PA      | $129014.61     | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15142111.05   | 0.01%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8244                      | CUSIP: 3132DWER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68180591 | PA      | $64082119.62   | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    8095000 | PA      | $5064743.77    | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47029                      | CUSIP: 3128K7Y28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5139 | PA      | $5134.61       | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1593                      | CUSIP: 3140XGXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52190105 | PA      | $42740903.79   | 0.02%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40718                      | CUSIP: 3132WDYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     612771 | PA      | $570604.22     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    7770000 | PA      | $5928950.95    | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RQ66<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    6156000 | PA      | $5789603.99    | 0.00%             | 2025-02-06      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   18456000 | PA      | $17025022.16   | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   29700000 | PA      | $28423556.67   | 0.01%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    4464000 | PA      | $4000788.75    | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5105                      | CUSIP: 3138MLU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3852973 | PA      | $3632959.86    | 0.00%             | 2027-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727201                      | CUSIP: 31402E3J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11525 | PA      | $11285.62      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $8169023.71    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889645                      | CUSIP: 31410KL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     346777 | PA      | $366457.91     | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2741209.96    | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Aircastle Ltd                                                                    | AIRCASTLE LTD                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   18771000 | PA      | $17672447.87   | 0.01%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EE4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   15000000 | PA      | $14689513.05   | 0.01%             | 2024-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7933608.54    | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  223251000 | PA      | $182786756.25  | 0.08%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 783813                      | CUSIP: 31405AYJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43137 | PA      | $44206.55      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3334353.48    | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO5473                      | CUSIP: 3138LWCK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     538954 | PA      | $501240.12     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3484023.31    | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3003626.52    | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   13100000 | PA      | $12939747.96   | 0.01%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01567                      | CUSIP: 31292HW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1402706 | PA      | $1406690.98    | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JC9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   21200000 | PA      | $20129331.31   | 0.01%             | 2024-08-05      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0629                      | CUSIP: 3140H1VX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3415086 | PA      | $3297558.14    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  644658000 | PA      | $449749650.58  | 0.20%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   14737000 | PA      | $9286404.28    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5635725.95    | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    3000000 | PA      | $2392328.67    | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6619                      | CUSIP: 3138EPK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8388653 | PA      | $8532821.71    | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130ASME6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   24000000 | PA      | $23397720.00   | 0.01%             | 2024-07-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4447                        | CUSIP: 36202E5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     603398 | PA      | $624131.84     | 0.00%             | 2039-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555592                      | CUSIP: 31385XF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     628753 | PA      | $642184.43     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2930                      | CUSIP: 31418CHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8281524 | PA      | $7930231.45    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21553                      | CUSIP: 3132JNWN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1271836 | PA      | $1178523.89    | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9983000 | PA      | $9843361.09    | 0.00%             | 2024-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10409539.44   | 0.00%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CP5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     560000 | PA      | $540352.68     | 0.00%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0495                      | CUSIP: 3132DMRQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12557058 | PA      | $11149337.58   | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HARLEY DAVIDSON MOTORCYCLE TRUST HDMOT_22-A                                      | HDMOT 2022-A A3                | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1225000 | PA      | $1190816.62    | 0.00%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    6905000 | PA      | $6636247.73    | 0.00%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1066                      | CUSIP: 31416WFG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163933 | PA      | $160002.56     | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   15470000 | PA      | $14408020.85   | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5117691.04    | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0646                      | CUSIP: 36179MWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     309322 | PA      | $294045.68     | 0.00%             | 2042-12-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3050459.58    | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784035                      | CUSIP: 3622A2PU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2211558 | PA      | $2109772.09    | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAS3<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     625000 | PA      | $589224.51     | 0.00%             | 2026-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12034000 | PA      | $10075644.96   | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   20535000 | PA      | $19078819.41   | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6426000 | PA      | $5580933.00    | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    7643000 | PA      | $7310406.98    | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $6943968.45    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890514                      | CUSIP: 31410LK35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3462178 | PA      | $3294828.02    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP5332                      | CUSIP: 3140KC4S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54503 | PA      | $48522.75      | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AS9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13255464.30   | 0.01%             | 2040-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M13 A2                | CUSIP: 3136B3DE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5921238 | PA      | $5603318.70    | 0.00%             | 2030-09-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394799.63     | 0.00%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CJ9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   19581000 | PA      | $20794171.40   | 0.01%             | 2025-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7997                      | CUSIP: 3140XB3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3039110 | PA      | $2926903.95    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    9075000 | PA      | $7597547.98    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2738                      | CUSIP: 31418CBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26044120 | PA      | $24368336.82   | 0.01%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1636                      | CUSIP: 3140H2ZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1062429 | PA      | $986363.61     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_21-1                                               | BMWLT 2021-1 A4                | CUSIP: 05591RAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     950000 | PA      | $927350.10     | 0.00%             | 2024-07-25      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459056JQ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |     450000 | PA      | $502614.26     | 0.00%             | 2026-03-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBZ6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1782518.46    | 0.00%             | 2025-10-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6026                      | CUSIP: 3140QDVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13086842 | PA      | $10855008.06   | 0.00%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                           | UBSCM 2019-C18 AS              | CUSIP: 90278PBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1452265.29    | 0.00%             | 2052-12-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6866                      | CUSIP: 36179VTX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11086564 | PA      | $9950427.19    | 0.00%             | 2050-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1234510.83    | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    6876000 | PA      | $7740076.73    | 0.00%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   15900000 | PA      | $12715345.59   | 0.01%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    6605000 | PA      | $6394380.16    | 0.00%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BQ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10160000 | PA      | $9285978.48    | 0.00%             | 2025-06-03      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   16950000 | PA      | $18307981.96   | 0.01%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BF5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     542000 | PA      | $532115.62     | 0.00%             | 2024-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838532                      | CUSIP: 31407RSV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8494 | PA      | $8676.74       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735893                      | CUSIP: 31402RRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1165430 | PA      | $1187617.11    | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08618                      | CUSIP: 3128MJVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     256997 | PA      | $247988.07     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7076                      | CUSIP: 31417D2J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11010471 | PA      | $9878345.47    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   21200000 | PA      | $14429311.06   | 0.01%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    5485000 | PA      | $3429815.48    | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAP2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2989425.39    | 0.00%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $10211356.15   | 0.00%             | 2029-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   11225000 | PA      | $10615350.16   | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1756811.27    | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                   | WFCM 2019-C49 A5               | CUSIP: 95001WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10675000 | PA      | $9937394.86    | 0.00%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83067                      | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     363869 | PA      | $374968.89     | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 37331NAN1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2633379.06    | 0.00%             | 2026-05-15      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932359                      | CUSIP: 31412QZY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113012 | PA      | $112420.40     | 0.00%             | 2025-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                                          | NVR INC                        | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    9072000 | PA      | $7612430.51    | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6790                      | CUSIP: 3138A8RL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1214879 | PA      | $1203712.70    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704005                      | CUSIP: 36296XDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1797 | PA      | $1789.53       | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 A4               | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5875000 | PA      | $5339207.05    | 0.00%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13685                      | CUSIP: 3128MCJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15987 | PA      | $15671.77      | 0.00%             | 2024-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    5495000 | PA      | $4554034.66    | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8272                      | CUSIP: 3138ETFN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2823075 | PA      | $2737780.14    | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    4635000 | PA      | $3896048.67    | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   19795000 | PA      | $19053078.45   | 0.01%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA5780                      | CUSIP: 31416PM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     696765 | PA      | $692471.89     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   14525000 | PA      | $11320305.97   | 0.00%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7204                      | CUSIP: 31417UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50925 | PA      | $50599.38      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    3944000 | PA      | $3330499.17    | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1229238 | PA      | $1250247.40    | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A1                   | CUSIP: 3137F83P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1301944 | PA      | $1085771.86    | 0.00%             | 2030-08-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    6286000 | PA      | $6114218.89    | 0.00%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256045                      | CUSIP: 31371ML21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     235413 | PA      | $237269.65     | 0.00%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734847                      | CUSIP: 31402QL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4322 | PA      | $4414.33       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2559636.73    | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   15802000 | PA      | $12020439.81   | 0.01%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842146                      | CUSIP: 31407VTB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8029 | PA      | $8061.11       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4414437.26    | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9578                      | CUSIP: 3140XDUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9876392 | PA      | $8126710.13    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   16700000 | PA      | $14639354.77   | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154BY4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    6200000 | PA      | $5895686.33    | 0.00%             | 2025-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAQ3<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7575687.49    | 0.00%             | 2025-05-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT_21-B                                        | MBALT 2021-B A4                | CUSIP: 58769KAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1175000 | PA      | $1111610.75    | 0.00%             | 2027-03-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0919                      | CUSIP: 31418AAV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5120215 | PA      | $4729563.31    | 0.00%             | 2031-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 259796                      | CUSIP: 31371RRR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18521 | PA      | $17877.93      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 A5               | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14945000 | PA      | $14079515.62   | 0.01%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01648                      | CUSIP: 31292HZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     694308 | PA      | $696271.14     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06709                      | CUSIP: 3128M8YE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     620425 | PA      | $606782.56     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    7540000 | PA      | $6823710.48    | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $5434061.10    | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-164TH            | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    4900000 | PA      | $5116838.23    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AS9<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    3978000 | PA      | $3884562.15    | 0.00%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888339                      | CUSIP: 31410F4Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     295977 | PA      | $290926.74     | 0.00%             | 2037-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 949636                      | CUSIP: 31413MPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87346 | PA      | $90074.80      | 0.00%             | 2037-08-01      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14572                      | CUSIP: 3128MDJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     226171 | PA      | $222064.00     | 0.00%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2926000 | PA      | $2619058.09    | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $11852436.55   | 0.01%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730716                      | CUSIP: 31402JYM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8145 | PA      | $8754.13       | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2736                      | CUSIP: 3128QTBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21193 | PA      | $21800.05      | 0.00%             | 2038-03-01      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $7335581.81    | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130ATT31<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   37250000 | PA      | $37157880.75   | 0.02%             | 2024-10-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7682787.81    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4671000 | PA      | $3596036.71    | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AJ3<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    5266000 | PA      | $5222638.86    | 0.00%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647731                      | CUSIP: 36292FSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9497 | PA      | $9795.18       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  294400000 | PA      | $259348000.00  | 0.11%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AGWK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   19940000 | PA      | $18952351.86   | 0.01%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BRDCOM CRP / FIN               | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   42704000 | PA      | $40427721.36   | 0.02%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2891                      | CUSIP: 36178NF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1532591 | PA      | $1361486.67    | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954666                      | CUSIP: 31413TCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21677 | PA      | $22847.21      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   11425000 | PA      | $11512115.17   | 0.01%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3597                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10958333 | PA      | $10247602.78   | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01246                      | CUSIP: 31292HL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32615 | PA      | $33097.93      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18684                      | CUSIP: 3128MMXN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4511784 | PA      | $4258724.99    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5549336.24    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   15455000 | PA      | $13985137.23   | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   16745000 | PA      | $12980635.75   | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAK9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $8880111.80    | 0.00%             | 2025-11-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92286                      | CUSIP: 312940RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1769989 | PA      | $1753057.14    | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    8734000 | PA      | $8087055.24    | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7281                      | CUSIP: 3138EQCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3545988 | PA      | $3355330.74    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBB8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   12220000 | PA      | $12038885.79   | 0.01%             | 2024-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   25714000 | PA      | $20035640.64   | 0.01%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   28504000 | PA      | $25310667.81   | 0.01%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8161                      | CUSIP: 3132DWB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   98446895 | PA      | $83913199.28   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063DYT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9464000 | PA      | $7582346.70    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5700                      | CUSIP: 3140X9KN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11949774 | PA      | $10721327.29   | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745239                      | CUSIP: 3620C04Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     418173 | PA      | $420985.16     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   34800000 | PA      | $27166908.49   | 0.01%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4              | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6850000 | PA      | $6404771.24    | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CSAIL 2018-CX12 A4             | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5950000 | PA      | $5604540.62    | 0.00%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41664                      | CUSIP: 3128K1Z53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8700 | PA      | $8886.53       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR2631                      | CUSIP: 3138NY4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1337062 | PA      | $1247312.35    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735925                      | CUSIP: 31402RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1974865 | PA      | $2014910.95    | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    5706000 | PA      | $4237858.98    | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2132                      | CUSIP: 3140X5LN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2957484 | PA      | $2620268.28    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5830000 | PA      | $4642673.28    | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8003                      | CUSIP: 3132DV3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91758 | PA      | $87327.27      | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1513 A3                 | CUSIP: 3137FPJ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25260000 | PA      | $20892015.54   | 0.01%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8396                      | CUSIP: 31419KKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1625773 | PA      | $1579959.26    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   35100000 | PA      | $28054901.04   | 0.01%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |   11150000 | PA      | $8028639.68    | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4255                      | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  295579183 | PA      | $241928812.73  | 0.11%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    8100000 | PA      | $8147980.03    | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114QCQ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $14245932.90   | 0.01%             | 2024-03-04      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_19-1                                          | DRIVE 2019-1 D                 | CUSIP: 26208NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2185706 | PA      | $2182044.82    | 0.00%             | 2026-06-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  485152000 | PA      | $456725100.74  | 0.20%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AS7<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11154274.12   | 0.00%             | 2026-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8155110 | PA      | $7881532.70    | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25500000 | PA      | $20945299.40   | 0.01%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    7604000 | PA      | $5844277.61    | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2402922.33    | 0.00%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AE2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $5696586.97    | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CT3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10130000 | PA      | $9701629.35    | 0.00%             | 2025-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523BX7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    6330000 | PA      | $6181571.69    | 0.00%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697656                      | CUSIP: 36296QBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      88800 | PA      | $89206.73      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1881                      | CUSIP: 3138AFCT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     745101 | PA      | $723038.62     | 0.00%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1533004.80    | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7870923.13    | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6109832.71    | 0.00%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBN5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $7472076.17    | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08759                      | CUSIP: 3128MJZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2575983 | PA      | $2531190.06    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5118638.00    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7534                      | CUSIP: 3138MBLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2167118 | PA      | $2027952.36    | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   43526000 | PA      | $48597083.68   | 0.02%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00490                      | CUSIP: 31292GRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3533 | PA      | $3640.22       | 0.00%             | 2027-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3691137.44    | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   17265000 | PA      | $14603192.28   | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874CY1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    1563000 | PA      | $1545542.20    | 0.00%             | 2024-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2355000 | PA      | $2069436.66    | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96544                      | CUSIP: 312945HV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     900686 | PA      | $842961.17     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    9000000 | PA      | $7085986.92    | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3570000 | PA      | $2610669.96    | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15006                      | CUSIP: 3128PUR38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15660 | PA      | $15576.71      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 759339                      | CUSIP: 31403VS42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40612 | PA      | $42812.74      | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   13475000 | PA      | $11793805.77   | 0.01%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07553                      | CUSIP: 3128M9WN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     736250 | PA      | $746530.90     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9393                      | CUSIP: 3138EENK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12744996 | PA      | $11851055.37   | 0.01%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                | CUSIP: 91086QAN8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4200000 | PA      | $4701146.90    | 0.00%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K071 A2                   | CUSIP: 3137FCLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11050000 | PA      | $10485403.57   | 0.00%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    4185000 | PA      | $3980259.25    | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587280                      | CUSIP: 36201MM58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6215 | PA      | $6209.50       | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    7465000 | PA      | $7453481.36    | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2834                      | CUSIP: 31418CEG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8730382 | PA      | $8131095.06    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                                | CI FINANCIAL CO                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   11880000 | PA      | $9028324.44    | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55585                      | CUSIP: 3128KJF23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13425 | PA      | $13705.47      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2415000 | PA      | $2666943.50    | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE               | CUSIP: 29103DAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1049000 | PA      | $985092.95     | 0.00%             | 2026-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4168                      | CUSIP: 3138WDT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2601737 | PA      | $2509110.33    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BAB                      | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9050000 | PA      | $11047079.79   | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | MARKEL CORP                    | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2555000 | PA      | $2215636.95    | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31613                      | CUSIP: 31297LYJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3752 | PA      | $3832.26       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AQ7<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    9445000 | PA      | $9234999.02    | 0.00%             | 2024-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A2                   | CUSIP: 3137FHQ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2925000 | PA      | $2839463.93    | 0.00%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABD4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     300000 | PA      | $288475.91     | 0.00%             | 2025-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18483                      | CUSIP: 3128MMRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4748088 | PA      | $4442276.49    | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TAW7<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7195461.75    | 0.00%             | 2024-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5039990.01    | 0.00%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $4507617.40    | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   14485000 | PA      | $12235589.30   | 0.01%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3095                        | CUSIP: 36202DNL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12546 | PA      | $12594.59      | 0.00%             | 2031-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1302                      | CUSIP: 3132DNNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7670277 | PA      | $7583881.03    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647448                      | CUSIP: 36292FHZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      72299 | PA      | $73385.55      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                         | KANSAS CITY SOUT               | CUSIP: 485170BC7<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    7136000 | PA      | $5317631.45    | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    6407000 | PA      | $6877571.47    | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08373                      | CUSIP: 3128MJMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     561922 | PA      | $565208.09     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6575000 | PA      | $7069394.37    | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4204                      | CUSIP: 31418DU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22014072 | PA      | $18805082.56   | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6339                      | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20000378 | PA      | $18535488.09   | 0.01%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                      | MSBAM 2015-C25 ASB             | CUSIP: 61765TAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1815458 | PA      | $1754393.02    | 0.00%             | 2048-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q34966                      | CUSIP: 3132QRQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34083 | PA      | $32803.41      | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4851                      | CUSIP: 3140X8L96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28501508 | PA      | $27344429.13   | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 883553                      | CUSIP: 31410ATJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179137 | PA      | $191729.37     | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    3895000 | PA      | $3561050.33    | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    8300000 | PA      | $5853597.99    | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K729 A2                   | CUSIP: 3137FCM43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50325000 | PA      | $48826115.17   | 0.02%             | 2024-10-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: 377373AG0<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |    5500000 | PA      | $5351253.93    | 0.00%             | 2024-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8146                      | CUSIP: 31417FBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1560917 | PA      | $1567453.91    | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7707                      | CUSIP: 36179WR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   43979188 | PA      | $40576298.57   | 0.02%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2960                      | CUSIP: 31418CJE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10211865 | PA      | $9777949.75    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2625875.79    | 0.00%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 55279HAT7<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5132224.81    | 0.00%             | 2025-11-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     400000 | PA      | $377788.83     | 0.00%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     750000 | PA      | $638718.29     | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7473                      | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50477343 | PA      | $45220698.19   | 0.02%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12250000 | PA      | $11253728.82   | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828W48<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153000400 | PA      | $148529911.91  | 0.06%             | 2024-02-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1335                      | CUSIP: 31416WPV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     194930 | PA      | $193063.64     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4489069.75    | 0.00%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03433                      | CUSIP: 31292KY68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36483 | PA      | $38914.27      | 0.00%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A25286                      | CUSIP: 31297C2T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1434 | PA      | $1429.84       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2781711.15    | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C4 Commercial Mortgage Trust                                          | CSAIL 2015-C4 ASB              | CUSIP: 12635RAY4<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |    1225774 | PA      | $1194710.08    | 0.00%             | 2048-11-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    8723000 | PA      | $9578749.07    | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41436                      | CUSIP: 3128K1SZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4525 | PA      | $4622.40       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                     | BBCMS 2018-C2 A5               | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10125000 | PA      | $9629879.40    | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CH0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   15700000 | PA      | $14616924.20   | 0.01%             | 2024-11-29      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    1350000 | PA      | $1064815.07    | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6889                      | CUSIP: 3138EPUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6634845 | PA      | $6558372.87    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7417                      | CUSIP: 36179WG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  126409084 | PA      | $106016479.43  | 0.05%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   15740000 | PA      | $12845065.83   | 0.01%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                  | PERKINELMER INC                | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2427330.85    | 0.00%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97943                      | CUSIP: 312946ZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     415314 | PA      | $427178.82     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST                                         | FORDF 2018-4 A                 | CUSIP: 34528PAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8785000 | PA      | $8235673.07    | 0.00%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DL9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    6114000 | PA      | $5652209.03    | 0.00%             | 2025-04-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD FINL                  | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $3781426.74    | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555677                      | CUSIP: 31385XJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1465346 | PA      | $1496643.03    | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570009                      | CUSIP: 36200RGS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31390 | PA      | $32291.17      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9467                      | CUSIP: 3138EEQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     446192 | PA      | $425356.42     | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 AS              | CUSIP: 48128KAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2519718.88    | 0.00%             | 2050-07-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 AM              | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1035000 | PA      | $837088.54     | 0.00%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3903000 | PA      | $2697794.70    | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $7139203.80    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4655                      | CUSIP: 31418EE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   75074727 | PA      | $70658531.10   | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    8450000 | PA      | $5186200.51    | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255416                      | CUSIP: 31371LVH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4173 | PA      | $4429.93       | 0.00%             | 2034-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8227                      | CUSIP: 3132DWD83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69081649 | PA      | $65018446.17   | 0.03%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $7644701.34    | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    9525000 | PA      | $10444305.57   | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90706                      | CUSIP: 31335HYB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12250 | PA      | $12245.05      | 0.00%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10075000 | PA      | $7000403.99    | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4652311.66    | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12604                      | CUSIP: 3128PR3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     402462 | PA      | $400569.68     | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   12359000 | PA      | $9943756.89    | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733627                      | CUSIP: 3620AMA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     187664 | PA      | $194897.64     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                 | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |   16200000 | PA      | $15772390.15   | 0.01%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    4845000 | PA      | $4993292.80    | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1156000 | PA      | $931932.39     | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3966848.50    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XAT3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     275000 | PA      | $209632.39     | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $5443604.92    | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HT1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2360893.42    | 0.00%             | 2024-06-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   12585000 | PA      | $9457086.72    | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 634517                      | CUSIP: 31389S4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2421 | PA      | $2598.86       | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENZS2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   33000000 | PA      | $32235654.00   | 0.01%             | 2024-06-28      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91730                      | CUSIP: 3128P74P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     417551 | PA      | $388937.51     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636292                      | CUSIP: 36291R2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20028 | PA      | $20315.46      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4069                      | CUSIP: 31418RQX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     147537 | PA      | $146685.50     | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932842                      | CUSIP: 31412RLX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     379211 | PA      | $375126.90     | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08525                      | CUSIP: 3128MJSP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2625701 | PA      | $2373624.81    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   18040000 | PA      | $16981946.96   | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0892                      | CUSIP: 31416H7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74228 | PA      | $79162.19      | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $10681261.78   | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5620000 | PA      | $3801462.42    | 0.00%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CM8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    7334000 | PA      | $7246209.89    | 0.00%             | 2024-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                                   | CITIZENS BANK NA               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    6075000 | PA      | $5861072.22    | 0.00%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    4030000 | PA      | $3785644.82    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4423                        | CUSIP: 36202E4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     794095 | PA      | $797376.88     | 0.00%             | 2039-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBL8<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    6300000 | PA      | $6091300.53    | 0.00%             | 2024-05-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7152                      | CUSIP: 3138WU5N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1160453 | PA      | $1110476.45    | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6450952.01    | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   12627000 | PA      | $11470527.67   | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4895057.40    | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    1230000 | PA      | $1113532.39    | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 631103AG3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $9024677.13    | 0.00%             | 2026-06-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                 | BMARK 2018-B7 A4               | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10266068 | PA      | $9914153.35    | 0.00%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05300                      | CUSIP: 3128M7GH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85382 | PA      | $86482.91      | 0.00%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                   | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8945000 | PA      | $6505384.35    | 0.00%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   16768000 | PA      | $11973645.99   | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644970                      | CUSIP: 36292CQX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      50174 | PA      | $50927.73      | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10271771.90   | 0.00%             | 2026-11-04      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57320                      | CUSIP: 3132Y1D21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8404 | PA      | $8238.47       | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   12225000 | PA      | $11411333.46   | 0.00%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3309887.32    | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888825                      | CUSIP: 31410GPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23055 | PA      | $23547.45      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11969                      | CUSIP: 3128PRFJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3693 | PA      | $3748.35       | 0.00%             | 2025-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K724 A2                   | CUSIP: 3137BTU25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9078238 | PA      | $8932831.41    | 0.00%             | 2023-11-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $2999076.91    | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08751                      | CUSIP: 3128MJZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3640714 | PA      | $3379286.24    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2055                      | CUSIP: 31418BH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     753490 | PA      | $708875.52     | 0.00%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46513                      | CUSIP: 3132WLGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141254 | PA      | $131085.22     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1737753.36    | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4541                        | CUSIP: 36202FBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2610950 | PA      | $2700563.18    | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8635                      | CUSIP: 31416SSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4743596 | PA      | $4714365.49    | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91568                      | CUSIP: 3128P7W58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4266429 | PA      | $4033400.15    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $6012613.75    | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15950000 | PA      | $14808719.28   | 0.01%             | 2026-05-07      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5772941.09    | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAN5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   19204000 | PA      | $19508556.81   | 0.01%             | 2025-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A63820                      | CUSIP: 3128KUG50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10657 | PA      | $10842.36      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BE4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     364000 | PA      | $358308.65     | 0.00%             | 2024-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23000000 | PA      | $13288615.70   | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02346                      | CUSIP: 3128LXTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83227 | PA      | $91022.08      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5690000 | PA      | $5386659.61    | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    8500000 | PA      | $10005769.90   | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5746                      | CUSIP: 3140GUL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     173883 | PA      | $159266.89     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4280                      | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   80820991 | PA      | $62051229.24   | 0.03%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08757                      | CUSIP: 3128MJZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3946511 | PA      | $3663292.97    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782105                      | CUSIP: 36241KKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     189308 | PA      | $193124.06     | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1013172.60    | 0.00%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HVE9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   15000000 | PA      | $13186159.35   | 0.01%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769GK4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   49500000 | PA      | $47623192.16   | 0.02%             | 2024-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1656                      | CUSIP: 31418NZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1364378 | PA      | $1351324.58    | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    8460000 | PA      | $8394857.32    | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5507                      | CUSIP: 3140JADM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5848471 | PA      | $5257563.80    | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    5515000 | PA      | $5297424.37    | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4365                      | CUSIP: 3140JLZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     933453 | PA      | $951934.22     | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782817                      | CUSIP: 31349UDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165295 | PA      | $170885.47     | 0.00%             | 2034-11-01      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DH7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   14235000 | PA      | $13671023.68   | 0.01%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56247                      | CUSIP: 3128KJ5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1699 | PA      | $1693.08       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | HOSPITAL SPE SUR               | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |    3210000 | PA      | $1975044.40    | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $14660283.04   | 0.01%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   14975000 | PA      | $12596944.09   | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4397                      | CUSIP: 31418D3F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3995870 | PA      | $3067507.89    | 0.00%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 741657                      | CUSIP: 31402X5S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23485 | PA      | $23988.80      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | HARVARD UNIV                   | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3640381.16    | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1               | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    5025000 | PA      | $6177162.65    | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8075                      | CUSIP: 3132D56L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5964242 | PA      | $5490630.55    | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  411233000 | PA      | $345949761.25  | 0.15%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   23984000 | PA      | $20236068.77   | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1089                      | CUSIP: 3138WAF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3743975 | PA      | $3605649.21    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42306                      | CUSIP: 3128K2R35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16982 | PA      | $17057.20      | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084C5<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    4075000 | PA      | $3859088.16    | 0.00%             | 2037-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBS8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   14400000 | PA      | $12369646.51   | 0.01%             | 2029-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 448055AD5<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    4135000 | PA      | $4245742.00    | 0.00%             | 2037-09-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CER8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  218745000 | PA      | $212148482.03  | 0.09%             | 2024-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902174                      | CUSIP: 31411AJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     181035 | PA      | $191750.03     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $7647063.52    | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4598                        | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1946531 | PA      | $1954577.92    | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                               | JPMDB 2016-C2 A4               | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2580000 | PA      | $2393460.58    | 0.00%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738403                      | CUSIP: 31402UKQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13600 | PA      | $14337.82      | 0.00%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2415                      | CUSIP: 31418BVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1785364 | PA      | $1716748.08    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5071                      | CUSIP: 3133KYT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38273710 | PA      | $32696423.16   | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18702                      | CUSIP: 3128PYU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1295114 | PA      | $1215505.54    | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $3372120.49    | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 AS              | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3275000 | PA      | $2757457.97    | 0.00%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7500000 | PA      | $4760701.13    | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    7857000 | PA      | $6360044.53    | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01798                      | CUSIP: 31292H7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     215464 | PA      | $218944.03     | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   24730000 | PA      | $21427993.77   | 0.01%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCV2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   26094000 | PA      | $24919011.71   | 0.01%             | 2026-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8111                      | CUSIP: 3138AAAM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        506 | PA      | $477.67        | 0.00%             | 2026-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $4976461.63    | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86719                      | CUSIP: 312933PC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16637 | PA      | $17195.93      | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue      | LOS ANGELES ARPTS-A            | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2800000 | PA      | $2342652.76    | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2241                      | CUSIP: 3140X5P31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1138573 | PA      | $1027538.15    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08210                      | CUSIP: 3128MJGU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191019 | PA      | $194169.41     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7365                      | CUSIP: 31417EFF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2815200 | PA      | $2483332.16    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M7 A2                 | CUSIP: 3136ANLF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4394818 | PA      | $4203706.07    | 0.00%             | 2024-12-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5331                      | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15894993 | PA      | $15667559.91   | 0.01%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5927                      | CUSIP: 3138WFSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2041973 | PA      | $1939756.60    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2893                      | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2576986 | PA      | $2506618.72    | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1167369.65    | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                                   | WFCM 2018-C44 A5               | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |    8200000 | PA      | $7759479.60    | 0.00%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90956                      | CUSIP: 3128P7BZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24545 | PA      | $24644.20      | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889210                      | CUSIP: 31410G3T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94445 | PA      | $92480.45      | 0.00%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   14320000 | PA      | $14011537.75   | 0.01%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4772                        | CUSIP: 36202FJR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2671064 | PA      | $2716745.27    | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAX0<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2125273.82    | 0.00%             | 2026-06-01      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7557                      | CUSIP: 3133KPME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24487440 | PA      | $23648260.42   | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC2387                      | CUSIP: 3140EWUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21012 | PA      | $20074.28      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BG8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1740407.71    | 0.00%             | 2025-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826424                      | CUSIP: 31407CD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     478663 | PA      | $489149.73     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HD8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5179150.42    | 0.00%             | 2025-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4053                      | CUSIP: 31418DQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12751795 | PA      | $11738413.35   | 0.01%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NL1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $28520104.50   | 0.01%             | 2026-03-17      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   18375000 | PA      | $16425420.40   | 0.01%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785HV1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   52370000 | PA      | $51070814.99   | 0.02%             | 2024-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                                                           | FIRST REP BANK                 | CUSIP: 33616CAC4<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2100204.93    | 0.00%             | 2047-02-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    1431000 | PA      | $1586881.99    | 0.00%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3                                          | DRIVE 2021-3 C                 | CUSIP: 262081AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1125000 | PA      | $1084401.79    | 0.00%             | 2027-01-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 686413                      | CUSIP: 31400FSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5212 | PA      | $5598.66       | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5143                      | CUSIP: 3140X8WD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8761805 | PA      | $7876004.64    | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $5541153.71    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7758                      | CUSIP: 31419JTQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2272879 | PA      | $2248428.80    | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C21                              | JPMBB 2014-C21 AS              | CUSIP: 46642EBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     575000 | PA      | $550462.57     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CF4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    9338000 | PA      | $8802417.52    | 0.00%             | 2026-05-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57820                      | CUSIP: 3128KLVM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25760 | PA      | $26630.74      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $4290456.17    | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   14130000 | PA      | $10192077.66   | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6135000 | PA      | $6169467.72    | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3052648.60    | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254637                      | CUSIP: 31371KZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     192568 | PA      | $196667.08     | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY TRANSITION BOND COMPANY CNP_12-1                              | CNP 2012-1 A3                  | CUSIP: 15200WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2471025 | PA      | $2416147.67    | 0.00%             | 2025-10-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC9580                      | CUSIP: 31417WUE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2279041 | PA      | $2257208.03    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN-A-REF-TXBL           | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    9400000 | PA      | $8445567.24    | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4055                      | CUSIP: 31418DQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   99003332 | PA      | $84693836.17   | 0.04%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735382                      | CUSIP: 31402Q6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1306567 | PA      | $1333454.76    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91437                      | CUSIP: 3128P7S20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4402277 | PA      | $4225240.21    | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7955000 | PA      | $8099661.28    | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91168                      | CUSIP: 3128P7JM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58437 | PA      | $58209.14      | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBH0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   15943000 | PA      | $15658703.31   | 0.01%             | 2024-04-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                      | MSBAM 2015-C23 ASB             | CUSIP: 61690QAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     488758 | PA      | $477028.67     | 0.00%             | 2050-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $5655399.23    | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6777256.42    | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    2655000 | PA      | $1942808.49    | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1148                      | CUSIP: 3138EHH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     249969 | PA      | $242087.87     | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $24304491.60   | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   23836000 | PA      | $19935651.20   | 0.01%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    8725000 | PA      | $8026190.32    | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582BQ4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   27925000 | PA      | $23002620.32   | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563612                      | CUSIP: 36213TDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5016 | PA      | $5163.93       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4748934.80    | 0.00%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                   | WFCM 2017-C38 A5               | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   16405000 | PA      | $15123336.41   | 0.01%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1028824000 | PA      | $865337487.69  | 0.38%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  510155000 | PA      | $495647467.19  | 0.22%             | 2024-04-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1580                      | CUSIP: 3140X4XJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1849933 | PA      | $1760380.66    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    9495000 | PA      | $7574934.01    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3546430.48    | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08754                      | CUSIP: 3128MJZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     558906 | PA      | $549171.55     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CCD-REF            | CUSIP: 54438CYN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3100000 | PA      | $2539241.62    | 0.00%             | 2030-08-01      | Fixed         | 1.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13201                      | CUSIP: 3128MBX69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15477 | PA      | $15382.10      | 0.00%             | 2023-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    5975000 | PA      | $6618081.24    | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4667068.35    | 0.00%             | 2024-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    8525000 | PA      | $8004902.11    | 0.00%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                           | MSC 2019-L3 A4                 | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8435000 | PA      | $7316316.56    | 0.00%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| COTTAGE HEALTH SYSTEM                                                            | COTHEA 3.304 11/01/49          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | MUN               | US        |    5210000 | PA      | $3711049.03    | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Santa Clara Valley Transportation Authority                                      | SANTA CLARA                    | CUSIP: 80168NEP0<br>LEI: 549300R6Q7T4MD3V9H68 | Long             | DBT              | MUN               | US        |    3390000 | PA      | $3516614.81    | 0.00%             | 2032-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02110                      | CUSIP: 3128LXKX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8474 | PA      | $8603.89       | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C6                                          | CFCRE 2016-C6 A3               | CUSIP: 12532AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9700000 | PA      | $8905045.23    | 0.00%             | 2049-11-10      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3057                      | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19166995 | PA      | $17791212.70   | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCV6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   13212000 | PA      | $12539521.36   | 0.01%             | 2025-02-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $7722422.51    | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAN0<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     150000 | PA      | $142252.40     | 0.00%             | 2024-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_21-A1                                    | BACCT 2021-A1 A1               | CUSIP: 05522RDD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2990000 | PA      | $2813269.17    | 0.00%             | 2026-09-15      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4293                      | CUSIP: 3138X3XX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5006444 | PA      | $4830950.50    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82736                       | CUSIP: 36225FBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     916484 | PA      | $892402.51     | 0.00%             | 2041-02-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64185                      | CUSIP: 3128KUUJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108621 | PA      | $110500.21     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BW5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    7425000 | PA      | $7133251.11    | 0.00%             | 2024-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08205                      | CUSIP: 3128MJGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13678 | PA      | $13914.34      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2528185.98    | 0.00%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254793                      | CUSIP: 31371K7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1114230 | PA      | $1133893.34    | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6230                      | CUSIP: 31417C4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2849382 | PA      | $2647855.87    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   17058000 | PA      | $10566569.57   | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EF0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   12350000 | PA      | $12106549.64   | 0.01%             | 2024-01-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0008                      | CUSIP: 3138W9AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3119172 | PA      | $2973513.16    | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $10260667.04   | 0.00%             | 2025-10-15      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69202                      | CUSIP: 3128L1GK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94251 | PA      | $97457.54      | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1503161.33    | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3126                      | CUSIP: 3140X6PL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6029442 | PA      | $5380275.72    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2067                      | CUSIP: 31416XJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1238922 | PA      | $1143360.57    | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | BMARK 2019-B9 A4               | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2381926.56    | 0.00%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 1/23                    | CUSIP: 01F040610<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -20444000 | PA      | $-19214166.65  | -0.01%            | 2023-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   25000000 | PA      | $21545266.50   | 0.01%             | 2027-05-24      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9976                      | CUSIP: 3138ESCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1070089 | PA      | $993189.40     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6835                      | CUSIP: 31417DSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5477103 | PA      | $5093229.57    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M22 A2                | CUSIP: 3136B6XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14039761 | PA      | $12398303.67   | 0.01%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ5878                      | CUSIP: 3140H7Q83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     271070 | PA      | $251152.90     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01921                      | CUSIP: 3128LXD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168467 | PA      | $169981.71     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                    | COMM 2018-COR3 A2              | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2347909.50    | 0.00%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3852679.45    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0852                      | CUSIP: 36179M5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10846670 | PA      | $10344324.54   | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DF2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   28201000 | PA      | $27567060.70   | 0.01%             | 2024-01-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     875000 | PA      | $956752.87     | 0.00%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 A4                 | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5650000 | PA      | $5125789.05    | 0.00%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5175                      | CUSIP: 31417BXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1820564 | PA      | $1726249.81    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1025000 | PA      | $799962.59     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C15                              | JPMBB 2013-C15 A5              | CUSIP: 46640NAE8<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    3920000 | PA      | $3869890.64    | 0.00%             | 2045-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    6020000 | PA      | $4765965.73    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2013-GC17                                    | CGCMT 2013-GC17 A4             | CUSIP: 17321RAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1825000 | PA      | $1799203.08    | 0.00%             | 2046-11-10      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7765                      | CUSIP: 36179WTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17675049 | PA      | $14192748.31   | 0.01%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4360                      | CUSIP: 31418DZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77901765 | PA      | $69446743.92   | 0.03%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03486                      | CUSIP: 31292K2T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     902371 | PA      | $893732.81     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839196                      | CUSIP: 31407SKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13388 | PA      | $14168.29      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1615886.51    | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   20371000 | PA      | $17612640.91   | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS-B            | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    2375000 | PA      | $1491640.60    | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE22 Mortgage Trust                                                  | COMM 2015-CR22 AM              | CUSIP: 12592XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6785000 | PA      | $6349908.48    | 0.00%             | 2048-03-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENP79<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   46525000 | PA      | $46203140.05   | 0.02%             | 2024-09-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0734                      | CUSIP: 3140XFY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13443636 | PA      | $11046063.21   | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4580                      | CUSIP: 31418ECS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53976267 | PA      | $49172697.42   | 0.02%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03037                      | CUSIP: 3128M4V67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     582556 | PA      | $591425.65     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   16288000 | PA      | $14838474.03   | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11836                      | CUSIP: 3128PRBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12628 | PA      | $12568.91      | 0.00%             | 2025-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | ID ENERGY RESOURCES            | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1900000 | PA      | $1291156.78    | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC                            | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    3525000 | PA      | $3627459.77    | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    4000000 | PA      | $2695831.52    | 0.00%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $3862699.53    | 0.00%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4056                      | CUSIP: 31418DQJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2363966 | PA      | $2243228.09    | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10700000 | PA      | $10445142.05   | 0.00%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89510                      | CUSIP: 312936R74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84010 | PA      | $86518.93      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18627                      | CUSIP: 3128MMVV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1076155 | PA      | $1019903.66    | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                                  | COMM 2014-CR19 AM              | CUSIP: 12592GBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1481178.30    | 0.00%             | 2047-08-10      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 A3              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8290000 | PA      | $7176603.26    | 0.00%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   40000000 | PA      | $33571645.20   | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAG8<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    4321000 | PA      | $4420115.18    | 0.00%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  354020000 | PA      | $249252206.25  | 0.11%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96413                      | CUSIP: 312945DS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5633666 | PA      | $5482703.51    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1521                      | CUSIP: 3140Q8VP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8739867 | PA      | $7828648.34    | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAG7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9411492.90    | 0.00%             | 2052-05-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256638                      | CUSIP: 31371NBF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26254 | PA      | $27735.57      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BA2375                      | CUSIP: 3617AET89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      44601 | PA      | $44034.23      | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2555956.74    | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CN7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    3687000 | PA      | $3410640.51    | 0.00%             | 2025-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    6028517 | PA      | $5563797.19    | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     350000 | PA      | $323735.43     | 0.00%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605475                      | CUSIP: 36200NT84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33957 | PA      | $35058.44      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3274                      | CUSIP: 3140QNT85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11170977 | PA      | $10510711.96   | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  342539300 | PA      | $316795347.86  | 0.14%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $18316032.40   | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60715                      | CUSIP: 31335AYL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2977329 | PA      | $3025013.42    | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAJ8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   11665000 | PA      | $8650973.27    | 0.00%             | 2043-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   16650000 | PA      | $11340494.99   | 0.00%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7484                      | CUSIP: 3140XBJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31316454 | PA      | $26979469.65   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AL4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   22072000 | PA      | $21067361.36   | 0.01%             | 2028-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     665000 | PA      | $754837.68     | 0.00%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GSMS 2019-GC40 A4              | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6250000 | PA      | $5495822.50    | 0.00%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K138 A2                   | CUSIP: 3137H5QM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8350000 | PA      | $7085387.49    | 0.00%             | 2032-01-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3183093.88    | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18316                      | CUSIP: 3128MMK69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117842 | PA      | $115533.05     | 0.00%             | 2024-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887624                      | CUSIP: 31410FD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5626 | PA      | $5603.32       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47208                      | CUSIP: 3128K8AH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8772 | PA      | $8553.91       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650344                      | CUSIP: 36292JP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12386 | PA      | $12761.46      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   24885000 | PA      | $19134972.86   | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7931050.20    | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4070                      | CUSIP: 36179SQX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     581797 | PA      | $565935.99     | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    6504000 | PA      | $6389493.96    | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4352                      | CUSIP: 3133KKZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27387065 | PA      | $22436565.32   | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781704                      | CUSIP: 36225B3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5661 | PA      | $5826.53       | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67706                      | CUSIP: 3132XCR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9417662 | PA      | $8780068.48    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   85400000 | PA      | $84919625.00   | 0.04%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   35710000 | PA      | $36986781.41   | 0.02%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4159                      | CUSIP: 31418DTR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  103105321 | PA      | $88202364.39   | 0.04%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN               | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $2776567.75    | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4279                      | CUSIP: 31418DXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42350041 | PA      | $37752905.88   | 0.02%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-192            | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    7385000 | PA      | $6843406.26    | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6008723.28    | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EM3<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3313093.59    | 0.00%             | 2025-12-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850651                      | CUSIP: 31408GBU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25254 | PA      | $25174.62      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5298                      | CUSIP: 3140J93G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2518364 | PA      | $2241667.90    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   13126000 | PA      | $9396657.42    | 0.00%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   19750000 | PA      | $18871250.41   | 0.01%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Xilinx Inc                                                                       | XILINX INC                     | CUSIP: 983919AJ0<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    6483000 | PA      | $6302031.59    | 0.00%             | 2024-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49389                      | CUSIP: 3132WPNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2053393 | PA      | $1879808.19    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759192                      | CUSIP: 36230UF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146269 | PA      | $140100.10     | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BA0<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7800000 | PA      | $7487130.85    | 0.00%             | 2026-03-28      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   18035000 | PA      | $19280811.45   | 0.01%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAL4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4748762.00    | 0.00%             | 2024-03-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780497                      | CUSIP: 36225ARS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7573 | PA      | $7805.00       | 0.00%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                           | GE CAP FUNDING                 | CUSIP: 36166NAG8<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |   17350000 | PA      | $16669171.25   | 0.01%             | 2025-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    3060000 | PA      | $2621018.15    | 0.00%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00690                      | CUSIP: 31292GXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7967 | PA      | $7997.40       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698401                      | CUSIP: 36296Q3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155385 | PA      | $156431.89     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   17192000 | PA      | $11450020.88   | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    5500000 | PA      | $5441048.47    | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3310                      | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15496613 | PA      | $14426215.15   | 0.01%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   24531000 | PA      | $26248032.14   | 0.01%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3431                      | CUSIP: 3138A4Y58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1839887 | PA      | $1782026.47    | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   17317000 | PA      | $14337015.48   | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6314                      | CUSIP: 3138WGAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1568300 | PA      | $1509470.93    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8489                      | CUSIP: 36179XNE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   37150000 | PA      | $36109004.99   | 0.02%             | 2052-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3C5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   60200000 | PA      | $59048052.53   | 0.03%             | 2026-08-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4026                      | CUSIP: 3140QBPL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5637582 | PA      | $5200432.44    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M4 A2                 | CUSIP: 3136ARXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2997876 | PA      | $2817066.46    | 0.00%             | 2026-03-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66003                      | CUSIP: 3128KWU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67109 | PA      | $67468.51      | 0.00%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A80616                      | CUSIP: 312926VH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40575 | PA      | $40789.46      | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_20-C                                         | HART 2020-C A4                 | CUSIP: 44891RAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     600000 | PA      | $556471.74     | 0.00%             | 2026-11-16      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   10725000 | PA      | $9205740.37    | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41326                      | CUSIP: 3128K1PK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83811 | PA      | $85608.49      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A2                   | CUSIP: 3137H13P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21275000 | PA      | $17461345.62   | 0.01%             | 2031-05-25      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4839                      | CUSIP: 31418ELV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12163867 | PA      | $11432308.48   | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BL9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4339323.54    | 0.00%             | 2024-11-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4777                      | CUSIP: 3128JQFT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21714 | PA      | $21867.47      | 0.00%             | 2040-06-01      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4263                      | CUSIP: 3138ELWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94984 | PA      | $95794.70      | 0.00%             | 2043-09-01      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR               | CUSIP: 00751YAG1<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $2880953.03    | 0.00%             | 2032-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   34580000 | PA      | $29752795.22   | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BA9<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1833817.03    | 0.00%             | 2042-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     981000 | PA      | $773981.65     | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2073                      | CUSIP: 36179QJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4772197 | PA      | $4530817.19    | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07787                      | CUSIP: 3128M96Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2549041 | PA      | $2481050.54    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9575000 | PA      | $8894862.38    | 0.00%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BL3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2810397.09    | 0.00%             | 2025-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV CA-BABS                   | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1180000 | PA      | $1341602.42    | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 920936                      | CUSIP: 31412CEH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69307 | PA      | $73409.45      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5116                        | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     658615 | PA      | $672539.09     | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1797199.24    | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAV3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7886146.07    | 0.00%             | 2023-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | MARKEL CORP                    | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     620000 | PA      | $473643.75     | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JM7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   65000000 | PA      | $61625575.70   | 0.03%             | 2024-03-08      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1704                      | CUSIP: 3132AD3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19244753 | PA      | $18956941.88   | 0.01%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8190                      | CUSIP: 3132DWC35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32800705 | PA      | $28874159.22   | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0774                      | CUSIP: 3138A12G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     124184 | PA      | $123536.53     | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BG5<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     602000 | PA      | $585456.08     | 0.00%             | 2025-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR7043                      | CUSIP: 3138W4ZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1100955 | PA      | $995015.27     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   13011000 | PA      | $11428921.47   | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8345140.50    | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE8 Mortgage Trust                                                   | COMM 2013-CR8 A5               | CUSIP: 12625KAE5<br>LEI: 549300NGGFIEJ2ER3D22 | Long             | ABS-MBS          | CORP              | US        |    1937607 | PA      | $1927311.46    | 0.00%             | 2046-06-10      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1676                      | CUSIP: 36179N2H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     465819 | PA      | $422078.74     | 0.00%             | 2044-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8507                      | CUSIP: 3132D6NY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42136409 | PA      | $37800867.43   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   30992000 | PA      | $28932594.31   | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8156                      | CUSIP: 3132DWBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  199563883 | PA      | $170104582.19  | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B2721                      | CUSIP: 3128JM4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8543 | PA      | $8699.32       | 0.00%             | 2035-01-01      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| CHASE ISSUANCE TRUST CHAIT_22-A1                                                 | CHAIT 2022-A1 A                | CUSIP: 161571HS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3400000 | PA      | $3311816.92    | 0.00%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253355                      | CUSIP: 31371JMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2307 | PA      | $2505.92       | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0625                      | CUSIP: 36179MVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6267093 | PA      | $5880168.86    | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7987                      | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   30671292 | PA      | $26616497.84   | 0.01%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN             | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |    5270000 | PA      | $3647238.41    | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545072                      | CUSIP: 31385HQZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5851 | PA      | $6053.30       | 0.00%             | 2031-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82122                       | CUSIP: 36225ELC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31145 | PA      | $31103.59      | 0.00%             | 2038-07-20      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743830                      | CUSIP: 31403BLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39056 | PA      | $39739.48      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    9276000 | PA      | $6781393.17    | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    9390000 | PA      | $7817733.61    | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08595                      | CUSIP: 3128MJUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1318986 | PA      | $1272793.53    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2269334.65    | 0.00%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01381                      | CUSIP: 31283HRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     415778 | PA      | $424184.95     | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC6945                      | CUSIP: 31417TWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40623 | PA      | $40741.94      | 0.00%             | 2039-11-01      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BN3<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   16300000 | PA      | $15517671.56   | 0.01%             | 2025-01-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C15                              | JPMBB 2013-C15 AS              | CUSIP: 46640NAJ7<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |    2010000 | PA      | $1981222.83    | 0.00%             | 2045-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   14925000 | PA      | $13711268.55   | 0.01%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-2                                    | EART 2022-2A C                 | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2150000 | PA      | $2065081.45    | 0.00%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4438                      | CUSIP: 31418D4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   94792857 | PA      | $80521204.65   | 0.04%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   13747000 | PA      | $13189108.94   | 0.01%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   34332000 | PA      | $31789015.71   | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-3                                 | GMALT 2022-3 A3                | CUSIP: 380130AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4275000 | PA      | $4189142.18    | 0.00%             | 2025-09-22      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON TX-TXBL                | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |    1270000 | PA      | $1094968.35    | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4494                        | CUSIP: 36202E7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      95157 | PA      | $93200.74      | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22210468.25   | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                        | HCP Inc                        | CUSIP: 40414LAN9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     388000 | PA      | $377619.41     | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAD0<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $3813094.08    | 0.00%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   18553000 | PA      | $17978667.21   | 0.01%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $3136640.90    | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 576868                      | CUSIP: 31386XZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4903 | PA      | $4932.02       | 0.00%             | 2031-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5487                      | CUSIP: 3140X9CZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33682134 | PA      | $32221699.83   | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84281                      | CUSIP: 3132L9XJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     702608 | PA      | $673493.10     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 994154                      | CUSIP: 31416AMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2354 | PA      | $2352.22       | 0.00%             | 2023-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15150000 | PA      | $14670982.60   | 0.01%             | 2024-11-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46158                      | CUSIP: 3128K6ZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4511 | PA      | $4556.59       | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16471                      | CUSIP: 31296RFL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8695 | PA      | $9178.56       | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | TRUIST BANK                    | CUSIP: 89788JAA7<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     400000 | PA      | $371306.61     | 0.00%             | 2025-03-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G0K36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   42302000 | PA      | $39503553.49   | 0.02%             | 2026-04-24      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |   13355000 | PA      | $11045191.58   | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   12525000 | PA      | $11517238.00   | 0.01%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5066                      | CUSIP: 31417BTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1891250 | PA      | $1803168.30    | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51864                      | CUSIP: 3128KEB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4607 | PA      | $4879.77       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV3598                      | CUSIP: 3138XE7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     121210 | PA      | $116960.26     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  464552000 | PA      | $415193350.00  | 0.18%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3053                      | CUSIP: 3138X2MB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2914 | PA      | $2777.91       | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5699045.34    | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    2795000 | PA      | $2355489.10    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01498                      | CUSIP: 31292HUX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16349 | PA      | $17284.73      | 0.00%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $7213004.61    | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2824                      | CUSIP: 3138EKD69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2321202 | PA      | $2158512.99    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    2208000 | PA      | $1987395.19    | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C28                                   | WFCM 2015-C28 AS               | CUSIP: 94989JBB1<br>LEI: 549300S7ENI2U7O0XH56 | Long             | ABS-MBS          | CORP              | US        |    1040000 | PA      | $974320.15     | 0.00%             | 2048-05-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   24333000 | PA      | $20511426.67   | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01621                      | CUSIP: 31292HYS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128076 | PA      | $126798.98     | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5417956.76    | 0.00%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    9250000 | PA      | $8439272.19    | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CN6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   34517000 | PA      | $32946655.64   | 0.01%             | 2026-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737268                      | CUSIP: 3620ARCD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76305 | PA      | $74131.95      | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    8303000 | PA      | $6868125.52    | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3238                      | CUSIP: 3140XJS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31978521 | PA      | $26149278.29   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-A                                          | FORDO 2020-A A3                | CUSIP: 34528GAK2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     127581 | PA      | $126243.08     | 0.00%             | 2024-08-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4347294 | PA      | $4305678.69    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90779                      | CUSIP: 31335H2L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53939 | PA      | $53979.48      | 0.00%             | 2024-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 796295                      | CUSIP: 31405QUU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2308 | PA      | $2315.81       | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAB2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   14200000 | PA      | $12897266.16   | 0.01%             | 2025-05-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   58925000 | PA      | $39811136.54   | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J10583                      | CUSIP: 3128PPUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45357 | PA      | $44472.53      | 0.00%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 AS              | CUSIP: 065403BF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2125000 | PA      | $1892301.45    | 0.00%             | 2052-04-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C18                                         | WFRBS 2013-C18 B               | CUSIP: 96221QAJ2<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |     563000 | PA      | $538935.75     | 0.00%             | 2046-12-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57320                      | CUSIP: 3128KLDZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8683 | PA      | $8670.54       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAM0<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   10363000 | PA      | $8507765.27    | 0.00%             | 2042-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37968                      | CUSIP: 31297TZ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38404 | PA      | $39229.91      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ6902                      | CUSIP: 36183CU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     760100 | PA      | $694223.50     | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605560                      | CUSIP: 36200NWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7936 | PA      | $7893.99       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6018                      | CUSIP: 31417CVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     277693 | PA      | $258201.81     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2274259.81    | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: 05579T5G7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    1330000 | PA      | $1299054.42    | 0.00%             | 2024-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1439262.21    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2889794.71    | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9507734.10    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     652000 | PA      | $623274.53     | 0.00%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721749                      | CUSIP: 3620A7ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     440392 | PA      | $441253.49     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3113000 | PA      | $2426627.52    | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   13315000 | PA      | $11839271.79   | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C7                       | MSBAM 2013-C7 AS               | CUSIP: 61690KAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     141744 | PA      | $140971.02     | 0.00%             | 2046-02-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   19975000 | PA      | $13864971.49   | 0.01%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBR6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $2779028.71    | 0.00%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 781635                      | CUSIP: 31404XLQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2013 | PA      | $1945.39       | 0.00%             | 2034-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8201                      | CUSIP: 3132DWDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29624260 | PA      | $26086779.42   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02195                      | CUSIP: 3128LXNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126845 | PA      | $127499.54     | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595762                      | CUSIP: 36200AZ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8887 | PA      | $9244.32       | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5522                      | CUSIP: 3140JAD47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2551547 | PA      | $2526269.54    | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2485549.47    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3715818.73    | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2019347.66    | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    8200000 | PA      | $8342379.47    | 0.00%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2609                      | CUSIP: 31418B3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3485274 | PA      | $3245923.34    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8982                      | CUSIP: 3138WJ6U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1168528 | PA      | $1128186.27    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3361                      | CUSIP: 3140X6WX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6719283 | PA      | $6246450.16    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1452263.24    | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5529                      | CUSIP: 3138ENEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2656211 | PA      | $2564649.58    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  112675000 | PA      | $90148137.39   | 0.04%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947698                      | CUSIP: 31413KKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128495 | PA      | $135129.62     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2985                      | CUSIP: 3138LTJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3492702 | PA      | $3381246.71    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3506874.41    | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22155000 | PA      | $18324510.83   | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2714                      | CUSIP: 3140X6AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11154548 | PA      | $9995133.27    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7526                      | CUSIP: 3132DVLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12870588 | PA      | $11127282.62   | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A                       | WOLS 2021-A A4                 | CUSIP: 98163JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     875000 | PA      | $832240.59     | 0.00%             | 2026-11-16      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7255                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   65950956 | PA      | $57517253.46   | 0.03%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890297                      | CUSIP: 31410LDA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118712 | PA      | $118002.95     | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8439165.90    | 0.00%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 AS              | CUSIP: 06650AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $891003.10     | 0.00%             | 2050-11-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8001                      | CUSIP: 3138EQ3K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     888026 | PA      | $867522.47     | 0.00%             | 2031-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15575000 | PA      | $15076771.17   | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01444                      | CUSIP: 31292HS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63534 | PA      | $67134.99      | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1490391.33    | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | INOVA HEALTH SY                | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2482887.54    | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01614                      | CUSIP: 31292HYK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     714002 | PA      | $706881.54     | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    3086000 | PA      | $3056936.73    | 0.00%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYER SQB               | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10865000 | PA      | $8297194.37    | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |   11695000 | PA      | $11320614.98   | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WA DC ARPTS-BABS           | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4625000 | PA      | $5682236.61    | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $11267283.60   | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                   | MAGELLAN MID                   | CUSIP: 559080AQ9<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |   11150000 | PA      | $9724418.42    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00652                      | CUSIP: 31292GWM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4611 | PA      | $4628.87       | 0.00%             | 2028-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   13580000 | PA      | $15377703.97   | 0.01%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO ENTPRS IN               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3911331.34    | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    5606000 | PA      | $4677834.48    | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMM 2013-LC6 Mortgage Trust                                                     | COMM 2013-LC6 C                | CUSIP: 20048EBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     621000 | PA      | $617353.98     | 0.00%             | 2046-01-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    8021000 | PA      | $8102756.05    | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848666                      | CUSIP: 31300LTX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134977 | PA      | $136039.52     | 0.00%             | 2036-10-01      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3139689.27    | 0.00%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    2015000 | PA      | $1868627.90    | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3125                      | CUSIP: 31418CPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3646774 | PA      | $3475985.88    | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                  | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $4048376.42    | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $21883014.00   | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818ED6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4652000 | PA      | $4478391.87    | 0.00%             | 2025-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2670                      | CUSIP: 31418B6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11997131 | PA      | $10778610.83   | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08180                      | CUSIP: 3128MJFW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11473 | PA      | $12413.15      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254093                      | CUSIP: 31371KGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12985 | PA      | $13680.31      | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C31                                   | WFCM 2015-C31 A4               | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2861000 | PA      | $2718179.45    | 0.00%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130ASHK8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   33200000 | PA      | $32452502.00   | 0.01%             | 2024-06-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CA4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3416446.14    | 0.00%             | 2025-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0336                      | CUSIP: 31419ALS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     194057 | PA      | $205593.35     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0863                      | CUSIP: 3138E45Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     530149 | PA      | $512848.57     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC19                                    | CGCMT 2014-GC19 A4             | CUSIP: 17322AAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1127415.27    | 0.00%             | 2047-03-11      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   11870000 | PA      | $11873426.39   | 0.01%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4153                      | CUSIP: 31418DTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6535210 | PA      | $5770789.57    | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     795000 | PA      | $855588.06     | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $12963585.11   | 0.01%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4842                      | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37041795 | PA      | $37182002.20   | 0.02%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 A5              | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4300000 | PA      | $4078792.52    | 0.00%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 A4              | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7425000 | PA      | $6842366.19    | 0.00%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCK9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15325497.92   | 0.01%             | 2024-12-06      | Variable      | 1.34%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                   | CUSIP: 83012AAA7<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     711000 | PA      | $622616.39     | 0.00%             | 2026-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13748                      | CUSIP: 3128MCL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32389 | PA      | $32684.07      | 0.00%             | 2024-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0949                      | CUSIP: 31418ABT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3703242 | PA      | $3420243.03    | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AD8<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4549627.75    | 0.00%             | 2025-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_20-3                              | AMCAR 2020-3 B                 | CUSIP: 03066PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $960753.10     | 0.00%             | 2025-12-18      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676940                      | CUSIP: 36295QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     243115 | PA      | $250420.07     | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6109730.69    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   23200000 | PA      | $17655773.74   | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    4000000 | PA      | $3573187.72    | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18380000 | PA      | $17396986.50   | 0.01%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4505                      | CUSIP: 3138WEAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17197 | PA      | $16336.31      | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8032592.23    | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434358                      | CUSIP: 36207KQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6913 | PA      | $7055.18       | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 A5              | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6800000 | PA      | $5527388.84    | 0.00%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Case Western Reserve University                                                  | CASE WESTERN RES               | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1857809.12    | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Rayonier LP                                                                      | RAYONIER LP                    | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1600248.42    | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725705                      | CUSIP: 31402DGN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     488317 | PA      | $497658.80     | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   27093000 | PA      | $33094525.67   | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | THOMSON REUTERS                | CUSIP: 884903BP9<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    2750000 | PA      | $2516916.93    | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   31065000 | PA      | $28696397.51   | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                           | APTIV PLC                      | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    7315000 | PA      | $6007750.61    | 0.00%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1468                      | CUSIP: 3138EHT28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1873147 | PA      | $1752711.68    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     250000 | PA      | $214333.80     | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4543121.25    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                              | JPMBB 2014-C26 B               | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1875000 | PA      | $1725451.69    | 0.00%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    8468000 | PA      | $5430148.86    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 A4               | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5700000 | PA      | $5253006.00    | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7513                      | CUSIP: 3132DVK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19407602 | PA      | $18057847.83   | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2048                      | CUSIP: 3138WBH24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     587765 | PA      | $586414.91     | 0.00%             | 2044-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4268                      | CUSIP: 31418DW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55377287 | PA      | $47180634.19   | 0.02%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   34800000 | PA      | $34560054.00   | 0.02%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                 | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2892405.19    | 0.00%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    4030000 | PA      | $3330762.56    | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2802755.88    | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  451638000 | PA      | $337175994.38  | 0.15%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 AS              | CUSIP: 08163QBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1203614.62    | 0.00%             | 2055-07-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4535                      | CUSIP: 3140X8BD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12504045 | PA      | $11109196.45   | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owl Rock Technology Finance Corp                                                 | OWL ROCK TECHNOL               | CUSIP: 691205AG3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2446091.28    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3089                      | CUSIP: 31418CNF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1234366 | PA      | $1184511.83    | 0.00%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9873                      | CUSIP: 3138AB6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105429 | PA      | $104457.22     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH-TXBL          | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    4250000 | PA      | $3057571.98    | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                   | WFCM 2019-C54 A4               | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4985000 | PA      | $4347045.12    | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7865                      | CUSIP: 3128UGDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48659 | PA      | $50079.07      | 0.00%             | 2041-01-01      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    7810000 | PA      | $5654965.61    | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723622                      | CUSIP: 3620A94F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1635485 | PA      | $1646519.13    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574425                      | CUSIP: 36200WD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2569 | PA      | $2648.99       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEC4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     425000 | PA      | $462077.89     | 0.00%             | 2037-10-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622080                      | CUSIP: 36291ACR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15303 | PA      | $15386.68      | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   14405000 | PA      | $12027931.41   | 0.01%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 744966                      | CUSIP: 31403CTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7938 | PA      | $8107.92       | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   10702000 | PA      | $11314686.93   | 0.00%             | 2026-01-29      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357797                      | CUSIP: 31376KNN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163118 | PA      | $169997.74     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BB9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    4297000 | PA      | $4171710.35    | 0.00%             | 2024-05-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0216                      | CUSIP: 3140XFG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17453361 | PA      | $15685948.34   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8255000 | PA      | $7811243.15    | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  260699000 | PA      | $188966053.82  | 0.08%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH INDUSTRIAL N               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |    4500000 | PA      | $4233257.01    | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   15650000 | PA      | $14119858.18   | 0.01%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                        | HEALTHPEAK PROP                | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $8826896.58    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780359                      | CUSIP: 36225AMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        523 | PA      | $521.83        | 0.00%             | 2023-12-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5074969.13    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   17965000 | PA      | $15998163.06   | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BB2325                      | CUSIP: 3617ASSN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      73820 | PA      | $73093.19      | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2726                      | CUSIP: 3140XJA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10915631 | PA      | $9770613.64    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0843                      | CUSIP: 3138EG5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1376401 | PA      | $1333050.21    | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AC7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8272000 | PA      | $8029245.67    | 0.00%             | 2024-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | FEDERAL REALTY I               | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4319108.23    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1397546.90    | 0.00%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3871                      | CUSIP: 31418DJR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41991605 | PA      | $37380687.37   | 0.02%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4292                      | CUSIP: 3138X3XW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2370748 | PA      | $2287680.24    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    4630000 | PA      | $2919451.36    | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AQ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    7225000 | PA      | $6930624.17    | 0.00%             | 2026-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    5205000 | PA      | $4411543.19    | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738711                      | CUSIP: 3620ASVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     758617 | PA      | $758677.39     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3243                      | CUSIP: 3140X6S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10530665 | PA      | $9690399.41    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                      | MSBAM 2016-C29 ASB             | CUSIP: 61766EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     951406 | PA      | $914132.56     | 0.00%             | 2049-05-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01793                      | CUSIP: 31283H7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142670 | PA      | $147864.81     | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   18975000 | PA      | $18078859.52   | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0067                      | CUSIP: 3132DMCC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3908680 | PA      | $4016033.73    | 0.00%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   25665000 | PA      | $24452627.49   | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2414                      | CUSIP: 31418BVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4935207 | PA      | $4607531.92    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13818                      | CUSIP: 3128MCPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         36 | PA      | $36.26         | 0.00%             | 2024-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8067                      | CUSIP: 3132DV6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76712872 | PA      | $65624770.06   | 0.03%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM4908                      | CUSIP: 3131XYNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3336087 | PA      | $3093350.28    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   29880000 | PA      | $25126705.14   | 0.01%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05403                      | CUSIP: 3128M7KQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     739775 | PA      | $740889.69     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC16                                  | WFCM 2014-LC16 A5              | CUSIP: 94988XAU0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   12090000 | PA      | $11733533.60   | 0.01%             | 2050-08-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782068                      | CUSIP: 36241KJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     165406 | PA      | $169201.86     | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3023                      | CUSIP: 3140KNLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2347332 | PA      | $1935376.75    | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2254643.68    | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56532                      | CUSIP: 3128KKHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44543 | PA      | $45504.33      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7856                      | CUSIP: 3138EQWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     589128 | PA      | $549348.06     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    2068000 | PA      | $1828108.46    | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4215340.53    | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4534                      | CUSIP: 3140X8BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11569335 | PA      | $10297151.40   | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K158 A2                   | CUSIP: 3137FJY60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9248000 | PA      | $8759275.57    | 0.00%             | 2030-12-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    4793000 | PA      | $4464714.20    | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   10850000 | PA      | $7883478.39    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAM9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      75000 | PA      | $72875.78      | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   13245000 | PA      | $12687033.18   | 0.01%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BW6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    9150000 | PA      | $8899053.47    | 0.00%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    8020000 | PA      | $6966589.12    | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    3975000 | PA      | $4170119.31    | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CC1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |   29400000 | PA      | $26113073.24   | 0.01%             | 2026-02-02      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08610                      | CUSIP: 3128MJVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9582534 | PA      | $9246658.88    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $10460935.10   | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    4245000 | PA      | $4043433.94    | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6208                      | CUSIP: 31417C3S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3017704 | PA      | $2662055.09    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     600000 | PA      | $427179.90     | 0.00%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $5703283.71    | 0.00%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08177                      | CUSIP: 3128MJFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97664 | PA      | $98182.36      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1908                      | CUSIP: 3140J6DN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6470045 | PA      | $6229369.39    | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AR6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   12600000 | PA      | $12246376.46   | 0.01%             | 2025-04-27      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9990                      | CUSIP: 3138MSC49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     724401 | PA      | $621122.30     | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |   47657000 | PA      | $56230042.04   | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8151                      | CUSIP: 31419KBV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12974 | PA      | $12518.15      | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2489                      | CUSIP: 3138EJXT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41089 | PA      | $39915.57      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   16850000 | PA      | $10514685.44   | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $2903373.83    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782696                      | CUSIP: 36241K7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1694713 | PA      | $1745605.81    | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBL4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10866000 | PA      | $10539978.60   | 0.00%             | 2025-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5338179.23    | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q08998                      | CUSIP: 3132GUKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2948081 | PA      | $2761996.18    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKK0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10154205.10   | 0.00%             | 2025-11-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Westchester County Local Development Corp                                        | WESTCHESTER CO NY LOC          | CUSIP: 95737TEK8<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    2770000 | PA      | $1911378.95    | 0.00%             | 2050-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256676                      | CUSIP: 31371NCM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24134 | PA      | $24320.40      | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | UNITED TECH CORP               | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    8650000 | PA      | $7212647.49    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51485                      | CUSIP: 3128KDUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1751 | PA      | $1886.91       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0380                      | CUSIP: 3138W9M64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2932879 | PA      | $2806244.84    | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08191                      | CUSIP: 3128MJF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92838 | PA      | $93335.44      | 0.00%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850580                      | CUSIP: 31408F6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4749 | PA      | $4767.54       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CED9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1764694000 | PA      | $1666808541.45 | 0.73%             | 2025-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  675922000 | PA      | $634416198.48  | 0.28%             | 2024-06-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A43588                      | CUSIP: 3128K36Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10736 | PA      | $10693.39      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6884                      | CUSIP: 3138WGUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1213188 | PA      | $1130159.24    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 AS              | CUSIP: 08163JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850000 | PA      | $655015.27     | 0.00%             | 2054-09-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952397                      | CUSIP: 31413QRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7821 | PA      | $8162.88       | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q41947                      | CUSIP: 3132WFEV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3455 | PA      | $3339.12       | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                         | WFRBS 2014-C21 A4              | CUSIP: 92939FAT6<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    1373205 | PA      | $1326279.52    | 0.00%             | 2047-08-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   53115000 | PA      | $49897349.07   | 0.02%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | UNITED TECH CORP               | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4667275.77    | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4547                      | CUSIP: 3140H6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     366377 | PA      | $350837.43     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4820232.55    | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                   | WFCM 2018-C46 A4               | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10575000 | PA      | $9960261.50    | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1026                      | CUSIP: 36179ND70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80157 | PA      | $77489.61      | 0.00%             | 2043-05-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46873                      | CUSIP: 3132WLT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1126516 | PA      | $1095715.56    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18465                      | CUSIP: 3128MMQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4412575 | PA      | $4128463.26    | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3472                      | CUSIP: 31418C2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1198104 | PA      | $1193611.42    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913Q2V0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3985424.89    | 0.00%             | 2024-05-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8123                      | CUSIP: 3132D6AY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24056936 | PA      | $21445199.61   | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4399306.15    | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-2                                          | DRIVE 2021-2 B                 | CUSIP: 262104AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3032659 | PA      | $2993920.35    | 0.00%             | 2025-12-15      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   12915000 | PA      | $12817429.24   | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930770                      | CUSIP: 31412PCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128748 | PA      | $124934.23     | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EW8<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    3000000 | PA      | $2748036.99    | 0.00%             | 2025-05-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-M           | CUSIP: 650009S61<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1500000 | PA      | $1172545.65    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_20-3                                    | HAROT 2020-3 A4                | CUSIP: 43813KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     875000 | PA      | $835813.91     | 0.00%             | 2027-04-19      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783262                      | CUSIP: 36241LTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     545182 | PA      | $548867.41     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13004                      | CUSIP: 3128MBRZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1503 | PA      | $1500.60       | 0.00%             | 2023-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    1070000 | PA      | $1107774.06    | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    9504000 | PA      | $8655604.91    | 0.00%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EB2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   21300000 | PA      | $18927676.29   | 0.01%             | 2026-02-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832414                      | CUSIP: 31407JYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98695 | PA      | $100861.49     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18673                      | CUSIP: 3128MMXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7453340 | PA      | $7044654.60    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $6982717.76    | 0.00%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY-F-UNREFUNDED             | CUSIP: 64990FXE9<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    2100000 | PA      | $1546403.67    | 0.00%             | 2043-02-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1218                      | CUSIP: 3140Q8K87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7012404 | PA      | $6844952.36    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1609                      | CUSIP: 31418NYF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     258841 | PA      | $257348.29     | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3356                      | CUSIP: 31418CWS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5107926 | PA      | $4733725.40    | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $1954448.30    | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $1770146.57    | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8151                      | CUSIP: 36179XBU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   48052909 | PA      | $46705707.70   | 0.02%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87634                      | CUSIP: 312934PT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32115 | PA      | $33195.78      | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XAX4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1615194.84    | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7346                      | CUSIP: 3140XBEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9583776 | PA      | $8484741.44    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942987                      | CUSIP: 31413ECY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67041 | PA      | $70528.32      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-LC14                                        | WFRBS 2014-LC14 A5             | CUSIP: 96221TAE7<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |    4415000 | PA      | $4322558.73    | 0.00%             | 2047-03-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |   10275000 | PA      | $13217889.47   | 0.01%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2771                      | CUSIP: 31418CCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14875383 | PA      | $13364374.68   | 0.01%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781885                      | CUSIP: 36241KCW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     200031 | PA      | $200189.89     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08457                      | CUSIP: 3128MJQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     516020 | PA      | $512040.43     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97775                      | CUSIP: 312946T89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     837619 | PA      | $815336.37     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8559959.80    | 0.00%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4923                        | CUSIP: 36202FPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4264802 | PA      | $4265345.49    | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863BW7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    7330000 | PA      | $7090746.45    | 0.00%             | 2025-03-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    6375000 | PA      | $6381697.00    | 0.00%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54035                      | CUSIP: 3128KGPU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5769 | PA      | $5792.25       | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $5378104.64    | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   53875000 | PA      | $50179980.97   | 0.02%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ6216                      | CUSIP: 3138MM4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52099 | PA      | $48453.76      | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 609142                      | CUSIP: 31388MWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8220 | PA      | $8619.33       | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |   13600000 | PA      | $11810093.94   | 0.01%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7244                      | CUSIP: 3138WHBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1289263 | PA      | $1200574.46    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    9394000 | PA      | $8906682.49    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5993883.98    | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   22503000 | PA      | $20949210.61   | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3149                      | CUSIP: 31418CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2253444 | PA      | $2157829.05    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC               | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4613044.50    | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M7 A2                 | CUSIP: 3136AS4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1642959 | PA      | $1532410.55    | 0.00%             | 2026-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     600000 | PA      | $451806.53     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6460000 | PA      | $4831656.61    | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3520                      | CUSIP: 36179R4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7022476 | PA      | $6394615.81    | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995112                      | CUSIP: 31416BN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2036364 | PA      | $2088697.26    | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2417529.88    | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   16365000 | PA      | $15967495.46   | 0.01%             | 2024-08-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893294                      | CUSIP: 31410PNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4987 | PA      | $5282.07       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   20281000 | PA      | $20222638.58   | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   10125000 | PA      | $9432219.25    | 0.00%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                         | KANSAS CITY SOUT               | CUSIP: 485170BB9<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $4984392.52    | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940469                      | CUSIP: 31413BJN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     124823 | PA      | $134028.38     | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAF9<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4652423.70    | 0.00%             | 2024-11-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745327                      | CUSIP: 31403DA41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     803631 | PA      | $846737.38     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K046 A2                   | CUSIP: 3137BJP64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5800000 | PA      | $5608338.42    | 0.00%             | 2025-03-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 A4              | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1950000 | PA      | $1758271.52    | 0.00%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  428730900 | PA      | $345195342.27  | 0.15%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610991                      | CUSIP: 36202VXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15363 | PA      | $15848.44      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2756                      | CUSIP: 36179RBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3046762 | PA      | $3059351.48    | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0375                      | CUSIP: 31419AMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     406635 | PA      | $404287.81     | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831200                      | CUSIP: 31407HNR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6801 | PA      | $7308.50       | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5000                      | CUSIP: 3140X8RW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10937212 | PA      | $10088523.29   | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M3 A2                 | CUSIP: 3136B1LF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3276644 | PA      | $3027786.95    | 0.00%             | 2030-02-25      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91402                      | CUSIP: 3128P7RX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2028485 | PA      | $1907713.99    | 0.00%             | 2031-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K110 A2                   | CUSIP: 3137FTZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4875000 | PA      | $3967950.68    | 0.00%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8269                      | CUSIP: 3132DWFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9683672 | PA      | $9839659.05    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1936000 | PA      | $1879497.18    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     275000 | PA      | $322885.63     | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3047143.20    | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC28                                           | GSMS 2015-GC28 A5              | CUSIP: 36251FAW6<br>LEI: 5493002EPQ51IPGGFX73 | Long             | ABS-MBS          | CORP              | US        |    4400000 | PA      | $4198700.88    | 0.00%             | 2048-02-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255191                      | CUSIP: 31371LNG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8157 | PA      | $8531.09       | 0.00%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848359                      | CUSIP: 31408DQL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4414 | PA      | $4556.47       | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE11 Mortgage Trust                                                  | COMM 2013-CR11 A3              | CUSIP: 12626LAD4<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |    1749458 | PA      | $1732804.46    | 0.00%             | 2050-08-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3293262.70    | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   24150000 | PA      | $23203440.03   | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    5265000 | PA      | $4870462.43    | 0.00%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4703                      | CUSIP: 3140J9GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3612396 | PA      | $3361179.24    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C13                                         | WFRBS 2013-C13 AS              | CUSIP: 92937UAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     421000 | PA      | $417053.80     | 0.00%             | 2045-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2387                      | CUSIP: 31418BUM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2700061 | PA      | $2520959.81    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6621                      | CUSIP: 3138WGLB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6194023 | PA      | $5768463.01    | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    4975000 | PA      | $3253232.80    | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $3630193.52    | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    2899000 | PA      | $2471761.93    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94713                      | CUSIP: 312943GW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     464625 | PA      | $451532.90     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 920793                      | CUSIP: 31412B7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84776 | PA      | $86420.78      | 0.00%             | 2036-10-01      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   23215000 | PA      | $24502143.14   | 0.01%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   28235000 | PA      | $19391215.23   | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C11                                           | UBSCM 2018-C11 A5              | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1457327.98    | 0.00%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                 | BMARK 2018-B5 A4               | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $2000892.81    | 0.00%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720076                      | CUSIP: 3620A56M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45379 | PA      | $45501.31      | 0.00%             | 2024-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   19738000 | PA      | $18654757.44   | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40235000 | PA      | $38185529.69   | 0.02%             | 2024-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3561                      | CUSIP: 31418C5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     835109 | PA      | $810259.60     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    3405000 | PA      | $2856308.02    | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14826                      | CUSIP: 3128MDSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     250256 | PA      | $234777.22     | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7503                      | CUSIP: 3132DVKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13243124 | PA      | $12244354.32   | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    6887000 | PA      | $6715373.27    | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02412                      | CUSIP: 3128M4AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26078 | PA      | $28476.38      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAJ9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   13424000 | PA      | $13269311.36   | 0.01%             | 2025-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6341                      | CUSIP: 36179VBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5698873 | PA      | $5617312.32    | 0.00%             | 2049-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-1                    | GMCAR 2022-1 A3                | CUSIP: 380146AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2250000 | PA      | $2129277.83    | 0.00%             | 2026-11-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    7393000 | PA      | $5959893.42    | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    6500000 | PA      | $5172680.63    | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9668                      | CUSIP: 3138WKW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5273381 | PA      | $5049311.01    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5176                      | CUSIP: 31346YXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2540394 | PA      | $2179212.99    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | TRIMBLE INC                    | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3840433.56    | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV FUND-B             | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     900000 | PA      | $738190.71     | 0.00%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| United Airlines 2013-1 Class A Pass Through Trust                                | UNTD AIR 2013-1                | CUSIP: 909319AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1583156 | PA      | $1459320.46    | 0.00%             | 2027-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    4885000 | PA      | $4568451.85    | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4039445.16    | 0.00%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | ACE INA HOLDINGS               | CUSIP: 00440EAV9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   30696000 | PA      | $29416057.53   | 0.01%             | 2026-05-03      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4155125.03    | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     450000 | PA      | $419980.31     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   17067000 | PA      | $21156824.94   | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254903                      | CUSIP: 31371LDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1916933 | PA      | $1950753.91    | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2314000 | PA      | $1559872.91    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40056                      | CUSIP: 3132FCBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     403835 | PA      | $424422.28     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3244                      | CUSIP: 36179RS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9149214 | PA      | $8517172.48    | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0393                      | CUSIP: 31418MNK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     675424 | PA      | $698574.03     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    3637000 | PA      | $2981151.61    | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $2089302.43    | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   12675000 | PA      | $10177187.69   | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4586                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25221377 | PA      | $23550751.21   | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8146                      | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  197162135 | PA      | $161372298.34  | 0.07%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    9762000 | PA      | $8716341.42    | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CL0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1891700.16    | 0.00%             | 2024-12-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | ACE INA HOLDINGS               | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |   20692000 | PA      | $17956866.26   | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    7925000 | PA      | $6867232.89    | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8609142.33    | 0.00%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3313                      | CUSIP: 31416YVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1096385 | PA      | $1086309.71    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4975                        | CUSIP: 36202FQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     209102 | PA      | $199872.77     | 0.00%             | 2026-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696467                      | CUSIP: 36296NW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5503 | PA      | $5538.42       | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2642                      | CUSIP: 31418B5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3120109 | PA      | $2905951.06    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $2947734.21    | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5653136.56    | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| First Republic Bank/CA                                                           | FIRST REP BANK                 | CUSIP: 33616CAB6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    1725000 | PA      | $1309548.83    | 0.00%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2826                      | CUSIP: 3138EKD85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25118 | PA      | $23356.45      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 AS               | CUSIP: 95000XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3900000 | PA      | $3511382.55    | 0.00%             | 2050-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   14901000 | PA      | $14389710.78   | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08459                      | CUSIP: 3128MJQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1868960 | PA      | $1818834.30    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBF1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    8070000 | PA      | $7919494.98    | 0.00%             | 2024-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8961                      | CUSIP: 3617BC5W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     605142 | PA      | $599173.43     | 0.00%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K074 A2                   | CUSIP: 3137F4D41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10275000 | PA      | $9881459.28    | 0.00%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9488160.40    | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4603                      | CUSIP: 31418EDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31187540 | PA      | $28620369.25   | 0.01%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7192                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  135433952 | PA      | $113587277.17  | 0.05%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9298683.20    | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AS4<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5839396.80    | 0.00%             | 2025-03-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55468                      | CUSIP: 3132XYCE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1147125 | PA      | $1110954.38    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4669667.28    | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716783                      | CUSIP: 3620A2J49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     561390 | PA      | $578293.63     | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    5995000 | PA      | $4912252.16    | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1017                      | CUSIP: 31418NDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28708 | PA      | $28541.76      | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 AAB                | CUSIP: 12515GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500942 | PA      | $1440240.67    | 0.00%             | 2050-02-10      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                                       | KIRBY CORP                     | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    9217000 | PA      | $8400086.32    | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Crane Holdings Co                                                                | CRANE CO                       | CUSIP: 224399AT2<br>LEI: 549300EXNPSXEWUD3N21 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $2785166.07    | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2103664.50    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41738                      | CUSIP: 3128K14X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3057 | PA      | $3049.48       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMET_21-A3                                                                      | COMET 2021-A3 A3               | CUSIP: 14041NFY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21375000 | PA      | $19958072.63   | 0.01%             | 2026-11-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Signature Bank/New York NY                                                       | SIGNATURE BK NY                | CUSIP: 82669GCK8<br>LEI: VLP5AP0XK2GM6GKD1007 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1824128.02    | 0.00%             | 2030-10-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                            | GOLDMAN SACHS BD               | CUSIP: 38147UAC1<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |     165000 | PA      | $158796.85     | 0.00%             | 2025-02-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAT9<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   27373000 | PA      | $26133578.48   | 0.01%             | 2026-03-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K064 A2                   | CUSIP: 3137BXQY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15580000 | PA      | $14819935.93   | 0.01%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BB9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    6746000 | PA      | $6488794.58    | 0.00%             | 2025-02-12      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    5935000 | PA      | $6167884.65    | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $7599055.79    | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15600000 | PA      | $13000443.77   | 0.01%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $5094471.10    | 0.00%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 A5              | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1525000 | PA      | $1466033.44    | 0.00%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3                    | GMCAR 2022-3 A3                | CUSIP: 36265WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2000000 | PA      | $1955263.60    | 0.00%             | 2027-04-16      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835292                      | CUSIP: 31407M7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22611 | PA      | $23090.70      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05812                      | CUSIP: 3128M7YH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1390662 | PA      | $1407057.85    | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    6699000 | PA      | $5480123.92    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3311                      | CUSIP: 36179RVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13975463 | PA      | $13594131.46   | 0.01%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723354                      | CUSIP: 3620A9TK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     339704 | PA      | $349850.15     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C30                                   | WFCM 2015-C30 A3               | CUSIP: 94989NBD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     931554 | PA      | $885765.89     | 0.00%             | 2058-09-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC HEALTH SYST               | CUSIP: 90320WAD5<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4822945.40    | 0.00%             | 2025-04-03      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3183                      | CUSIP: 3138WCRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     184403 | PA      | $179580.60     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $9825690.62    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Water Resources Authority                                          | MA WTR RESOURCES-TXBL          | CUSIP: 576051ZT6<br>LEI: 549300GBS2G3YGHOYO19 | Long             | DBT              | MUN               | US        |    2850000 | PA      | $2096909.16    | 0.00%             | 2041-08-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8177                      | CUSIP: 3132DWCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  168065771 | PA      | $137545900.59  | 0.06%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4781307.52    | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2424                      | CUSIP: 31329KVR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47634830 | PA      | $43580505.74   | 0.02%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8589208.50    | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   10376000 | PA      | $7686295.10    | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5323470.83    | 0.00%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3866                      | CUSIP: 3140QBJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4520093 | PA      | $4193550.88    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5344160.70    | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4181                      | CUSIP: 3140QBUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1400983 | PA      | $1394640.01    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0022                      | CUSIP: 36179MAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5254836 | PA      | $4930332.79    | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    4982000 | PA      | $3124699.49    | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5475                      | CUSIP: 3138WFCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1016893 | PA      | $977839.58     | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    6690000 | PA      | $5541895.45    | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3938                      | CUSIP: 36179SLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2487468 | PA      | $2361802.21    | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | DDR CORP                       | CUSIP: 23317HAF9<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |   11350000 | PA      | $10662021.68   | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   26044000 | PA      | $25196010.49   | 0.01%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6797                      | CUSIP: 3140XART1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16768072 | PA      | $15847108.68   | 0.01%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07734                      | CUSIP: 3128M94T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     764346 | PA      | $819856.67     | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4631071.74    | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   48192000 | PA      | $44306760.96   | 0.02%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743273                      | CUSIP: 31403AXA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13095 | PA      | $13063.35      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP               | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5466305.94    | 0.00%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 AM              | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $704552.25     | 0.00%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   16514000 | PA      | $14393994.44   | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946923                      | CUSIP: 31413JPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2245 | PA      | $2366.64       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBK1<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   13093000 | PA      | $11229912.32   | 0.00%             | 2030-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   41560000 | PA      | $38769647.47   | 0.02%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02710                      | CUSIP: 31294MAK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64796 | PA      | $64491.03      | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1172                      | CUSIP: 3140XGJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   62019313 | PA      | $54706746.00   | 0.02%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13125000 | PA      | $10862173.88   | 0.00%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   49555000 | PA      | $41010672.39   | 0.02%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ9970                      | CUSIP: 3140HCCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119387 | PA      | $113974.89     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4085000 | PA      | $3943050.13    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   20371000 | PA      | $19584773.92   | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   21495000 | PA      | $20558890.17   | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3875000 | PA      | $4189428.66    | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5673474.00    | 0.00%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    5005000 | PA      | $5037630.30    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $8585455.53    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3384                      | CUSIP: 31418CXN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9731080 | PA      | $9298110.50    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    5116000 | PA      | $4044217.08    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVK2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8898535.10    | 0.00%             | 2026-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   28496000 | PA      | $26389921.34   | 0.01%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7530                      | CUSIP: 3132DVLK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6898562 | PA      | $5914867.41    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9475000 | PA      | $7681862.22    | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    7475000 | PA      | $6108401.44    | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4532                      | CUSIP: 3140X8BA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10406326 | PA      | $9171411.08    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2H9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   16945000 | PA      | $15226789.88   | 0.01%             | 2025-11-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   12920000 | PA      | $12158139.12   | 0.01%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   15000000 | PA      | $10595314.35   | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9110                      | CUSIP: 3138ERDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8359008 | PA      | $8283325.99    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735222                      | CUSIP: 31402QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79814 | PA      | $81357.56      | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBD4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     767000 | PA      | $750998.45     | 0.00%             | 2045-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20250000 | PA      | $19728483.93   | 0.01%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745336                      | CUSIP: 31403DBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2382017 | PA      | $2427417.32    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D96291                      | CUSIP: 3128E27C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        892 | PA      | $819.57        | 0.00%             | 2023-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DZ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   40000000 | PA      | $37288217.60   | 0.02%             | 2024-09-23      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   14400000 | PA      | $13565441.38   | 0.01%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725206                      | CUSIP: 31402CU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     672028 | PA      | $686377.34     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C19                              | JPMBB 2014-C19 AS              | CUSIP: 46641WAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1525000 | PA      | $1471371.85    | 0.00%             | 2047-04-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DV2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   16397000 | PA      | $15772393.34   | 0.01%             | 2024-12-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4053000 | PA      | $3610069.72    | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3810                      | CUSIP: 3138A5GU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175768 | PA      | $170336.49     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3334                      | CUSIP: 31418CV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12945829 | PA      | $12692806.38   | 0.01%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1G A2                | CUSIP: 3136BFRV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2575000 | PA      | $2049918.10    | 0.00%             | 2030-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  132327000 | PA      | $108818288.02  | 0.05%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DV2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   26608000 | PA      | $25087746.07   | 0.01%             | 2026-06-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1667453.58    | 0.00%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940624                      | CUSIP: 31413BPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1755 | PA      | $1850.03       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3100000 | PA      | $2728916.95    | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   13680000 | PA      | $11323230.67   | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8460000 | PA      | $8267214.62    | 0.00%             | 2024-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    9613000 | PA      | $7742633.29    | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33542                      | CUSIP: 31297N5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3354 | PA      | $3385.31       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3414                      | CUSIP: 31418CYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2763111 | PA      | $2560988.37    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ohio Water Development Authority Water Pollution Control Loan Fund               | OH WTR-TXB-B2-LN FD            | CUSIP: 67766WQG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1100000 | PA      | $1089592.02    | 0.00%             | 2034-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BRDCOM CRP / FIN               | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    6500000 | PA      | $5924696.12    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7290                      | CUSIP: 3138WHC42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     357212 | PA      | $334864.71     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AD3<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4990279.81    | 0.00%             | 2024-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                      | MSBAM 2014-C18 A4              | CUSIP: 61763XAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $967264.70     | 0.00%             | 2047-10-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   16251000 | PA      | $13755960.41   | 0.01%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2006000 | PA      | $1657480.09    | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                         | BROADSTONE NET L               | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $1816954.00    | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01622                      | CUSIP: 31292HYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     147580 | PA      | $147997.76     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 866118                      | CUSIP: 31409BG35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21478 | PA      | $21422.30      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9164000 | PA      | $7438259.25    | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08774                      | CUSIP: 3128MJ2G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4297677 | PA      | $3989276.53    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 796147                      | CUSIP: 31405QP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2638 | PA      | $2629.18       | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   15400000 | PA      | $14825660.08   | 0.01%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10500000 | PA      | $9904534.61    | 0.00%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP               | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    1100000 | PA      | $1218099.06    | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4363970.54    | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57433                      | CUSIP: 3132Y1HK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9975268 | PA      | $9531430.08    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1 A2                 | CUSIP: 3136BDUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9985000 | PA      | $7827362.32    | 0.00%             | 2030-11-25      | Variable      | 1.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5620                      | CUSIP: 3138A7G69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175207 | PA      | $172871.96     | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $720486.17     | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09012                      | CUSIP: 31294UAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2897363 | PA      | $2769752.04    | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4182147.98    | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18575                      | CUSIP: 3128MMT94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10883666 | PA      | $10339198.16   | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DC8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    6440000 | PA      | $6359201.83    | 0.00%             | 2024-08-01      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7830                      | CUSIP: 3138MBVY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1722265 | PA      | $1611586.12    | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10700000 | PA      | $10229456.59   | 0.00%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK32                                                                  | BANK 2021-BN32 A5              | CUSIP: 06542BBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $3494265.18    | 0.00%             | 2054-04-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET COR               | CUSIP: 857477AW3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   14355000 | PA      | $13506250.43   | 0.01%             | 2026-05-19      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4656                      | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73988462 | PA      | $71471078.67   | 0.03%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688AAU6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    7000000 | PA      | $6878801.02    | 0.00%             | 2024-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                 | DEUTSCHE BANK AG               | CUSIP: 251525AP6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   15618000 | PA      | $14866113.71   | 0.01%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605631                      | CUSIP: 36200NY47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9557 | PA      | $9851.88       | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M1 A1                 | CUSIP: 3136B75L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9071981 | PA      | $8462256.34    | 0.00%             | 2029-10-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7397                      | CUSIP: 31417EGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1707551 | PA      | $1531942.45    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3347331.89    | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A44897                      | CUSIP: 3128K5NN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     368774 | PA      | $398560.83     | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST MSC_22-L8                                         | MSC 2022-L8 A5                 | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8550000 | PA      | $7631990.78    | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALT GAS & ELEC                | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    3551000 | PA      | $3793579.43    | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8112                      | CUSIP: 3132D6AM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     699863 | PA      | $642768.99     | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   13531000 | PA      | $10624181.82   | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_20-C                                         | HART 2020-C A3                 | CUSIP: 44891RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1438974 | PA      | $1400941.34    | 0.00%             | 2025-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Domestic Holdings Inc                                             | MS DOM HOLD INC                | CUSIP: 269246BS2<br>LEI: 549300RJIC678ZPVWG08 | Long             | DBT              | CORP              | US        |    3630000 | PA      | $3535264.19    | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8145                      | CUSIP: 3132DWBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  112052953 | PA      | $86027926.05   | 0.04%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A4              | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2425000 | PA      | $2298097.57    | 0.00%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737191                      | CUSIP: 3620AQ7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     896493 | PA      | $913167.96     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   21400000 | PA      | $20899337.16   | 0.01%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893257                      | CUSIP: 31410PME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5334 | PA      | $5309.42       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   19971000 | PA      | $17848842.60   | 0.01%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    2600000 | PA      | $1972178.57    | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4423                      | CUSIP: 31418D4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15414032 | PA      | $13540306.97   | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4499                        | CUSIP: 36202E7L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      71200 | PA      | $75207.42      | 0.00%             | 2039-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2803                      | CUSIP: 31418CDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22886580 | PA      | $21456672.42   | 0.01%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4854413.84    | 0.00%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91819                      | CUSIP: 3128P8AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1169297 | PA      | $1070819.44    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   12631000 | PA      | $10877748.74   | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1722288.06    | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XBA1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   11202000 | PA      | $10637481.04   | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60080                      | CUSIP: 31335ACR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3654248 | PA      | $3355844.06    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3489                      | CUSIP: 31418C2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4252921 | PA      | $4090816.49    | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   10090000 | PA      | $9413284.38    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18302                      | CUSIP: 3128MMKQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36756 | PA      | $36037.05      | 0.00%             | 2024-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 389784                      | CUSIP: 36205F6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13464 | PA      | $13786.56      | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2594382.25    | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $6992007.92    | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746RW3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   54060000 | PA      | $50581722.30   | 0.02%             | 2026-04-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8503                      | CUSIP: 3132D6NU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36355446 | PA      | $32611733.40   | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    9262000 | PA      | $6370439.44    | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   20468000 | PA      | $16057391.82   | 0.01%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-1                                           | ALLYA 2022-1 A4                | CUSIP: 02008JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     550000 | PA      | $528576.35     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE/GSO                 | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4600585.45    | 0.00%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323908                      | CUSIP: 31374TYD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6559 | PA      | $6702.40       | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    5894000 | PA      | $5563255.66    | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4995890.54    | 0.00%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   22425000 | PA      | $19207734.36   | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    6170000 | PA      | $6390553.07    | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3309                      | CUSIP: 31418CVB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4077327 | PA      | $3766857.13    | 0.00%             | 2038-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    2671000 | PA      | $2574841.12    | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5815                      | CUSIP: 3140X9N92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4962846 | PA      | $4568238.61    | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   22600000 | PA      | $15051960.70   | 0.01%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5775000 | PA      | $5319777.60    | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  180570000 | PA      | $164629063.72  | 0.07%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC21 Mortgage Trust                                                    | COMM 2015-LC21 A3              | CUSIP: 12593FBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     340623 | PA      | $325387.81     | 0.00%             | 2048-07-10      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAS3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    5625000 | PA      | $5383470.21    | 0.00%             | 2025-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    7230000 | PA      | $6558007.72    | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4155                      | CUSIP: 31418DTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17958740 | PA      | $16010340.31   | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   11675000 | PA      | $11284108.04   | 0.00%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4700                      | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   78790827 | PA      | $74054009.39   | 0.03%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $3762918.45    | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-BABS             | CUSIP: 02765UDN1<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    6245000 | PA      | $6493830.78    | 0.00%             | 2047-02-15      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6950000 | PA      | $6087256.61    | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2045                      | CUSIP: 31418BHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2604728 | PA      | $2411270.76    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3616                      | CUSIP: 3140XKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26700000 | PA      | $22732481.46   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4385                      | CUSIP: 31416M2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32191 | PA      | $31236.18      | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1147                      | CUSIP: 3131XUHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1768508 | PA      | $1625077.81    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K124 A2                   | CUSIP: 3137F9CT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11675000 | PA      | $9430020.09    | 0.00%             | 2030-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                  | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $3593020.65    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 534011                      | CUSIP: 36212HGU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5787 | PA      | $5975.42       | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   18350000 | PA      | $18303755.43   | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DP4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    4955000 | PA      | $4759151.49    | 0.00%             | 2024-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9466000 | PA      | $9073003.96    | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22585000 | PA      | $22249286.85   | 0.01%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    7330000 | PA      | $7149725.69    | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   24813000 | PA      | $22823077.55   | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   51550000 | PA      | $45185331.31   | 0.02%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-TXBL-AD             | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12189000 | PA      | $10274951.58   | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    7485000 | PA      | $5780333.09    | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91958                      | CUSIP: 312940E70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1554456 | PA      | $1539590.70    | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3955460.30    | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C14                                         | WFRBS 2013-C14 AS              | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |    1725000 | PA      | $1689307.16    | 0.00%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAL8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $9284378.74    | 0.00%             | 2026-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                                | SDART 2022-6 B                 | CUSIP: 802918AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     675000 | PA      | $659713.14     | 0.00%             | 2027-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9532                      | CUSIP: 3138WKSW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19099 | PA      | $18205.89      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3661464.81    | 0.00%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $9215125.03    | 0.00%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01120                      | CUSIP: 31292HG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4932 | PA      | $4912.10       | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M12 A2                | CUSIP: 3136AUKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9072394 | PA      | $8429304.71    | 0.00%             | 2026-09-25      | Variable      | 2.45%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   21225000 | PA      | $19087937.95   | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAE7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1467150.31    | 0.00%             | 2026-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4077                      | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  170577564 | PA      | $139894566.60  | 0.06%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22558                      | CUSIP: 31296YZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6424 | PA      | $6177.51       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82452                       | CUSIP: 36225EWN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31383 | PA      | $31416.20      | 0.00%             | 2039-12-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86314                      | CUSIP: 312933AP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     455893 | PA      | $429603.58     | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4309                      | CUSIP: 31419EYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     237086 | PA      | $230424.08     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283D0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  359393400 | PA      | $345073801.25  | 0.15%             | 2024-10-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                  | COMM 2014-CR15 C               | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1925000 | PA      | $1849411.99    | 0.00%             | 2047-02-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENWP1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   43220000 | PA      | $42008111.20   | 0.02%             | 2024-05-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3905                      | CUSIP: 31418DKT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30996824 | PA      | $27593034.68   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC32                                           | GSMS 2015-GC32 AAB             | CUSIP: 36250PAE5<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |    1908304 | PA      | $1844357.58    | 0.00%             | 2048-07-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06361                      | CUSIP: 3128M8MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     791219 | PA      | $775216.07     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $4312981.25    | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C12                              | JPMBB 2013-C12 A5              | CUSIP: 46639NAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1982000 | PA      | $1965695.47    | 0.00%             | 2045-07-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM0057                      | CUSIP: 3140X3B31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3039132 | PA      | $2805178.74    | 0.00%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RR24<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3806529.88    | 0.00%             | 2024-02-02      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7256                      | CUSIP: 31417UB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32914 | PA      | $32711.47      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   16490000 | PA      | $13489630.81   | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2301                      | CUSIP: 3138EJRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3828865 | PA      | $3582370.70    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22795                      | CUSIP: 31297AC85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10319 | PA      | $10465.17      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   12240000 | PA      | $10854006.78   | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1135000 | PA      | $1181997.61    | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0821                      | CUSIP: 31417Y4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1310823 | PA      | $1298733.96    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95423                      | CUSIP: 312944AY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     369859 | PA      | $359440.24     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9318                      | CUSIP: 3140XDK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17622591 | PA      | $15799982.93   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B26 Mortgage Trust                                                | BMARK 2021-B26 A5              | CUSIP: 08163EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7745000 | PA      | $6415954.13    | 0.00%             | 2054-06-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J07328                      | CUSIP: 3128PKD92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1777 | PA      | $1769.85       | 0.00%             | 2023-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $3700868.47    | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EZ2<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   67225000 | PA      | $59779609.41   | 0.03%             | 2026-02-04      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08804                      | CUSIP: 3128MJ3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1338971 | PA      | $1241001.17    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02790                      | CUSIP: 31294MC33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45588 | PA      | $43893.70      | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   16130000 | PA      | $13701201.38   | 0.01%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3985                      | CUSIP: 31418DNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1582037 | PA      | $1488992.11    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254867                      | CUSIP: 31371LCC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     164383 | PA      | $160971.67     | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887634                      | CUSIP: 31410FEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16514 | PA      | $17490.37      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7770399.57    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class A Pass Through Trust                                | UNTD AIR 16-1 A                | CUSIP: 90931MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1840431 | PA      | $1538539.77    | 0.00%             | 2030-01-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   10475000 | PA      | $9283432.82    | 0.00%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                     | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    3300000 | PA      | $2890169.60    | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2539                      | CUSIP: 31418BZD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4131659 | PA      | $3977031.33    | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7680000 | PA      | $7557873.48    | 0.00%             | 2024-06-02      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90863                      | CUSIP: 31335H5Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41511 | PA      | $41543.21      | 0.00%             | 2024-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC8898                      | CUSIP: 3140F43G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136582 | PA      | $127178.21     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    7900000 | PA      | $7403430.02    | 0.00%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10733895.90   | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   94135000 | PA      | $74348605.26   | 0.03%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   10716000 | PA      | $9831914.89    | 0.00%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $5972258.27    | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BP0<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $3287774.18    | 0.00%             | 2052-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   28065000 | PA      | $23956340.13   | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCC2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9514750.00    | 0.00%             | 2024-01-12      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5148                      | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40426080 | PA      | $34277144.01   | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $8722982.93    | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8252                      | CUSIP: 3140QGE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14890208 | PA      | $12209629.94   | 0.01%             | 2045-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   19806000 | PA      | $18346249.28   | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   22580000 | PA      | $27278080.60   | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN               | CUSIP: 11133TAC7<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2623293.90    | 0.00%             | 2026-06-27      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ochsner Clinic Foundation                                                        | OCHSNER CLINIC                 | CUSIP: 675553AA9<br>LEI: 549300SN4RK0THHUAC05 | Long             | DBT              | CORP              | US        |     275000 | PA      | $272520.07     | 0.00%             | 2045-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91359                      | CUSIP: 3128P7QL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     483170 | PA      | $477336.93     | 0.00%             | 2031-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01842                      | CUSIP: 3128LXBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      96314 | PA      | $96364.96      | 0.00%             | 2035-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7723                      | CUSIP: 3138E0SM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     676944 | PA      | $655631.95     | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471313                      | CUSIP: 36209GSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7005 | PA      | $7202.99       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    5240000 | PA      | $4128115.02    | 0.00%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17775722 | PA      | $17290215.06   | 0.01%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C36                                   | WFCM 2016-C36 A3               | CUSIP: 95000MBN0<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    2024997 | PA      | $1858189.64    | 0.00%             | 2059-11-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357604                      | CUSIP: 31376KGM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13325 | PA      | $13945.02      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829197                      | CUSIP: 31407FGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15252 | PA      | $15578.81      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_21-1                                               | BMWLT 2021-1 A3                | CUSIP: 05591RAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1188594 | PA      | $1179413.13    | 0.00%             | 2024-01-25      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| Xilinx Inc                                                                       | XILINX INC                     | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $6978432.42    | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLER FINANCE                | CUSIP: 233851ED2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3270135.88    | 0.00%             | 2031-03-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08505                      | CUSIP: 3128MJR36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1397644 | PA      | $1253899.14    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   19205000 | PA      | $16273536.12   | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05578DAG7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   10980000 | PA      | $10792990.62   | 0.00%             | 2024-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782559                      | CUSIP: 36241KZY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     554033 | PA      | $565573.81     | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7552                      | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47473720 | PA      | $40887553.30   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783342                      | CUSIP: 36241LWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     235532 | PA      | $240331.83     | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01839                      | CUSIP: 31292JBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     639998 | PA      | $642335.87     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15088                      | CUSIP: 31296PUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70769 | PA      | $71271.68      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2978                      | CUSIP: 3140X6JY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11927436 | PA      | $11081698.93   | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAA8<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5814107.52    | 0.00%             | 2025-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AK7<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1924475.82    | 0.00%             | 2024-12-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAQ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   15186000 | PA      | $14702405.63   | 0.01%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0952                      | CUSIP: 31418ABW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2111857 | PA      | $2019630.85    | 0.00%             | 2032-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719256                      | CUSIP: 3620A5BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1551483 | PA      | $1554540.43    | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   26955000 | PA      | $24537141.89   | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5282000 | PA      | $4214880.92    | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   18056000 | PA      | $18943797.45   | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AQ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    7059000 | PA      | $6768361.42    | 0.00%             | 2025-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 AS              | CUSIP: 06541WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3126220.65    | 0.00%             | 2060-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808319                      | CUSIP: 31406FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72858 | PA      | $73617.10      | 0.00%             | 2035-01-01      | Floating      | 2.44%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | TORCHMARK CORP                 | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3109822.08    | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   10150000 | PA      | $9530464.10    | 0.00%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                              | UNIVERSITY OF MI               | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4351606.92    | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6834994.33    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7111                      | CUSIP: 31418U3V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     122877 | PA      | $124124.83     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   13855000 | PA      | $11467675.29   | 0.01%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX ST-BABS-A                   | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    2145000 | PA      | $2084105.60    | 0.00%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                  | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   14958000 | PA      | $13898909.13   | 0.01%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCF1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3995232.98    | 0.00%             | 2026-03-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C67243                      | CUSIP: 31287TBL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2411 | PA      | $2544.34       | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $4751870.41    | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4086993.53    | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   30420000 | PA      | $27898481.33   | 0.01%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| American Airlines 2019-1 Class AA Pass Through Trust                             | AM AIRLN 19-1AA                | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2787784 | PA      | $2326964.18    | 0.00%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $11647957.65   | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K076 A2                   | CUSIP: 3137FEZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28500000 | PA      | $27753710.40   | 0.01%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7462                      | CUSIP: 3132A8JF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     328922 | PA      | $311480.73     | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    5475000 | PA      | $5170343.68    | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   15420000 | PA      | $13372403.80   | 0.01%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFS3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13623000 | PA      | $13262969.86   | 0.01%             | 2025-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3446744.27    | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2413                      | CUSIP: 3138E6VF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2833477 | PA      | $2747386.58    | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AV6<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7504101.91    | 0.00%             | 2025-04-09      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6541                      | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23738065 | PA      | $21306043.36   | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    1815000 | PA      | $1508504.83    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7052                      | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  146558401 | PA      | $128106785.92  | 0.06%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71408                      | CUSIP: 3128L4R55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     174901 | PA      | $175844.08     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2140                      | CUSIP: 3140XHLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23426562 | PA      | $21439483.31   | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3428267.86    | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   17557000 | PA      | $16385913.86   | 0.01%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9571                      | CUSIP: 31417GT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2170749 | PA      | $2012973.32    | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth    | MET GOVT-TXB-B-BABS            | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1540000 | PA      | $1720314.44    | 0.00%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1109                      | CUSIP: 36179NGS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     929966 | PA      | $916154.81     | 0.00%             | 2043-06-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4617                      | CUSIP: 3140X8DX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15679948 | PA      | $14636939.45   | 0.01%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8152                      | CUSIP: 3132DWBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30132880 | PA      | $26536165.58   | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3116851.68    | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10000000 | PA      | $8838553.10    | 0.00%             | 2033-03-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   17788000 | PA      | $16927602.98   | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AM5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2564850.86    | 0.00%             | 2025-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AX3<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2160000 | PA      | $2112866.40    | 0.00%             | 2025-05-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425832                      | CUSIP: 36207AA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4411 | PA      | $4402.60       | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725704                      | CUSIP: 31402DGM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2932660 | PA      | $2965512.78    | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838543                      | CUSIP: 31407RS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6469 | PA      | $6608.18       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    6835000 | PA      | $7070926.63    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   27278000 | PA      | $25751014.11   | 0.01%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   22100000 | PA      | $21039909.19   | 0.01%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC23                                    | CGCMT 2014-GC23 A4             | CUSIP: 17322VAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2725000 | PA      | $2627860.84    | 0.00%             | 2047-07-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   31750000 | PA      | $27952015.79   | 0.01%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-C                                          | FORDO 2022-C A4                | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3850000 | PA      | $3780987.60    | 0.00%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3686                      | CUSIP: 31418DCY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6919939 | PA      | $6384928.46    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13742000 | PA      | $10596743.96   | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    2689000 | PA      | $2553440.33    | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAZ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2600000 | PA      | $2632353.59    | 0.00%             | 2024-11-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890517                      | CUSIP: 31410LK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     811781 | PA      | $847096.06     | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $6604252.30    | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2445                      | CUSIP: 31418BWF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6171480 | PA      | $5762308.36    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   21902000 | PA      | $16717605.18   | 0.01%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7505                      | CUSIP: 3132DVKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15052545 | PA      | $14920997.40   | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9302                      | CUSIP: 3138MRKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4009374 | PA      | $3726406.20    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                                                       | AMDOCS LTD                     | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    6100000 | PA      | $4946672.33    | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    6565000 | PA      | $4280339.36    | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01427                      | CUSIP: 31292HSQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28860 | PA      | $30493.78      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   16812000 | PA      | $17230605.52   | 0.01%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BM0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10249493.72   | 0.00%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17508                      | CUSIP: 3128PXKV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3711217 | PA      | $3502401.16    | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 135087N75<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   28580000 | PA      | $27614316.10   | 0.01%             | 2025-04-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01598                      | CUSIP: 31292HX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     274298 | PA      | $275076.27     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283P3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  285467000 | PA      | $273468479.43  | 0.12%             | 2024-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8010                      | CUSIP: 3132DV3T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34462791 | PA      | $30677411.75   | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03505                      | CUSIP: 31292K3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     572468 | PA      | $597067.31     | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18385                      | CUSIP: 3128MMNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101894 | PA      | $101350.27     | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K042 A2                   | CUSIP: 3137BFXT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32520000 | PA      | $31186943.41   | 0.01%             | 2024-12-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8201                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  127686394 | PA      | $124106182.04  | 0.05%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    8386000 | PA      | $7738212.53    | 0.00%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46976                      | CUSIP: 3128K7XD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3387 | PA      | $3440.31       | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56073                      | CUSIP: 3128KJXA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5862 | PA      | $6304.12       | 0.00%             | 2037-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QEE0<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    2265000 | PA      | $2131454.51    | 0.00%             | 2025-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30892000 | PA      | $27939709.95   | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6060000 | PA      | $5944246.61    | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11375000 | PA      | $11454929.85   | 0.00%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-E-RMKT           | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    2555000 | PA      | $2701060.15    | 0.00%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $5686059.12    | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3503                      | CUSIP: 3140QA3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     726410 | PA      | $689957.64     | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  481780000 | PA      | $437064793.75  | 0.19%             | 2025-05-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4156                      | CUSIP: 31418DTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20433986 | PA      | $18811172.31   | 0.01%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DT4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   26505000 | PA      | $24423651.14   | 0.01%             | 2025-05-11      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Travelers Property Casualty Corp                                                 | TRAVELERS PPTY                 | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     535000 | PA      | $587732.48     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAC7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   38000000 | PA      | $35361392.86   | 0.02%             | 2024-10-07      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BM3968                      | CUSIP: 3617JUMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1056941 | PA      | $1047650.11    | 0.00%             | 2049-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01376                      | CUSIP: 31292HQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6377 | PA      | $6926.73       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23630                      | CUSIP: 31297BA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19145 | PA      | $19914.54      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AC4<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4901631.82    | 0.00%             | 2023-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5603                      | CUSIP: 3140X9GM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12949359 | PA      | $11706488.87   | 0.01%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    4513000 | PA      | $2935092.10    | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K131 A2                   | CUSIP: 3137H2AD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36075000 | PA      | $29328329.26   | 0.01%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2458                      | CUSIP: 31418BWU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1228898 | PA      | $1181658.03    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AH6<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    9125000 | PA      | $8715389.79    | 0.00%             | 2025-03-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-3A                                   | EART 2022-3A D                 | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1150000 | PA      | $1117653.72    | 0.00%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6931                      | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   39729258 | PA      | $34728278.15   | 0.02%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15866000 | PA      | $12801182.23   | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   13200000 | PA      | $10509071.10   | 0.00%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  182470000 | PA      | $171464778.13  | 0.07%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 337358BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     250000 | PA      | $256463.05     | 0.00%             | 2035-10-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8400000 | PA      | $5305317.78    | 0.00%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00972                      | CUSIP: 31292HCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4907 | PA      | $5152.31       | 0.00%             | 2030-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     375000 | PA      | $412623.02     | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723538                      | CUSIP: 3620A9ZB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     399836 | PA      | $402543.15     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00801                      | CUSIP: 31283G3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3091 | PA      | $3126.60       | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1105381.54    | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0072                      | CUSIP: 31417YCJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     363989 | PA      | $347204.60     | 0.00%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Csail 2015-C2 Commercial Mortgage Trust                                          | CSAIL 2015-C2 AS               | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1685629.62    | 0.00%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1377                      | CUSIP: 36179NQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2032802 | PA      | $2041183.78    | 0.00%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBA1<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5480936.40    | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6337                      | CUSIP: 36179VBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10572848 | PA      | $9256877.62    | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C75417                      | CUSIP: 31288EAS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14075 | PA      | $14422.03      | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 820505                      | CUSIP: 31406UR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3657 | PA      | $3733.75       | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_21-1                                  | MBART 2021-1 A3                | CUSIP: 58772WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3650000 | PA      | $3466756.86    | 0.00%             | 2026-06-15      | Fixed         | 0.46%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1444043.03    | 0.00%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4226047.37    | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8107                      | CUSIP: 3132D6AG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61453547 | PA      | $54783809.32   | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11290000 | PA      | $8926830.60    | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4210128.24    | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3000000 | PA      | $2383832.49    | 0.00%             | 2032-04-01      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   18545000 | PA      | $12195822.53   | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5331                        | CUSIP: 36202F4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3940328 | PA      | $3697011.66    | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698091                      | CUSIP: 36296QRL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1123167 | PA      | $1130722.99    | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR8856                      | CUSIP: 3140L7ZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14990071 | PA      | $12268617.65   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0429                      | CUSIP: 31418MPP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     758375 | PA      | $801803.31     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $2464126.20    | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   72947000 | PA      | $68218379.96   | 0.03%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    8314000 | PA      | $8061038.07    | 0.00%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ5353                      | CUSIP: 3140H65P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6558827 | PA      | $6267602.85    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1307                      | CUSIP: 31418ANZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12270563 | PA      | $11224909.68   | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAN9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   12975000 | PA      | $12740242.42   | 0.01%             | 2024-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1632                      | CUSIP: 3138X0Y69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     688802 | PA      | $622740.88     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NY ST DORM AUTH REV-B          | CUSIP: 64990GWW8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    7035000 | PA      | $5340514.02    | 0.00%             | 2043-07-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BGC Partners Inc                                                                 | BGC PARTNERS INC               | CUSIP: 05541TAM3<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |    3376000 | PA      | $3227391.86    | 0.00%             | 2024-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56514                      | CUSIP: 3128KKGX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8747 | PA      | $9045.77       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8044                      | CUSIP: 3138LY5E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     645487 | PA      | $612069.54     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    9824000 | PA      | $7817050.91    | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CL2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   18625000 | PA      | $17759067.88   | 0.01%             | 2024-09-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8617                      | CUSIP: 3132A9SE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11000335 | PA      | $10303374.00   | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   29850000 | PA      | $22454175.35   | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0157                      | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     474620 | PA      | $490939.70     | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                  | BANK 2020-BN28 A4              | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1950000 | PA      | $1539427.11    | 0.00%             | 2063-03-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1677                      | CUSIP: 36179N2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1900791 | PA      | $1783512.94    | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887678                      | CUSIP: 31410FFT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9397 | PA      | $9365.51       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55945                      | CUSIP: 3128KJTA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21805 | PA      | $22273.38      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   12250000 | PA      | $10055835.37   | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A3                   | CUSIP: 3137FG6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8900000 | PA      | $8229579.91    | 0.00%             | 2033-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 739355                      | CUSIP: 31402VMC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2723 | PA      | $2781.57       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CU9<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2415715.80    | 0.00%             | 2025-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8269                      | CUSIP: 3138WJFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6255057 | PA      | $5619292.33    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04649                      | CUSIP: 3132GKZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5119414 | PA      | $4790903.92    | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950720                      | CUSIP: 31413NVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6923 | PA      | $7061.55       | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56495                      | CUSIP: 3128KKGC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27726 | PA      | $27837.24      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2121460.81    | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS6 Mortgage Trust                                                    | COMM 2014-UBS6 A5              | CUSIP: 12592PBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $7218354.75    | 0.00%             | 2047-12-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  709379000 | PA      | $634229162.19  | 0.28%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q05649                      | CUSIP: 3132GL5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2209343 | PA      | $2149976.49    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAL9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   11650000 | PA      | $11268024.58   | 0.00%             | 2024-11-21      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAJ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   10750000 | PA      | $10602832.82   | 0.00%             | 2025-04-27      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866AU2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    5028000 | PA      | $4840657.02    | 0.00%             | 2025-08-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8110                      | CUSIP: 3132D6AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29473952 | PA      | $25583399.20   | 0.01%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                   | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    6210000 | PA      | $4919240.45    | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1599                      | CUSIP: 3133L7X44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24906577 | PA      | $22388738.91   | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7827                      | CUSIP: 3140XBVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27653832 | PA      | $24587802.29   | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AY8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    9220000 | PA      | $8935168.38    | 0.00%             | 2025-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVC0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   11150000 | PA      | $10590745.10   | 0.00%             | 2025-01-09      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   33485000 | PA      | $28460760.25   | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                                             | MERCURY GEN CORP               | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    3265000 | PA      | $3061512.14    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03765                      | CUSIP: 3128M5QS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222538 | PA      | $223879.76     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 938757                      | CUSIP: 31412YME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     234804 | PA      | $238794.71     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON               | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    6065000 | PA      | $5396990.65    | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   11040000 | PA      | $10206813.74   | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK4523                      | CUSIP: 3138E9AZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2192320 | PA      | $2117750.99    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657908                      | CUSIP: 36294R3R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1110 | PA      | $1076.26       | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4714                      | CUSIP: 3132A5GX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9466612 | PA      | $9055421.71    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TEW1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2933403.85    | 0.00%             | 2025-04-14      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 A5               | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1610000 | PA      | $1393218.33    | 0.00%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8888                      | CUSIP: 3138WJ2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36631 | PA      | $35336.70      | 0.00%             | 2025-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    5112000 | PA      | $3632341.52    | 0.00%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02343JAA8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    7477000 | PA      | $7275105.37    | 0.00%             | 2025-05-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    9375000 | PA      | $7935175.13    | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2594                      | CUSIP: 3140GQ3C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7819993 | PA      | $7304688.02    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735500                      | CUSIP: 31402RDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1273700 | PA      | $1327466.82    | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579731                      | CUSIP: 36201DA85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5630 | PA      | $5799.64       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA ST                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3180000 | PA      | $3257322.02    | 0.00%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                        | DICK'S SPORTING                | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6512268.90    | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3666210.34    | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    5342000 | PA      | $4290524.52    | 0.00%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5104                      | CUSIP: 3133KYU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29690100 | PA      | $24115444.97   | 0.01%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C10                    | JPMCC 2013-C10 AS              | CUSIP: 46639JAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1042000 | PA      | $1037297.66    | 0.00%             | 2047-12-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18582                      | CUSIP: 3128MMUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2041649 | PA      | $1935178.86    | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $8507960.35    | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1164                      | CUSIP: 31418AJJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     505870 | PA      | $470407.70     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  681835000 | PA      | $433071727.63  | 0.19%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0537                      | CUSIP: 3132ACS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10609106 | PA      | $9884364.21    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5472000 | PA      | $5294906.22    | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826744                      | CUSIP: 31407CP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156779 | PA      | $158378.46     | 0.00%             | 2035-07-01      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940054                      | CUSIP: 31413AZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21579 | PA      | $21999.73      | 0.00%             | 2037-07-01      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFF6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   20000000 | PA      | $18570052.00   | 0.01%             | 2026-06-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $1641495.65    | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6387196.06    | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0287                      | CUSIP: 3140XFJ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19027417 | PA      | $15636033.06   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3448                      | CUSIP: 31418CZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1456001 | PA      | $1453951.54    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 A3               | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5069031 | PA      | $4705247.39    | 0.00%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3991                      | CUSIP: 31418DNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25907176 | PA      | $23002359.68   | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | MARATHON OIL COR               | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |   15100000 | PA      | $14419396.49   | 0.01%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2013-GC11                                    | CGCMT 2013-GC11 AS             | CUSIP: 17320DAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1292790.59    | 0.00%             | 2046-04-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   14350000 | PA      | $13759182.52   | 0.01%             | 2026-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    1512000 | PA      | $1328628.25    | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1587                      | CUSIP: 3138WAXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73006 | PA      | $71486.14      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781797                      | CUSIP: 36225B7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6168 | PA      | $6338.11       | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2959                      | CUSIP: 31418CJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3822748 | PA      | $3548307.52    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBB8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2652424.89    | 0.00%             | 2024-02-14      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MultiCare Health System                                                          | MULTICARE HEALTH               | CUSIP: 62548LAA0<br>LEI: 549300OSCVFLGLKTTI33 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1328376.67    | 0.00%             | 2050-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI               | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $4563291.49    | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                | CUSIP: 285512AD1<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $3078877.51    | 0.00%             | 2026-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7259107.41    | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospitals Group Inc                                                  | MT SINAI HOSP                  | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $4184753.61    | 0.00%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 991073                      | CUSIP: 31415V6J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         46 | PA      | $45.50         | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850765                      | CUSIP: 31408GFE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104190 | PA      | $110105.26     | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBL3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    9422000 | PA      | $9308513.61    | 0.00%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08817                      | CUSIP: 3128MJ4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4872754 | PA      | $4656194.75    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    9383000 | PA      | $7544239.20    | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54837                      | CUSIP: 3128KHLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        163 | PA      | $170.54        | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                      | BK OF NY MELLON                | CUSIP: 06405LAC5<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   30390000 | PA      | $30364570.86   | 0.01%             | 2025-11-21      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   20600000 | PA      | $16173813.34   | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   12670000 | PA      | $10358657.39   | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    4608000 | PA      | $4183689.23    | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0933                      | CUSIP: 3138EHBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5242235 | PA      | $5239509.22    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310188                      | CUSIP: 31374CRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37281 | PA      | $34719.35      | 0.00%             | 2025-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $9943109.25    | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5110                      | CUSIP: 3133KYVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11979315 | PA      | $9729877.83    | 0.00%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782932                      | CUSIP: 36241LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      80610 | PA      | $82383.24      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3104                      | CUSIP: 36179RNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1830323 | PA      | $1673941.12    | 0.00%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647770                      | CUSIP: 36292FT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11565 | PA      | $12211.79      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5941000 | PA      | $5647742.79    | 0.00%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $3934529.77    | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                     | CUSIP: 47215PAC0<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |   10884000 | PA      | $10341126.54   | 0.00%             | 2026-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                                        | RENAISSANCERE FI               | CUSIP: 75972YAA9<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2421747.83    | 0.00%             | 2025-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9461                      | CUSIP: 3138EEQP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     911425 | PA      | $853026.60     | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAU9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   18599000 | PA      | $18140669.49   | 0.01%             | 2024-07-08      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7981                      | CUSIP: 3128UGHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89755 | PA      | $92552.08      | 0.00%             | 2041-02-01      | Floating      | 2.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6203                      | CUSIP: 3138WF3M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1744621 | PA      | $1628630.99    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8258                      | CUSIP: 3132DWE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56041727 | PA      | $55271534.63   | 0.02%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   31290000 | PA      | $28598046.83   | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6286                      | CUSIP: 36179U6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4088325 | PA      | $3973208.33    | 0.00%             | 2049-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7292                      | CUSIP: 3140XBC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1417001 | PA      | $1306678.80    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $8004595.33    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8312                      | CUSIP: 3140XCGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15733243 | PA      | $13475144.65   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7699408.92    | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $4216393.55    | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-2 Class AA Pass Through Trust                               | UNTD AIR 16-2 AA               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3251750 | PA      | $2771035.32    | 0.00%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5265000 | PA      | $4152469.33    | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08808                      | CUSIP: 3128MJ3S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3241622 | PA      | $3004500.23    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |   18485000 | PA      | $17163585.73   | 0.01%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    3740000 | PA      | $2567162.29    | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779565                      | CUSIP: 31404VCA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7900 | PA      | $7928.16       | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04444                      | CUSIP: 31292L5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1881147 | PA      | $1735894.42    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468C6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   51975000 | PA      | $50790274.05   | 0.02%             | 2025-07-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BL2<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    2267000 | PA      | $1711972.16    | 0.00%             | 2050-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89870                      | CUSIP: 3129366F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1217136 | PA      | $1209643.27    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253907                      | CUSIP: 31371KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19947 | PA      | $20569.37      | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    2050000 | PA      | $1957444.82    | 0.00%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9870                      | CUSIP: 3140XD6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17048308 | PA      | $14586950.32   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2305                      | CUSIP: 36179QR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1655221 | PA      | $1650807.82    | 0.00%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DP1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   21150000 | PA      | $20794925.13   | 0.01%             | 2024-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   19000000 | PA      | $14838236.39   | 0.01%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4902552.90    | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | KELLOGG CO                     | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $3933223.03    | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45905U6L3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   19620000 | PA      | $18963158.70   | 0.01%             | 2025-11-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $2444412.24    | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9984000 | PA      | $8817166.53    | 0.00%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   33973000 | PA      | $33117671.29   | 0.01%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4747                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5001521 | PA      | $5087048.98    | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA9357                      | CUSIP: 31416TMF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     343345 | PA      | $341231.94     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78533                      | CUSIP: 31288HPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8974 | PA      | $8985.72       | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AW9631                      | CUSIP: 36195YVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     130536 | PA      | $128800.57     | 0.00%             | 2046-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   10450000 | PA      | $7656739.87    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VF Corp                                                                          | VF CORP                        | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |   10059000 | PA      | $8367795.82    | 0.00%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3475                      | CUSIP: 31416Y2H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265987 | PA      | $271697.38     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $3963043.38    | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5511                      | CUSIP: 3133A0DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17531906 | PA      | $15042792.71   | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS CP               | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1800139.59    | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60854                      | CUSIP: 31335A5P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     802508 | PA      | $783446.75     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4061                        | CUSIP: 36202EQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     118505 | PA      | $122398.69     | 0.00%             | 2037-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7935                      | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8775019 | PA      | $7359064.88    | 0.00%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     300000 | PA      | $348259.50     | 0.00%             | 2038-08-06      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AY1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   10180000 | PA      | $10031790.40   | 0.00%             | 2024-02-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   42015000 | PA      | $36761157.44   | 0.02%             | 2027-03-09      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3615000 | PA      | $2973803.08    | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 864410                      | CUSIP: 31408YKX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22135 | PA      | $21779.59      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   11224000 | PA      | $10573649.11   | 0.00%             | 2027-01-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   11475000 | PA      | $10977961.87   | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08624                      | CUSIP: 3128MJVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2724269 | PA      | $2628725.40    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   11783000 | PA      | $11592806.47   | 0.01%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5570000 | PA      | $5385571.23    | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01501                      | CUSIP: 31292HU28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65987 | PA      | $66454.87      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4457820.20    | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4501                      | CUSIP: 31418EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36065660 | PA      | $30347612.14   | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   11671000 | PA      | $8524573.79    | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   31196000 | PA      | $24144541.01   | 0.01%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2592582.76    | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5609607.57    | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE19 Mortgage Trust                                                  | COMM 2014-CR19 A5              | CUSIP: 12592GBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5775000 | PA      | $5581976.98    | 0.00%             | 2047-08-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    7617000 | PA      | $6841974.44    | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | NATIONAL RETAIL                | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $4836597.48    | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BX1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   46229000 | PA      | $45329995.73   | 0.02%             | 2024-02-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 357287                      | CUSIP: 36203R2U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        225 | PA      | $224.23        | 0.00%             | 2023-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   27100000 | PA      | $23735191.91   | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI6643                      | CUSIP: 3138ALLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     284963 | PA      | $282503.24     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISC PUB SERVICE               | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2017357.84    | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33573                      | CUSIP: 31297N6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34786 | PA      | $36957.26      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAC4<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $13776709.10   | 0.01%             | 2025-11-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $27603855.60   | 0.01%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K1522 A2                  | CUSIP: 3137H4RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7550000 | PA      | $5691312.31    | 0.00%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 766759                      | CUSIP: 31404EZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2885 | PA      | $2876.80       | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | SUNTRUST BANK                  | CUSIP: 86787GAJ1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    8024000 | PA      | $7547544.03    | 0.00%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K060 A2                   | CUSIP: 3137BTAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8000000 | PA      | $7650488.00    | 0.00%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3476                      | CUSIP: 31416Y2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332145 | PA      | $351032.56     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5234048.04    | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1577                      | CUSIP: 3140X4XF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26866656 | PA      | $25891906.84   | 0.01%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3897                      | CUSIP: 31418DKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2227502 | PA      | $2098006.10    | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAL9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   27116000 | PA      | $24076424.66   | 0.01%             | 2026-03-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   24319000 | PA      | $22716832.67   | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    8215000 | PA      | $7458402.77    | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUE7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   10705000 | PA      | $10427774.11   | 0.00%             | 2025-03-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38143U8H7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   41600000 | PA      | $40091237.89   | 0.02%             | 2026-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2594                      | CUSIP: 3140XH3C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24802044 | PA      | $21311473.93   | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAT6<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    4854000 | PA      | $3626573.15    | 0.00%             | 2047-09-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738488                      | CUSIP: 31402UND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2549 | PA      | $2603.89       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | PRICELINE GROUP                | CUSIP: 741503AZ9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   11245000 | PA      | $10774441.62   | 0.00%             | 2026-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22087000 | PA      | $22486005.63   | 0.01%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01292                      | CUSIP: 31292HNH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26056 | PA      | $27552.85      | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   24433000 | PA      | $23596628.11   | 0.01%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18607                      | CUSIP: 3128MMU92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6412704 | PA      | $6012160.53    | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05196                      | CUSIP: 3128M7C95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102740 | PA      | $104331.95     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21522                      | CUSIP: 31296XVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27354 | PA      | $27461.09      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   19700000 | PA      | $19201957.80   | 0.01%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HB2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6845329.01    | 0.00%             | 2024-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AE3<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    9025000 | PA      | $8746579.65    | 0.00%             | 2025-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21818022.00   | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7779                      | CUSIP: 31418VUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     898961 | PA      | $908068.69     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7337000 | PA      | $7187805.92    | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q10392                      | CUSIP: 3132HLNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1752722 | PA      | $1642144.73    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-B-UNREFUNDED           | CUSIP: 167486M97<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |    3200000 | PA      | $3248837.76    | 0.00%             | 2029-01-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   18347000 | PA      | $16650908.83   | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   17545000 | PA      | $16493045.49   | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   22775000 | PA      | $19459368.81   | 0.01%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HB0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4424999.57    | 0.00%             | 2025-09-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13882                      | CUSIP: 3128PTJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     420744 | PA      | $410049.00     | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00678                      | CUSIP: 31292GXF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4525 | PA      | $4609.34       | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 787219                      | CUSIP: 31405ESG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4505 | PA      | $4617.46       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3410                      | CUSIP: 31418CYG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223338 | PA      | $214817.62     | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCB0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4400736.60    | 0.00%             | 2027-04-22      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K125 A2                   | CUSIP: 3137F9Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85000 | PA      | $69621.64      | 0.00%             | 2031-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785GQ3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    9922000 | PA      | $9581009.24    | 0.00%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8119                      | CUSIP: 3132D6AU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30256693 | PA      | $26972223.50   | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    8530000 | PA      | $6905439.07    | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAW6<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    8825000 | PA      | $8969547.23    | 0.00%             | 2025-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2560                      | CUSIP: 3140XHZ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14141271 | PA      | $13365967.48   | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1539359.38    | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 ASB             | CUSIP: 065404AZ8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    1425000 | PA      | $1356004.64    | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                                       | BMO 2022-C3 AS                 | CUSIP: 05602QBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1442676.00    | 0.00%             | 2054-09-15      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    9890000 | PA      | $9142228.97    | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87483                      | CUSIP: 312934J45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166463 | PA      | $168546.41     | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   18682000 | PA      | $17430876.36   | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   39181000 | PA      | $33999825.24   | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BHH8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   16900000 | PA      | $16495676.80   | 0.01%             | 2024-02-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641782                      | CUSIP: 36291X6T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15147 | PA      | $15823.42      | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8205                      | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  110282211 | PA      | $93744390.08   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5307                        | CUSIP: 36202F3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     429509 | PA      | $444258.90     | 0.00%             | 2042-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04688                      | CUSIP: 3128M6RH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116378 | PA      | $117875.46     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     395000 | PA      | $390681.15     | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11644                      | CUSIP: 3128PQZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7701 | PA      | $7664.41       | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8010                      | CUSIP: 3132D53T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2695912 | PA      | $2486137.16    | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0241                      | CUSIP: 3140Q7HT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1079657 | PA      | $1029818.40    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $6049158.26    | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                           | GSK CONSUMER                   | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   37500000 | PA      | $33038766.00   | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                         | NXP BV/NXP FUNDI               | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    5000000 | PA      | $5008380.40    | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5710140.98    | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AT7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   10163000 | PA      | $8981545.46    | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | RICE UNIVERSITY                | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    8510000 | PA      | $7000683.76    | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552481                      | CUSIP: 36213EXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1734 | PA      | $1741.03       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    5242000 | PA      | $4873138.60    | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   10600000 | PA      | $7241702.17    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0005                      | CUSIP: 31417YAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83130 | PA      | $80666.00      | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50923                      | CUSIP: 3128KDAY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32712 | PA      | $34648.34      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | CAMPBELL SOUP CO               | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    6998000 | PA      | $4737150.26    | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB FINANCIAL GR               | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $5595646.52    | 0.00%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| JetBlue 2019-1 Class AA Pass Through Trust                                       | JETBLUE 19-1 AA                | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8658786 | PA      | $7101041.39    | 0.00%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35649                      | CUSIP: 31297RH26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14619 | PA      | $14696.14      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643349                      | CUSIP: 36292AWJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      27915 | PA      | $29311.61      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0937                      | CUSIP: 36179NBE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219589 | PA      | $233786.04     | 0.00%             | 2043-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2015-1 Class AA Pass Through Trust                               | UNTD AIR 15-1 AA               | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2862823 | PA      | $2547777.01    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3669                      | CUSIP: 31418DCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1428699 | PA      | $1442077.92    | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04320                      | CUSIP: 3128M6DZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83759 | PA      | $83644.85      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7616                      | CUSIP: 3140XBPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27258406 | PA      | $24399097.79   | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01277                      | CUSIP: 31292HM27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3955 | PA      | $3934.79       | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8762                      | CUSIP: 31416SWY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50569 | PA      | $50304.47      | 0.00%             | 2024-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      75000 | PA      | $46423.62      | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_20-B                                         | HART 2020-B A4                 | CUSIP: 44933FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     775000 | PA      | $742277.87     | 0.00%             | 2025-12-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07021                      | CUSIP: 3128M9D25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1936064 | PA      | $1978380.43    | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                     | SUMITOMO MITSUI                | CUSIP: 865622BJ2<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    5875000 | PA      | $5792452.14    | 0.00%             | 2024-01-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783188                      | CUSIP: 36241LRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      96042 | PA      | $98731.45      | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4359                      | CUSIP: 3138A5ZZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     430561 | PA      | $424887.84     | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    4428000 | PA      | $2744837.72    | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5866041.30    | 0.00%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725229                      | CUSIP: 31402CVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5550265 | PA      | $5768316.40    | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1355                      | CUSIP: 31416WQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     493807 | PA      | $508890.37     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    3755000 | PA      | $2340457.22    | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5370627.05    | 0.00%             | 2049-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE               | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2467192.71    | 0.00%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4400                      | CUSIP: 3133BD3H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7131253 | PA      | $6948941.64    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCU7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   11208000 | PA      | $10994725.32   | 0.00%             | 2026-07-24      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $5160232.87    | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0210                      | CUSIP: 31419AGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1770981 | PA      | $1824938.30    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAV2<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   32763000 | PA      | $33400479.52   | 0.01%             | 2025-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   15800000 | PA      | $12836320.85   | 0.01%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    5235000 | PA      | $5063888.21    | 0.00%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8975000 | PA      | $5732284.57    | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $6855557.45    | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $5391430.34    | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     235000 | PA      | $247992.56     | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8526309.10    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82713                       | CUSIP: 36225FAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     201071 | PA      | $198417.83     | 0.00%             | 2041-01-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6961                      | CUSIP: 3138A8WX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     605398 | PA      | $597313.62     | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3987                      | CUSIP: 3133KKNC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18829795 | PA      | $16087385.83   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $796259.57     | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    9865000 | PA      | $10693823.17   | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  186630000 | PA      | $179339765.63  | 0.08%             | 2025-08-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-A                                      | WOART 2022-A A4                | CUSIP: 98164GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     425000 | PA      | $390807.77     | 0.00%             | 2028-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 721085                      | CUSIP: 31401XCW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21282 | PA      | $21738.69      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BF8804                      | CUSIP: 3617GFX93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     789733 | PA      | $729883.58     | 0.00%             | 2048-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4117                        | CUSIP: 36202ESE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30654 | PA      | $31818.56      | 0.00%             | 2038-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286AY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   12800000 | PA      | $16288281.09   | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    7730000 | PA      | $6492950.17    | 0.00%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50685                      | CUSIP: 3128KCXN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5080 | PA      | $5136.07       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    5500000 | PA      | $5446621.24    | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   16168000 | PA      | $12565671.46   | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01573                      | CUSIP: 31292HXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     597710 | PA      | $601945.23     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1733                      | CUSIP: 31419B4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6934708 | PA      | $6739394.13    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   16248000 | PA      | $16239063.44   | 0.01%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16062                      | CUSIP: 3132J7FC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7619003 | PA      | $6807655.25    | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   19500000 | PA      | $15906068.69   | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A-TXBL            | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    5481000 | PA      | $4511281.75    | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4588                      | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1977697 | PA      | $1958783.50    | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                  | LIFE STORAGE                   | CUSIP: 53227JAD6<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $6872975.82    | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST JDOT_21-B                                                 | JDOT 2021-B A3                 | CUSIP: 47789QAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4675000 | PA      | $4441457.10    | 0.00%             | 2026-03-16      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727121                      | CUSIP: 31402EYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30973 | PA      | $31637.89      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14423000 | PA      | $10573529.28   | 0.00%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-D                                    | TAOT 2020-D A4                 | CUSIP: 89236XAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     645000 | PA      | $608052.27     | 0.00%             | 2026-01-15      | Fixed         | 0.47%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4600139.15    | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -TXBL            | CUSIP: 13063DRE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7630000 | PA      | $6585820.77    | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4954                      | CUSIP: 3138EMQG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     712581 | PA      | $718834.78     | 0.00%             | 2042-02-01      | Floating      | 3.14%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   13258000 | PA      | $11958571.49   | 0.01%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    9425000 | PA      | $8275772.62    | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15012                      | CUSIP: 3128PUR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      74604 | PA      | $74205.16      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    5485000 | PA      | $5466026.12    | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENEJ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   10507000 | PA      | $9815544.84    | 0.00%             | 2024-11-18      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    8219000 | PA      | $6638160.75    | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31725                      | CUSIP: 31297L4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32911 | PA      | $33053.76      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7728                      | CUSIP: 31417ESS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5444260 | PA      | $4670013.11    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    8574000 | PA      | $7330415.12    | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2100                      | CUSIP: 3140QMKN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     928169 | PA      | $847781.43     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254690                      | CUSIP: 31371K2X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         12 | PA      | $12.05         | 0.00%             | 2023-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4423269.82    | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C56                                   | WFCM 2020-C56 A5               | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1565000 | PA      | $1297397.21    | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8141                      | CUSIP: 3132D6BJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48154100 | PA      | $43016317.73   | 0.02%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09008                      | CUSIP: 3132GUKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2875529 | PA      | $2756021.86    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   12700000 | PA      | $11713183.46   | 0.01%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   13152000 | PA      | $11771699.05   | 0.01%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    9845000 | PA      | $8875014.19    | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAF9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4195351.22    | 0.00%             | 2025-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    8350000 | PA      | $6047332.02    | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    4404000 | PA      | $4392677.98    | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $6299118.51    | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRN TR FD BABS              | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    4285000 | PA      | $4609588.32    | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   27060000 | PA      | $28309782.34   | 0.01%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS5 Mortgage Trust                                                    | COMM 2014-UBS5 A4              | CUSIP: 12592KBC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6275000 | PA      | $6061886.57    | 0.00%             | 2047-09-10      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 787840                      | CUSIP: 31405FHR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56970 | PA      | $60060.44      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783368                      | CUSIP: 36241LW51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     691209 | PA      | $686604.87     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109BF7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    1500000 | PA      | $1370221.07    | 0.00%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Claremont Mckenna College                                                        | CLAREMONT                      | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3475000 | PA      | $2213020.53    | 0.00%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13136                      | CUSIP: 3128MBV53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6152 | PA      | $6114.33       | 0.00%             | 2023-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01361                      | CUSIP: 31292HQN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9486 | PA      | $9845.81       | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8129                      | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38367423 | PA      | $32708458.49   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D99020                      | CUSIP: 3128E6AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1203393 | PA      | $1154979.90    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M5 A2                 | CUSIP: 3136AWWF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1188810 | PA      | $1100398.30    | 0.00%             | 2029-04-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4411776.75    | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523CP3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6684805.58    | 0.00%             | 2026-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1888                      | CUSIP: 3138AFC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3261557 | PA      | $3231516.73    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3682000 | PA      | $3091023.72    | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08768                      | CUSIP: 3128MJ2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3637780 | PA      | $3574516.78    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6900000 | PA      | $5805160.10    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  122000000 | PA      | $118969056.40  | 0.05%             | 2024-07-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6175000 | PA      | $6517588.20    | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88767                      | CUSIP: 312935W47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39497 | PA      | $40812.91      | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1961                      | CUSIP: 31418BFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     957884 | PA      | $921284.53     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                      | MSBAM 2015-C24 A4              | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5265000 | PA      | $5006769.65    | 0.00%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0723                      | CUSIP: 31417YYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     961185 | PA      | $919196.21     | 0.00%             | 2031-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8104                      | CUSIP: 3140XCAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17269684 | PA      | $15298124.90   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    7793000 | PA      | $8024023.87    | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5033                      | CUSIP: 3140GTSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58011 | PA      | $51953.68      | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VA-C-TXBL              | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3565000 | PA      | $2718917.12    | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-1                                | SDART 2022-1 C                 | CUSIP: 80286EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1700000 | PA      | $1627233.37    | 0.00%             | 2028-04-17      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                   | CORPORATE OFFICE               | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   10650000 | PA      | $7502474.29    | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| City of Philadelphia PA Water & Wastewater Revenue                               | PHILADELPHIA-B-REF             | CUSIP: 717893U33<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3050000 | PA      | $2131063.98    | 0.00%             | 2045-07-01      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   29155000 | PA      | $28423828.46   | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08799                      | CUSIP: 3128MJ3H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5369726 | PA      | $4810894.69    | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7800000 | PA      | $7325913.66    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10395000 | PA      | $9223524.35    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K730 A2                   | CUSIP: 3137FEUA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11671291 | PA      | $11375943.90   | 0.00%             | 2025-01-25      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3833                        | CUSIP: 36202EHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5643 | PA      | $6071.51       | 0.00%             | 2036-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676977                      | CUSIP: 36295QCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     649169 | PA      | $667937.75     | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $6651799.39    | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02609                      | CUSIP: 3128M4GS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2462 | PA      | $2607.65       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Acuity Brands Lighting Inc                                                       | ACUITY BRANDS                  | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $2977464.75    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9257978.10    | 0.00%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    7150000 | PA      | $6045743.85    | 0.00%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    9342000 | PA      | $9993527.90    | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1709                      | CUSIP: 3140Q83T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1888184 | PA      | $1844851.65    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT_20-B                                        | MBALT 2020-B A4                | CUSIP: 58769EAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     480000 | PA      | $476007.12     | 0.00%             | 2026-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    5853000 | PA      | $5946430.62    | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90950                      | CUSIP: 3128P7BT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7338 | PA      | $7245.78       | 0.00%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                                               | UNITYPOINT HLTH                | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3615469.85    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K072 A2                   | CUSIP: 3137FEBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4525000 | PA      | $4323698.59    | 0.00%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | CHUBB INA HLDGS                | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4026933.06    | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82959                       | CUSIP: 36225FJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     364749 | PA      | $360187.44     | 0.00%             | 2041-10-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $4227852.32    | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-B                                          | FORDO 2020-B A4                | CUSIP: 34533GAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1375000 | PA      | $1321073.88    | 0.00%             | 2025-11-15      | Fixed         | 0.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09018                      | CUSIP: 31294UAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     596733 | PA      | $570458.02     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3183                      | CUSIP: 31418CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7156650 | PA      | $6852888.51    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $1103032.80    | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                 | SPIRIT REALTY LP               | CUSIP: 84861TAJ7<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3003002.63    | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7074                      | CUSIP: 31417D2G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3148490 | PA      | $2777274.18    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785HX7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   28195000 | PA      | $27230108.45   | 0.01%             | 2024-06-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07786                      | CUSIP: 3128M96X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11965426 | PA      | $11523337.85   | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $839073.62     | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | BRANCH BKG & TR                | CUSIP: 07330MAB3<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    9909000 | PA      | $9528816.64    | 0.00%             | 2025-09-16      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBP3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   20000000 | PA      | $17312659.00   | 0.01%             | 2027-05-22      | Variable      | 1.23%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   15270000 | PA      | $12138530.10   | 0.01%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $3954948.69    | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2488338.24    | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBJ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   33000000 | PA      | $32523713.31   | 0.01%             | 2026-07-24      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7768                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   41848919 | PA      | $37438335.91   | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4437                      | CUSIP: 3140EY4X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2779469 | PA      | $2589178.67    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A2                   | CUSIP: 3137H74A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23377000 | PA      | $19566072.11   | 0.01%             | 2032-03-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4184953.47    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93936                      | CUSIP: 312942LR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1264260 | PA      | $1252138.45    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738538                      | CUSIP: 3620ASPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3668173 | PA      | $3570889.96    | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6488549.48    | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10145000 | PA      | $9498353.13    | 0.00%             | 2025-05-19      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    7800000 | PA      | $6635742.36    | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630963                      | CUSIP: 36291K5Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3574 | PA      | $3622.61       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   12640000 | PA      | $12315326.43   | 0.01%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545442                      | CUSIP: 31385H5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5041 | PA      | $5413.05       | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2654                      | CUSIP: 3138EJ5Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1498009 | PA      | $1464019.91    | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-TXB-D-BABS               | CUSIP: 20772JAC6<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |     800000 | PA      | $802588.64     | 0.00%             | 2030-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AM5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   10875000 | PA      | $10163334.78   | 0.00%             | 2026-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    8000000 | PA      | $7013799.68    | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82714                       | CUSIP: 36225FAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     854071 | PA      | $831628.25     | 0.00%             | 2041-01-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   11989000 | PA      | $10891150.25   | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4093071.53    | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBQ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $7975767.14    | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AL7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    2502000 | PA      | $2436099.75    | 0.00%             | 2024-08-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C21                              | JPMBB 2014-C21 ASB             | CUSIP: 46642EAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     259725 | PA      | $254506.33     | 0.00%             | 2047-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255073                      | CUSIP: 31371LJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     142302 | PA      | $145818.82     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                   | MAGELLAN MID                   | CUSIP: 559080AK2<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |    9075000 | PA      | $9025716.13    | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BF9995                      | CUSIP: 3617GHC84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      64412 | PA      | $62854.92      | 0.00%             | 2048-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    7497000 | PA      | $6982939.11    | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGH7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11500108.20   | 0.01%             | 2025-02-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4228                      | CUSIP: 31418DVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38795953 | PA      | $33675764.11   | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07941                      | CUSIP: 3128MAEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2280588 | PA      | $2222661.79    | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 697296                      | CUSIP: 31400TUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1644 | PA      | $1642.39       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2013-GC11                                    | CGCMT 2013-GC11 A4             | CUSIP: 17320DAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1914487 | PA      | $1908682.45    | 0.00%             | 2046-04-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 A4              | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3200184.72    | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783386                      | CUSIP: 36241LXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     754293 | PA      | $776996.45     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-B                                    | TAOT 2020-B A3                 | CUSIP: 89239RAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     140999 | PA      | $139363.72     | 0.00%             | 2024-08-15      | Fixed         | 1.36%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   16150000 | PA      | $15220359.65   | 0.01%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K734 A2                   | CUSIP: 3137FLN34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16725000 | PA      | $16053043.02   | 0.01%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   18050000 | PA      | $17174465.08   | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04715                      | CUSIP: 3128M6SC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     436373 | PA      | $458430.74     | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   13819000 | PA      | $11082965.55   | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1102716.10    | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02803                      | CUSIP: 3128M4NU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87323 | PA      | $89133.92      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2425347.34    | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0932                      | CUSIP: 3132DNA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22988916 | PA      | $19611205.29   | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                         | WFRBS 2014-C20 AS              | CUSIP: 92890FBB1<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    1220000 | PA      | $1178118.74    | 0.00%             | 2047-05-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                         | WFRBS 2014-C20 ASB             | CUSIP: 92890FAV8<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |     192289 | PA      | $189213.03     | 0.00%             | 2047-05-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2938                      | CUSIP: 31418CHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4267910 | PA      | $4121776.30    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4321                      | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26849126 | PA      | $25070610.80   | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10411476.24   | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 822799                      | CUSIP: 31406XDC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34641 | PA      | $34298.68      | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $5188268.93    | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K094 A2                   | CUSIP: 3137FMTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12750000 | PA      | $11609082.83   | 0.01%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   26410000 | PA      | $24338345.46   | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   19515000 | PA      | $17759139.63   | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   22500000 | PA      | $19528805.70   | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3698                      | CUSIP: 3140X7DC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2340159 | PA      | $2302899.05    | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1109                      | CUSIP: 31416WGT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     139361 | PA      | $137585.69     | 0.00%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8777030.90    | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8911                      | CUSIP: 3140XC3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51568516 | PA      | $47535538.00   | 0.02%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AG3<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    4302000 | PA      | $4209914.92    | 0.00%             | 2024-07-02      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   10180000 | PA      | $10765402.12   | 0.00%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4564                      | CUSIP: 31418ECA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44429547 | PA      | $39123925.82   | 0.02%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91725                      | CUSIP: 3128P74J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1072436 | PA      | $998923.79     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    1820000 | PA      | $1488019.39    | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   14086000 | PA      | $12868003.58   | 0.01%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  681390000 | PA      | $582056148.13  | 0.25%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0232                      | CUSIP: 3138W9HJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     106142 | PA      | $99971.74      | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3239                      | CUSIP: 31418CS54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4937382 | PA      | $4727769.64    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3023252.82    | 0.00%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462838                      | CUSIP: 36208WEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3876 | PA      | $3813.21       | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   10200000 | PA      | $10420188.83   | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  826336600 | PA      | $760875206.15  | 0.33%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555781                      | CUSIP: 31385XM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87130 | PA      | $88996.73      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4786                        | CUSIP: 36202FJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     374296 | PA      | $372384.39     | 0.00%             | 2025-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3925595.14    | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CZ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8182384.33    | 0.00%             | 2024-02-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85733                      | CUSIP: 312932LN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231063 | PA      | $229187.76     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $8006554.12    | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09069                      | CUSIP: 31292SCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     266823 | PA      | $257462.04     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   19650000 | PA      | $18303312.21   | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48106                      | CUSIP: 3128K9AF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6236 | PA      | $6370.13       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   13800000 | PA      | $13148193.57   | 0.01%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1015                      | CUSIP: 31418ADV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1865826 | PA      | $1673863.36    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5146                      | CUSIP: 3133KYWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16023609 | PA      | $14029405.49   | 0.01%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $3556467.90    | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $4582274.58    | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAE7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1425000 | PA      | $1411864.61    | 0.00%             | 2023-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608228                      | CUSIP: 36202SVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      25117 | PA      | $25252.47      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BN35 A5              | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4700000 | PA      | $3770810.94    | 0.00%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 797873                      | CUSIP: 31405SMW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16963 | PA      | $16926.80      | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    5475000 | PA      | $4220517.79    | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8246                      | CUSIP: 3132DWET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44975769 | PA      | $44357766.08   | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 702435                      | CUSIP: 31401ALQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71437 | PA      | $74859.77      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4355                      | CUSIP: 31418DZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  273485163 | PA      | $223828817.17  | 0.10%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS DRYROCK ISSUANCE TRUST DROCK_22-1                                       | DROCK 2022-1 A                 | CUSIP: 06742LAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5200000 | PA      | $5001304.36    | 0.00%             | 2028-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |   30000000 | PA      | $28324016.70   | 0.01%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17395000 | PA      | $14555751.57   | 0.01%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $3131319.31    | 0.00%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  375470100 | PA      | $307944130.43  | 0.13%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46669                      | CUSIP: 3128K7MS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45706 | PA      | $45112.20      | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  493742600 | PA      | $349785773.19  | 0.15%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9035514.00    | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBZ7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1501314.96    | 0.00%             | 2025-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A3                 | CUSIP: 3137FLYK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10275000 | PA      | $9167746.48    | 0.00%             | 2034-03-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2475000 | PA      | $2163573.94    | 0.00%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5834525.78    | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8786                      | CUSIP: 3138WJXQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3345394 | PA      | $3203306.60    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAH9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   50010000 | PA      | $48605907.24   | 0.02%             | 2025-03-01      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60989                      | CUSIP: 31335BC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5620375 | PA      | $4945140.56    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   14622000 | PA      | $11480687.31   | 0.01%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAV4<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $5324111.66    | 0.00%             | 2024-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2014-C20                    | JPMCC 2014-C20 A5              | CUSIP: 46642CBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2045000 | PA      | $1982052.86    | 0.00%             | 2047-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14912L6G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    6320000 | PA      | $6140403.04    | 0.00%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    4071000 | PA      | $3214673.45    | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93090                      | CUSIP: 312941NF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     813894 | PA      | $790970.07     | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15602080.65   | 0.01%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4298                      | CUSIP: 31416MX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     378432 | PA      | $367218.32     | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7386                      | CUSIP: 3140XBF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7029318 | PA      | $6555001.50    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG P00038                      | CUSIP: 31283NBF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110567 | PA      | $116555.44     | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03736                      | CUSIP: 31292LEH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2176214 | PA      | $2117754.48    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   32782000 | PA      | $30138694.89   | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3896                      | CUSIP: 31418DKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7238584 | PA      | $6674923.92    | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  786310000 | PA      | $680526772.13  | 0.30%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 A4              | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2925000 | PA      | $2648845.19    | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   12510000 | PA      | $10959151.81   | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9215                      | CUSIP: 3140GYGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19696080 | PA      | $18281324.63   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462737                      | CUSIP: 36208WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6106 | PA      | $5850.30       | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831544                      | CUSIP: 31407HZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114830 | PA      | $121565.90     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3471                      | CUSIP: 3138EK2D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1903573 | PA      | $1843173.51    | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14748                      | CUSIP: 3128MDP98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50516 | PA      | $47402.79      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | PRICELINE GROUP                | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     170000 | PA      | $158498.04     | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   10254000 | PA      | $6170169.16    | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8405                      | CUSIP: 3138WJKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4631379 | PA      | $4291181.55    | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | HARLEY-DAVIDSON                | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    7485000 | PA      | $5859965.33    | 0.00%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    8300000 | PA      | $6614915.33    | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95121                      | CUSIP: 312943VN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222259 | PA      | $220128.18     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890765                      | CUSIP: 31410LTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12522095 | PA      | $11770680.28   | 0.01%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K727 A2                   | CUSIP: 3137FARE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12691593 | PA      | $12321942.98   | 0.01%             | 2024-07-25      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1330893.36    | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5371                      | CUSIP: 3140X86H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5038677 | PA      | $4469109.11    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4563320.10    | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    6213000 | PA      | $6047467.10    | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   10295000 | PA      | $8928522.52    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4964                      | CUSIP: 36179TQR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2639015 | PA      | $2605964.45    | 0.00%             | 2048-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2272                      | CUSIP: 36179QQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     321256 | PA      | $299136.78     | 0.00%             | 2029-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4154                      | CUSIP: 3140X7TL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4996072 | PA      | $4116674.13    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 689325                      | CUSIP: 31400JYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25450 | PA      | $25996.49      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8007                      | CUSIP: 31417U3R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40199 | PA      | $39988.67      | 0.00%             | 2025-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255000                      | CUSIP: 31371LGH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     265115 | PA      | $259614.90     | 0.00%             | 2033-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14399                      | CUSIP: 3128MDDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47538 | PA      | $47314.01      | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    6005000 | PA      | $4882101.39    | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0095                      | CUSIP: 31418MC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     604333 | PA      | $637122.39     | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3995143.07    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $3638681.77    | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   14875000 | PA      | $13912861.20   | 0.01%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH           | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6370000 | PA      | $5139189.24    | 0.00%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | ACE INA HOLDINGS               | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5134120.39    | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAS8<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    6485000 | PA      | $6229521.41    | 0.00%             | 2025-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CY4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3627602.92    | 0.00%             | 2025-01-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5901455.37    | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XAN4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     600000 | PA      | $587523.79     | 0.00%             | 2024-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4653                      | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10066771 | PA      | $9714767.43    | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-B             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5300000 | PA      | $4127482.06    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $22198520.96   | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676AW7<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    4653000 | PA      | $4450830.73    | 0.00%             | 2025-10-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3516                      | CUSIP: 31418C4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2401288 | PA      | $2266652.27    | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    6532000 | PA      | $6150557.26    | 0.00%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AQ7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1908820.93    | 0.00%             | 2024-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2606865.86    | 0.00%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DM9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2857141.23    | 0.00%             | 2024-09-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11178704.16   | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08716                      | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2320127 | PA      | $2160922.76    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS BRD          | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |    2575000 | PA      | $1980277.49    | 0.00%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CH3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   15515000 | PA      | $11258142.00   | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8346                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   73563208 | PA      | $69734456.22   | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBD7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    9386000 | PA      | $9201401.22    | 0.00%             | 2024-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GEN ELEC CAP CRP               | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $24450678.96   | 0.01%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AL3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   17199000 | PA      | $16643415.89   | 0.01%             | 2025-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 824421                      | CUSIP: 31406Y4E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1053999 | PA      | $1077015.94    | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6102                      | CUSIP: 3138WFX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     418442 | PA      | $390689.04     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA BOTTL                | CUSIP: 191098AK8<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    8117000 | PA      | $7885271.91    | 0.00%             | 2025-11-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257050                      | CUSIP: 31371NQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46318 | PA      | $47377.41      | 0.00%             | 2038-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6322477.12    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0769                      | CUSIP: 3138EG2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     409528 | PA      | $405757.24     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $1340015.11    | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $3760732.00    | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   10325000 | PA      | $7445036.91    | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XAZ9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     276000 | PA      | $267759.83     | 0.00%             | 2025-07-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97473                      | CUSIP: 312946JS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1433357 | PA      | $1422300.33    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781525                      | CUSIP: 36225BVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9572 | PA      | $9983.90       | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4174                      | CUSIP: 3140QBT81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13573053 | PA      | $12967821.08   | 0.01%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AL2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   21737000 | PA      | $21008748.77   | 0.01%             | 2025-11-16      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Finland Government International Bond                                            | FINLAND REP OF                 | CUSIP: 317873AY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | FI        |    1000000 | PA      | $1064563.95    | 0.00%             | 2026-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  374245000 | PA      | $332259389.06  | 0.14%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4228550.32    | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q05881                      | CUSIP: 3132GMFW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     975013 | PA      | $948847.25     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M15 A2                | CUSIP: 3136AQSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4588180 | PA      | $4380066.80    | 0.00%             | 2025-10-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918957                      | CUSIP: 31411Y5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          1 | PA      | $1.01          | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A44177                      | CUSIP: 3128K4UA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19658 | PA      | $19737.10      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Catholic Health Services of Long Island Obligated Group                          | CATHOLIC HEALTH                | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5900000 | PA      | $3972136.89    | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3831                      | CUSIP: 31418DHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9011769 | PA      | $8198150.14    | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698402                      | CUSIP: 36296Q3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157509 | PA      | $158574.68     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   38144000 | PA      | $32427633.36   | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778794                      | CUSIP: 36176W7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3265129 | PA      | $3097432.88    | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3651                      | CUSIP: 3138WDBV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1159194 | PA      | $1129781.65    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    3736000 | PA      | $3275170.49    | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSPRTN AUTH-C2          | CUSIP: 59261AG76<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |   12575000 | PA      | $10852246.38   | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7912                      | CUSIP: 3138E0YJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     192347 | PA      | $178824.21     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $4347012.72    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2677628.48    | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 968610                      | CUSIP: 31414KR77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16418 | PA      | $18003.81      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   24004000 | PA      | $21743423.06   | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    6693000 | PA      | $4043100.28    | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   22099000 | PA      | $20136117.76   | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5611898.58    | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5185                      | CUSIP: 3138MLXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1324140 | PA      | $1239320.44    | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    3882000 | PA      | $3756874.17    | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M14 A2                | CUSIP: 3136AY2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4019069 | PA      | $3722149.78    | 0.00%             | 2027-11-25      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   17075000 | PA      | $15244263.58   | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                  | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $2963966.74    | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7475                      | CUSIP: 36179WJU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4118888 | PA      | $3964701.42    | 0.00%             | 2051-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3904                      | CUSIP: 3140J8KS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8693732 | PA      | $8574841.91    | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6394                      | CUSIP: 3133BGC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6660063 | PA      | $6576729.81    | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAL2<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    3412000 | PA      | $3272268.77    | 0.00%             | 2024-03-11      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A4               | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5900000 | PA      | $5458173.19    | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18496                      | CUSIP: 3128MMRS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1418079 | PA      | $1326996.77    | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82405                       | CUSIP: 36225EU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28301 | PA      | $27940.89      | 0.00%             | 2039-10-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   13550000 | PA      | $12774530.11   | 0.01%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1601                      | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8375318 | PA      | $8146538.41    | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4927                      | CUSIP: 31417BPM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     630727 | PA      | $591604.60     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6339                      | CUSIP: 3140XABH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13250664 | PA      | $11811545.46   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4182                      | CUSIP: 31418DUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  311003730 | PA      | $255051297.39  | 0.11%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736666                      | CUSIP: 3620AQMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1656479 | PA      | $1667671.41    | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03457                      | CUSIP: 3128M5E63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29749 | PA      | $30243.56      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2846048.32    | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5355                      | CUSIP: 3138WE5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1424028 | PA      | $1327846.62    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |   10803000 | PA      | $9207757.94    | 0.00%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   15188000 | PA      | $14382105.13   | 0.01%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    5705000 | PA      | $5455986.90    | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   48778000 | PA      | $45914866.03   | 0.02%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0617                      | CUSIP: 31417YVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1027630 | PA      | $1016581.85    | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                        | DICK'S SPORTING                | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $5645966.40    | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    8860000 | PA      | $7888107.44    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAG5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     259000 | PA      | $274495.93     | 0.00%             | 2036-08-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $3498715.61    | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    8774000 | PA      | $7991568.02    | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5486                      | CUSIP: 31419GCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     186318 | PA      | $184320.22     | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                  | PERKINELMER INC                | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4846412.16    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995653                      | CUSIP: 31416CBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     653652 | PA      | $688857.76     | 0.00%             | 2037-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2484                      | CUSIP: 31418BXN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4127318 | PA      | $3972507.18    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | ACE INA HOLDINGS               | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    1810000 | PA      | $2001111.15    | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   45093000 | PA      | $40657087.50   | 0.02%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NAZ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6431072.83    | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD FINL                  | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119070.42     | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523BH2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     550000 | PA      | $514424.56     | 0.00%             | 2042-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_21-1                                    | DCENT 2021-A1 A1               | CUSIP: 254683CP8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9725000 | PA      | $9051783.96    | 0.00%             | 2026-09-15      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3738                      | CUSIP: 36179SEK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3152241 | PA      | $3143833.87    | 0.00%             | 2046-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255701                      | CUSIP: 31371MAA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94473 | PA      | $95211.34      | 0.00%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q           | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2050000 | PA      | $1909704.36    | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8090041.90    | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   19585000 | PA      | $15515806.92   | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    5200000 | PA      | $4620484.39    | 0.00%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A4              | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5250000 | PA      | $4842012.53    | 0.00%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05447                      | CUSIP: 3128M7L46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1422108 | PA      | $1413363.47    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC21                                    | CGCMT 2014-GC21 B              | CUSIP: 17322MAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1350000 | PA      | $1285062.03    | 0.00%             | 2047-05-10      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6298                      | CUSIP: 3140X97L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6364484 | PA      | $6114557.43    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4204                        | CUSIP: 36202EU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3000 | PA      | $2840.77       | 0.00%             | 2023-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1060605.38    | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3927909.70    | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2304966.19    | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03633                      | CUSIP: 31292LBA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     466566 | PA      | $454532.98     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 672785                      | CUSIP: 31391PNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8841 | PA      | $9342.71       | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5480                      | CUSIP: 3140X9CS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5450073 | PA      | $4839139.15    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1779                      | CUSIP: 3138EH6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1338115 | PA      | $1371661.32    | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AD2<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1720643.80    | 0.00%             | 2024-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $3675648.42    | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AM7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     325000 | PA      | $338463.10     | 0.00%             | 2025-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1190                      | CUSIP: 3138A2KC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     963168 | PA      | $935996.46     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QK0391                      | CUSIP: 3133D3NG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4443115 | PA      | $3794951.33    | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4563884.55    | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $20981596.24   | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    6266000 | PA      | $5745361.38    | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AS9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   23775000 | PA      | $23208690.67   | 0.01%             | 2025-07-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C22                                         | WFRBS 2014-C22 B               | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1130958.84    | 0.00%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3068                        | CUSIP: 36202DMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     241529 | PA      | $247406.68     | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8070                      | CUSIP: 3132D56F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12301709 | PA      | $11325205.48   | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   16475000 | PA      | $14594242.01   | 0.01%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   18853000 | PA      | $17263103.32   | 0.01%             | 2026-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 795286                      | CUSIP: 31405PRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18719 | PA      | $19184.42      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C21                              | JPMBB 2014-C21 A5              | CUSIP: 46642EAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     950000 | PA      | $922236.06     | 0.00%             | 2047-08-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3800                      | CUSIP: 31418DGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6770836 | PA      | $6159286.09    | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2839                      | CUSIP: 3140QNEM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19280836 | PA      | $15757748.74   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4195012.37    | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5130000 | PA      | $4164082.00    | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9498000 | PA      | $9065563.75    | 0.00%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2064799.98    | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3906654.72    | 0.00%             | 2024-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3259540.24    | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3769429.30    | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04247                      | CUSIP: 31292LWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3039001 | PA      | $2816362.13    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                  | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   11381000 | PA      | $9153297.86    | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   73194000 | PA      | $68768046.65   | 0.03%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2620                      | CUSIP: 3140XH4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17339218 | PA      | $17144052.66   | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC18                                           | GSMS 2014-GC18 AS              | CUSIP: 36252RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2673798.60    | 0.00%             | 2047-01-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K068 A2                   | CUSIP: 3137FBBX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7823000 | PA      | $7423369.09    | 0.00%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 A5              | CUSIP: 36253GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6282000 | PA      | $6063477.49    | 0.00%             | 2047-09-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CD6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   11050000 | PA      | $10769676.86   | 0.00%             | 2024-04-13      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01327                      | CUSIP: 3132GEPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     436134 | PA      | $449396.82     | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21029190.50   | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-2                                | SDART 2020-2 C                 | CUSIP: 80285RAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     370849 | PA      | $369681.41     | 0.00%             | 2025-09-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    7804000 | PA      | $7335109.38    | 0.00%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7525995.63    | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC29                                    | CGCMT 2015-GC29 A4             | CUSIP: 17323VAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2675000 | PA      | $2524660.72    | 0.00%             | 2048-04-10      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CM8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   61635000 | PA      | $59888646.85   | 0.03%             | 2024-07-26      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   24792000 | PA      | $21062617.29   | 0.01%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A79829                      | CUSIP: 3128LD4N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     197124 | PA      | $199656.87     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4945                        | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8351245 | PA      | $8123040.93    | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    1080000 | PA      | $1094565.94    | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K092 A2                   | CUSIP: 3137FLYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10450000 | PA      | $9754189.89    | 0.00%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9945000 | PA      | $9413536.51    | 0.00%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    9226000 | PA      | $7820969.78    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4282                      | CUSIP: 31417AXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     468908 | PA      | $442532.49     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8275                      | CUSIP: 36178GFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1387473 | PA      | $1273674.62    | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2514                      | CUSIP: 31416XYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     393265 | PA      | $380864.28     | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    2282000 | PA      | $1980838.53    | 0.00%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 755795                      | CUSIP: 31403RUU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8178 | PA      | $8219.85       | 0.00%             | 2033-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $9289937.67    | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP               | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    8110000 | PA      | $5678557.69    | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4859422.19    | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX4902                      | CUSIP: 3138Y6NU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5690202 | PA      | $5317414.99    | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2678                      | CUSIP: 36179Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19770307 | PA      | $18545083.44   | 0.01%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   25605000 | PA      | $27708143.75   | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10025000 | PA      | $7450585.51    | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5114                      | CUSIP: 3133KYVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33122516 | PA      | $28219068.78   | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    3975000 | PA      | $3707240.66    | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1786172.14    | 0.00%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7273                      | CUSIP: 31417ECK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1795621 | PA      | $1658379.31    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4032                      | CUSIP: 3140J8PS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4625175 | PA      | $4319283.50    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   18484262 | PA      | $16831338.42   | 0.01%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06367WB85<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   24110000 | PA      | $22520442.17   | 0.01%             | 2025-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8056                      | CUSIP: 3138WH5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9294739 | PA      | $8349886.83    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840510                      | CUSIP: 31407TYF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23866 | PA      | $23019.99      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    9550000 | PA      | $8344960.95    | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  839615000 | PA      | $782285080.26  | 0.34%             | 2024-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23917                      | CUSIP: 31297BK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1701 | PA      | $1725.37       | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03814                      | CUSIP: 31292LGX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     681569 | PA      | $672060.25     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256598                      | CUSIP: 31371M7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190709 | PA      | $199092.19     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10373905.60   | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15356                      | CUSIP: 3128MEE56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         44 | PA      | $44.37         | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09029                      | CUSIP: 31292SA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18207600 | PA      | $16459741.72   | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   14685000 | PA      | $8847081.93    | 0.00%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4690000 | PA      | $4341020.85    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-NXS6                                  | WFCM 2016-NXS6 A4              | CUSIP: 95000KBB0<br>LEI: 549300CFP9NBBMZH1008 | Long             | ABS-MBS          | CORP              | US        |     455000 | PA      | $416134.17     | 0.00%             | 2049-11-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBC4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6975034.32    | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09049                      | CUSIP: 31292SBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1524859 | PA      | $1502811.45    | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889603                      | CUSIP: 31410KKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76964 | PA      | $80525.60      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 676940                      | CUSIP: 31391UBH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30984 | PA      | $33179.21      | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4518                        | CUSIP: 36202FAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     843961 | PA      | $826613.71     | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    9167000 | PA      | $7864600.58    | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | FEDERAL REALTY I               | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $5182234.99    | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                               | TX ST TRANSN-1ST TIER          | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12620000 | PA      | $12859311.80   | 0.01%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $4945978.40    | 0.00%             | 2025-07-18      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 4651387N9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   10330000 | PA      | $9614431.71    | 0.00%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1951000 | PA      | $1995342.21    | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1083                      | CUSIP: 3140XGFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   45401977 | PA      | $38920808.30   | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4111                      | CUSIP: 3140X7R92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2536876 | PA      | $2362576.85    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3517                      | CUSIP: 31418C4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1511745 | PA      | $1454207.34    | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5125                      | CUSIP: 3133KYVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17268350 | PA      | $14521806.87   | 0.01%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JP0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   42400000 | PA      | $39533605.66   | 0.02%             | 2024-09-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fibria Overseas Finance Ltd                                                      | FIBRIA OVERSEAS                | CUSIP: 31572UAF3<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |    7435000 | PA      | $7462453.66    | 0.00%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889572                      | CUSIP: 31410KJR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     958297 | PA      | $986764.65     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AG7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1844999.90    | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91752                      | CUSIP: 3128P75M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     870530 | PA      | $840609.62     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5875274.08    | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   13475000 | PA      | $12692580.59   | 0.01%             | 2025-11-07      | Variable      | 2.63%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   21895000 | PA      | $18303388.65   | 0.01%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6873794.72    | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $12634419.32   | 0.01%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    8075000 | PA      | $6283360.10    | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01838                      | CUSIP: 3128LXBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2010951 | PA      | $2019461.48    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3025000 | PA      | $2531662.19    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06996                      | CUSIP: 3128M9C91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     344950 | PA      | $342790.43     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    2500000 | PA      | $2595150.48    | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7197540.39    | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $10364643.84   | 0.00%             | 2032-04-23      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18438                      | CUSIP: 3128MMPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     939787 | PA      | $898348.60     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24968                      | CUSIP: 31297CQV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7053 | PA      | $7509.26       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 782425                      | CUSIP: 31404YHA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12535 | PA      | $12577.20      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | DALLAS CONV CTR                | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3150000 | PA      | $3426986.75    | 0.00%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13478000 | PA      | $12968334.42   | 0.01%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14056                      | CUSIP: 3128MCWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     241387 | PA      | $240240.42     | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   12140000 | PA      | $7808053.09    | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51442                      | CUSIP: 3128KDS71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8859 | PA      | $9102.70       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6925                      | CUSIP: 3140XAVT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3845989 | PA      | $3593068.44    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AM2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   14615000 | PA      | $13139584.62   | 0.01%             | 2038-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANS COMM BABS             | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |   11570000 | PA      | $12220135.66   | 0.01%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | JPMDB 2019-COR6 A4             | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12525000 | PA      | $10788939.81   | 0.00%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LYONDELLBASELL                 | CUSIP: 552081AM3<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |   10050000 | PA      | $7896959.66    | 0.00%             | 2055-02-26      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP0525                      | CUSIP: 3138M3SP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2515533 | PA      | $2339010.66    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                                     | WALGREENS BOOTS                | CUSIP: 931427AH1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   11087000 | PA      | $10813290.02   | 0.00%             | 2024-11-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08739                      | CUSIP: 3128MJZD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     938088 | PA      | $900409.90     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64718                      | CUSIP: 3128KVG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4990 | PA      | $5069.74       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6712766.64    | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $10648518.78   | 0.00%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555678                      | CUSIP: 31385XJX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     905666 | PA      | $921672.96     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    8178000 | PA      | $6955331.92    | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-1                                    | HAROT 2022-1 A4                | CUSIP: 43815BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     875000 | PA      | $807527.61     | 0.00%             | 2028-12-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3339015.44    | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-A                                    | TAOT 2021-A A4                 | CUSIP: 89240BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $1011949.95    | 0.00%             | 2026-06-15      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAG4<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   12666000 | PA      | $12497165.01   | 0.01%             | 2024-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02401                      | CUSIP: 3128M4AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19066 | PA      | $19361.94      | 0.00%             | 2036-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6354842.00    | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4275000 | PA      | $4129936.08    | 0.00%             | 2039-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A49896                      | CUSIP: 3128KA7H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21675 | PA      | $22959.57      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBZ1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   31465000 | PA      | $30125312.49   | 0.01%             | 2024-11-21      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2593415.75    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4520                      | CUSIP: 31418EAW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35950352 | PA      | $30534464.08   | 0.01%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS ST DEV EMPLOYEES-C          | CUSIP: 485428ZY5<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    2025000 | PA      | $2066504.40    | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725774                      | CUSIP: 31402DJT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20875 | PA      | $22062.56      | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BP4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   27620000 | PA      | $26890301.97   | 0.01%             | 2025-03-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6902                      | CUSIP: 31417DU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2003892 | PA      | $1822977.09    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $10012074.11   | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845360                      | CUSIP: 31408AE97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8286 | PA      | $8635.98       | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTIASSET EXECUTION TRUST COMET_22-A1                               | COMET 2022-A1 A1               | CUSIP: 14041NFZ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22850000 | PA      | $21912501.06   | 0.01%             | 2027-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4399                      | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  165767069 | PA      | $141301755.97  | 0.06%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   43354000 | PA      | $34684935.46   | 0.02%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54832                      | CUSIP: 3132XXLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5827947 | PA      | $5401142.28    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8085                      | CUSIP: 3132D56W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4536925 | PA      | $4176715.74    | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A3                                   | DCENT 2022-A3 A3               | CUSIP: 254683CW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23025000 | PA      | $22316378.00   | 0.01%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1346                      | CUSIP: 3132ADP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     457509 | PA      | $449215.24     | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889996                      | CUSIP: 31410KXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     728219 | PA      | $759023.19     | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   27354000 | PA      | $27070988.68   | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1460                      | CUSIP: 31416WTS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     191180 | PA      | $190074.17     | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   19005000 | PA      | $17831310.88   | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $7362532.58    | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5072                      | CUSIP: 3138WET66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3245584 | PA      | $2925038.43    | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3940                      | CUSIP: 31417ALW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     704356 | PA      | $683555.22     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848285                      | CUSIP: 31300LF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     104031 | PA      | $106727.11     | 0.00%             | 2040-06-01      | Floating      | 3.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03447                      | CUSIP: 3128M5EU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     396929 | PA      | $404791.13     | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | JBS USA/FOOD/FIN               | CUSIP: 46590XAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   10000000 | PA      | $9459522.50    | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15742922.10   | 0.01%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A4               | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15475000 | PA      | $14478488.92   | 0.01%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AK5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   20813000 | PA      | $19296967.14   | 0.01%             | 2026-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    9990000 | PA      | $7076641.28    | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   19868000 | PA      | $16825057.85   | 0.01%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 AM               | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1426604.48    | 0.00%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   12050000 | PA      | $11583485.70   | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7919                      | CUSIP: 3133KPYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4498312 | PA      | $4230581.75    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                              | BACM 2015-UBS7 ASB             | CUSIP: 06054AAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     844798 | PA      | $816209.29     | 0.00%             | 2048-09-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4442                      | CUSIP: 3138LU5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     476532 | PA      | $481673.57     | 0.00%             | 2042-09-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $3599414.27    | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-LC14                                        | WFRBS 2014-LC14 ASB            | CUSIP: 96221TAF4<br>LEI: 549300QGM7D5K3CV2643 | Long             | ABS-MBS          | CORP              | US        |     339445 | PA      | $336153.89     | 0.00%             | 2047-03-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0644                      | CUSIP: 3140JGWE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     891121 | PA      | $861211.07     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M15 ATS2              | CUSIP: 3136AY6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10002914 | PA      | $9404008.83    | 0.00%             | 2027-11-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCM6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9224945.40    | 0.00%             | 2025-08-09      | Variable      | 0.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7437                      | CUSIP: 3138WHHP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1473747 | PA      | $1381773.59    | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353REK0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5519759.02    | 0.00%             | 2025-02-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18512                      | CUSIP: 3128MMSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5711306 | PA      | $5444555.24    | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725594                      | CUSIP: 31402DC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     386645 | PA      | $394914.73     | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25878184 | PA      | $25009331.96   | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    4311000 | PA      | $3639664.65    | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726323                      | CUSIP: 3620AC4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     553339 | PA      | $555019.19     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7151                      | CUSIP: 31418U5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     487260 | PA      | $484444.74     | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J30875                      | CUSIP: 31307L6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1579942 | PA      | $1473564.57    | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 640094                      | CUSIP: 31390AC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8508 | PA      | $8465.84       | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C13                                         | WFRBS 2013-C13 A4              | CUSIP: 92937UAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2154000 | PA      | $2141117.36    | 0.00%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1347                      | CUSIP: 3140X4P91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3129311 | PA      | $2812357.12    | 0.00%             | 2048-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8002                      | CUSIP: 3132D53K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24543961 | PA      | $23119392.38   | 0.01%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704055                      | CUSIP: 36296XE42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     358464 | PA      | $345329.28     | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779954                      | CUSIP: 31404VQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67764 | PA      | $69059.74      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    2785000 | PA      | $2226843.17    | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255190                      | CUSIP: 31371LNF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     405061 | PA      | $415072.05     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5169640.98    | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01798                      | CUSIP: 3132GE7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1347308 | PA      | $1336930.91    | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4365355.75    | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615447                      | CUSIP: 36290RWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30240 | PA      | $30444.22      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    8175000 | PA      | $5718134.22    | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0855                      | CUSIP: 3132DM5Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25048121 | PA      | $21338589.48   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8644559.44    | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    6268000 | PA      | $5735894.00    | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3383                      | CUSIP: 31418CXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5309938 | PA      | $4921188.18    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33544                      | CUSIP: 31297N5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17017 | PA      | $17077.67      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    6975000 | PA      | $7139871.63    | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23640                      | CUSIP: 31297BBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38050 | PA      | $38188.70      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 824339                      | CUSIP: 31406YZC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7821 | PA      | $7988.88       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3985662.35    | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735912                      | CUSIP: 31402RR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112894 | PA      | $115313.10     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13240                      | CUSIP: 3128MBZD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8263 | PA      | $8250.45       | 0.00%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7556                      | CUSIP: 3140XBME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11360133 | PA      | $10452685.45   | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92179                      | CUSIP: 312940M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1536694 | PA      | $1583280.51    | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CD2<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   39174000 | PA      | $33874507.20   | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 96145DAF2<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   14789000 | PA      | $14308530.83   | 0.01%             | 2025-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4403                      | CUSIP: 3140EY3M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1149991 | PA      | $1070979.40    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $15763491.45   | 0.01%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                    | COMM 2017-COR2 ASB             | CUSIP: 12595EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     475074 | PA      | $453326.06     | 0.00%             | 2050-09-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3                              | AMCAR 2021-3 B                 | CUSIP: 03066JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     425000 | PA      | $391356.58     | 0.00%             | 2027-08-18      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                      | MSBAM 2014-C16 B               | CUSIP: 61763MAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1094557.47    | 0.00%             | 2047-06-15      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAK8<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8705321.82    | 0.00%             | 2025-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0862                      | CUSIP: 3140Q75Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5636515 | PA      | $5232513.74    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   50300000 | PA      | $35257165.81   | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759137                      | CUSIP: 36230UEJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1972877 | PA      | $1916512.48    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5077                      | CUSIP: 3133KYUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40510798 | PA      | $34606121.94   | 0.02%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | KEMPER                         | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2044638.34    | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    6000000 | PA      | $5959813.20    | 0.00%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   14550000 | PA      | $13901666.70   | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3508458.36    | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                | CUSIP: 778296AB9<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    6640000 | PA      | $6589881.94    | 0.00%             | 2025-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3062658.96    | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7375                      | CUSIP: 31417EFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1404697 | PA      | $1314417.73    | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2013-GC15                                    | CGCMT 2013-GC15 AAB            | CUSIP: 17321JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90053 | PA      | $89644.99      | 0.00%             | 2046-09-10      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64435000 | PA      | $73425692.87   | 0.03%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M4 A2                 | CUSIP: 3136BLP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8150000 | PA      | $7033542.58    | 0.00%             | 2030-05-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_20-3                                               | CARMX 2020-3 A4                | CUSIP: 14315FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     600000 | PA      | $568666.56     | 0.00%             | 2026-03-16      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    8519000 | PA      | $8183927.54    | 0.00%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4681                      | CUSIP: 3132A5FW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7483180 | PA      | $6453033.81    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   24517000 | PA      | $21857547.11   | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    7775000 | PA      | $7229472.80    | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60138                      | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2493305 | PA      | $2344825.90    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2607891.12    | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6075000 | PA      | $5519611.71    | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4119372.16    | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC               | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    7360000 | PA      | $7401111.05    | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   36060000 | PA      | $37170651.61   | 0.02%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    5448000 | PA      | $5429687.37    | 0.00%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  151425000 | PA      | $165337171.88  | 0.07%             | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RAZ7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   15121000 | PA      | $14491068.97   | 0.01%             | 2025-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0480                      | CUSIP: 3133BMQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12049303 | PA      | $12041089.94   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5779                      | CUSIP: 3138WFM52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216179 | PA      | $201859.65     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50642                      | CUSIP: 3132XSWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2108092 | PA      | $1956543.00    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C17                              | JPMBB 2013-C17 A4              | CUSIP: 46640UAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4320000 | PA      | $4251229.49    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8038                      | CUSIP: 3140XB4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13408675 | PA      | $11869771.86   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815464                      | CUSIP: 31406N5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26535 | PA      | $27104.76      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737942                      | CUSIP: 3620ARZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191525 | PA      | $183959.70     | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JM9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   41800000 | PA      | $39166764.69   | 0.02%             | 2024-07-24      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     985000 | PA      | $1150637.18    | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | DASNY -TXBL-C                  | CUSIP: 64990FE42<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    9000000 | PA      | $6862192.20    | 0.00%             | 2034-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    3488000 | PA      | $3362853.94    | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4507                      | CUSIP: 3138M8AH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     791669 | PA      | $710233.28     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 659930                      | CUSIP: 31390YEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6883 | PA      | $7147.41       | 0.00%             | 2032-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4094                      | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10582975 | PA      | $9345897.12    | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08042                      | CUSIP: 3128MJBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4581 | PA      | $4911.15       | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9682                      | CUSIP: 31418XXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      86968 | PA      | $87773.62      | 0.00%             | 2040-08-01      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8097                      | CUSIP: 3132DV7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   74673068 | PA      | $61240809.07   | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995048                      | CUSIP: 31416BL55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     295027 | PA      | $308706.32     | 0.00%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1670819.22    | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   12703000 | PA      | $10880047.22   | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1133                      | CUSIP: 3138WAHK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     233359 | PA      | $225508.20     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0215                      | CUSIP: 3138EGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2779976 | PA      | $2796634.46    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7519                      | CUSIP: 3132DVK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22795946 | PA      | $21089507.54   | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   11195000 | PA      | $9751922.18    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                           | STATE PUB SCH-A-QSCB           | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |    1947000 | PA      | $1949386.63    | 0.00%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     975000 | PA      | $994707.70     | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2595                      | CUSIP: 31418B3D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     954429 | PA      | $930979.68     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    8010000 | PA      | $8417771.00    | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | JBS USA/FOOD/FIN               | CUSIP: 46590XAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3000000 | PA      | $2301440.19    | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8619707.25    | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698375                      | CUSIP: 36296Q2G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1237122 | PA      | $1207031.85    | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8198                      | CUSIP: 36179XDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20573943 | PA      | $18347805.52   | 0.01%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8901                      | CUSIP: 3140XC3K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34876736 | PA      | $30757141.20   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08619                      | CUSIP: 3128MJVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4430661 | PA      | $4033754.80    | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C18                      | MSBAM 2014-C18 B               | CUSIP: 61763XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1085843.92    | 0.00%             | 2047-10-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    9295000 | PA      | $7065765.74    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579730                      | CUSIP: 36201DA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9647 | PA      | $9741.40       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 ASB                | CUSIP: 125039AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2359269 | PA      | $2228942.82    | 0.00%             | 2050-11-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    2125000 | PA      | $1899681.04    | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7554000 | PA      | $7763114.51    | 0.00%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1733                      | CUSIP: 3140XG4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8480077 | PA      | $7519618.39    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A39795                      | CUSIP: 31297V3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39827 | PA      | $40679.65      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    7415000 | PA      | $5464855.44    | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $19563988.71   | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5109                      | CUSIP: 3133KYVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7332800 | PA      | $6447661.34    | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $14752976.88   | 0.01%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931420                      | CUSIP: 31412PYR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     562872 | PA      | $543169.48     | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BR4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4093629.42    | 0.00%             | 2024-11-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08708                      | CUSIP: 3128MJYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1613312 | PA      | $1592847.68    | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14649                      | CUSIP: 31296PEW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56370 | PA      | $57134.87      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 448335                      | CUSIP: 36208EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2283 | PA      | $2307.26       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5243                      | CUSIP: 3138A6ZH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     262495 | PA      | $254193.61     | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7528                      | CUSIP: 3132DVLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27651154 | PA      | $22986880.33   | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   18600000 | PA      | $15158867.75   | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735578                      | CUSIP: 31402RFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1436660 | PA      | $1468048.75    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4333                      | CUSIP: 3140JLY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43739 | PA      | $41622.74      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7920                      | CUSIP: 3140XBYS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9729576 | PA      | $8734940.30    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K040 A1                   | CUSIP: 3137BEVG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1279531 | PA      | $1255822.09    | 0.00%             | 2024-04-25      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826968                      | CUSIP: 31407CW52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18861 | PA      | $19262.96      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    9675000 | PA      | $7028165.45    | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01882                      | CUSIP: 3128LXCT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275884 | PA      | $277218.30     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6262262.80    | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBJ3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   13037000 | PA      | $12601120.68   | 0.01%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0215                      | CUSIP: 31419AGZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4818484 | PA      | $4649726.12    | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90699                      | CUSIP: 312938X40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15008 | PA      | $15122.19      | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                    | CGCMT 2019-GC43 A4             | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12380000 | PA      | $10650381.53   | 0.00%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C32                                   | WFCM 2016-C32 ASB              | CUSIP: 94989YBA0<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    1186526 | PA      | $1148188.68    | 0.00%             | 2059-01-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9226                      | CUSIP: 3140XDHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5845073 | PA      | $5243587.30    | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3155975.00    | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   14785000 | PA      | $10867183.17   | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JS6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   60000000 | PA      | $57661243.20   | 0.03%             | 2025-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   23550000 | PA      | $14333643.92   | 0.01%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8092                      | CUSIP: 3132DV7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22053204 | PA      | $19580541.31   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53817                      | CUSIP: 3128KGG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4764 | PA      | $4821.29       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M7 AV2                | CUSIP: 3136ASC46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     240009 | PA      | $236378.72     | 0.00%             | 2023-10-25      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3891603.65    | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    5866000 | PA      | $5501599.97    | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063DC48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4125000 | PA      | $3550872.19    | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8511                      | CUSIP: 3132D6N48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17336997 | PA      | $15539599.82   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    6175000 | PA      | $4006848.33    | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   10130000 | PA      | $10099000.68   | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    9086000 | PA      | $8440906.99    | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6474                      | CUSIP: 36179VFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   98426828 | PA      | $88343757.35   | 0.04%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ7316                      | CUSIP: 3138MPDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5961327 | PA      | $5113037.99    | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   25282000 | PA      | $20224779.09   | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24885                      | CUSIP: 31297CNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11670 | PA      | $11826.51      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAG3<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    9613000 | PA      | $7514072.97    | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697930                      | CUSIP: 36296QLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     676142 | PA      | $658687.14     | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | THOMSON CORP                   | CUSIP: 884903AY1<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    3075000 | PA      | $2916437.53    | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A                       | WOLS 2021-A A3                 | CUSIP: 98163JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2350000 | PA      | $2285306.85    | 0.00%             | 2024-08-15      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | MSBAM 2016-C32 A4              | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8350000 | PA      | $7735474.24    | 0.00%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783095                      | CUSIP: 36241LNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     772655 | PA      | $735427.58     | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747493                      | CUSIP: 31403FNJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67497 | PA      | $68688.21      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14043                      | CUSIP: 31296NP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70549 | PA      | $71486.14      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254915                      | CUSIP: 31371LDU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35435 | PA      | $33019.23      | 0.00%             | 2023-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | KELLOGG CO                     | CUSIP: 487836BP2<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $4784322.75    | 0.00%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1525                      | CUSIP: 31418AVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2164818 | PA      | $2025960.74    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   34610000 | PA      | $31901441.47   | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                          | ACTIVISION BLIZZ               | CUSIP: 00507VAQ2<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |   16100000 | PA      | $9938076.30    | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    5475000 | PA      | $4762031.37    | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595156                      | CUSIP: 36200AE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5374 | PA      | $5402.62       | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4446                      | CUSIP: 31418D5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15315906 | PA      | $12881569.45   | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   12820000 | PA      | $11107529.91   | 0.00%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |   11840000 | PA      | $9833852.07    | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3577625.40    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257016                      | CUSIP: 31371NN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55508 | PA      | $57242.36      | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6153                      | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  122205230 | PA      | $109273350.50  | 0.05%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $16235686.78   | 0.01%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   10914000 | PA      | $8918394.85    | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718EP0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   15050000 | PA      | $14281166.08   | 0.01%             | 2026-02-02      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08431                      | CUSIP: 3128MJPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     338284 | PA      | $329208.14     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3377                      | CUSIP: 3138WCXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1405316 | PA      | $1312945.12    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58012                      | CUSIP: 3132Y13W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27247 | PA      | $26346.75      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3026                      | CUSIP: 31418CLG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6124250 | PA      | $5684435.33    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | MSBAM 2015-C22 A4              | CUSIP: 61690FAM5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2950000 | PA      | $2802132.43    | 0.00%             | 2048-04-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    8838000 | PA      | $8283395.88    | 0.00%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19696                      | CUSIP: 3132JBGE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     805512 | PA      | $728234.78     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   19225000 | PA      | $14763683.80   | 0.01%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 990906                      | CUSIP: 31415VYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1119561 | PA      | $1166679.20    | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4020                      | CUSIP: 31418DPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36346667 | PA      | $32271242.02   | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8568                      | CUSIP: 31417VQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5140858 | PA      | $5091685.23    | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3681356.06    | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $4409064.93    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC BANK USA NA               | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    7726000 | PA      | $8342114.35    | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAN3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    1625000 | PA      | $1595386.60    | 0.00%             | 2024-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513ECG4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   12107000 | PA      | $11841581.63   | 0.01%             | 2024-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K153 A3                   | CUSIP: 3137BXHC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8100000 | PA      | $7248866.58    | 0.00%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794978                      | CUSIP: 31405PFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7894 | PA      | $7921.63       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   10933000 | PA      | $10098867.20   | 0.00%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190329                      | CUSIP: 31368HLJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     587158 | PA      | $598387.90     | 0.00%             | 2033-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                      | CGCMT 2016-C1 A4               | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3950000 | PA      | $3671526.19    | 0.00%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |   15153000 | PA      | $15214710.29   | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   22915000 | PA      | $17701654.41   | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5789620.11    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87354                      | CUSIP: 312934E32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14567 | PA      | $14356.44      | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747417                      | CUSIP: 31403FK60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3292 | PA      | $3423.30       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90843                      | CUSIP: 31335H5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32231 | PA      | $32379.24      | 0.00%             | 2024-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5109                      | CUSIP: 3140J9VB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17413185 | PA      | $16576404.69   | 0.01%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2211                      | CUSIP: 3132AEN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15238299 | PA      | $14544200.11   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64475                      | CUSIP: 3128KU6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4650 | PA      | $4727.36       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4 1/23                    | CUSIP: 21H040616<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29779000 | PA      | $28220253.98   | 0.01%             | 2023-01-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON FINANCING                | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $7883715.75    | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1112                      | CUSIP: 31418AGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     270720 | PA      | $261895.92     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5208                        | CUSIP: 36202FYD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     872261 | PA      | $849569.70     | 0.00%             | 2026-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 1/23                  | CUSIP: 01F022618<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  223775000 | PA      | $190033936.97  | 0.08%             | 2023-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A49353                      | CUSIP: 3128KAMA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1485 | PA      | $1463.60       | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                  | WFCM 2015-LC22 ASB             | CUSIP: 94989TBA1<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |     753783 | PA      | $731453.38     | 0.00%             | 2058-09-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C61837                      | CUSIP: 31287MBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3530 | PA      | $3563.84       | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   51026000 | PA      | $48584014.02   | 0.02%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $5123324.85    | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   37703000 | PA      | $34850079.97   | 0.02%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6947                      | CUSIP: 3138WGWH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     748795 | PA      | $697347.90     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A28907                      | CUSIP: 31297G3Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6454 | PA      | $6477.71       | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-2                                 | GMALT 2021-2 A4                | CUSIP: 380144AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     700000 | PA      | $674120.86     | 0.00%             | 2025-05-20      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: 46115HBN6<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    2000000 | PA      | $1421250.60    | 0.00%             | 2049-09-23      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS RETAIL TRUST 2022-1 DTRT_22-1                                     | DTRT 2022-1 A3                 | CUSIP: 233869AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2775000 | PA      | $2764488.58    | 0.00%             | 2026-02-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82795                       | CUSIP: 36225FC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     517469 | PA      | $510270.20     | 0.00%             | 2041-04-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $4813947.32    | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   40222000 | PA      | $25993829.90   | 0.01%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   25630000 | PA      | $20072766.54   | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4157                      | CUSIP: 31418DTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  103350801 | PA      | $79357613.03   | 0.03%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DT6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |   16425000 | PA      | $16154682.61   | 0.01%             | 2024-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9285                      | CUSIP: 3138ERJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1935102 | PA      | $1801512.55    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29364DAS9<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98072.08      | 0.00%             | 2024-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | CAMPBELL SOUP CO               | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1333610.82    | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                  | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    3850000 | PA      | $3553633.97    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90719                      | CUSIP: 31335HYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6356 | PA      | $6353.18       | 0.00%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5113                      | CUSIP: 3133KYVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15144136 | PA      | $12300020.41   | 0.01%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M10 A2                | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12600000 | PA      | $10037720.70   | 0.00%             | 2032-01-25      | Variable      | 1.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704175                      | CUSIP: 36296XJU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     820258 | PA      | $844893.24     | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1898556.08    | 0.00%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AL2<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    3263000 | PA      | $3231900.38    | 0.00%             | 2024-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $4185555.15    | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q36970                      | CUSIP: 3132QTW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     330018 | PA      | $317619.90     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2259924.52    | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K744 A2                   | CUSIP: 3137H1Z33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4694890 | PA      | $4073293.69    | 0.00%             | 2028-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889455                      | CUSIP: 31410KE42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     214635 | PA      | $226792.47     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE16 Mortgage Trust                                                  | COMM 2014-CR16 ASB             | CUSIP: 12591VAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     289930 | PA      | $287264.61     | 0.00%             | 2047-04-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828V23<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  140863000 | PA      | $137451467.18  | 0.06%             | 2023-12-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                              | JPMBB 2014-C18 A5              | CUSIP: 46641JAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   18760252 | PA      | $18336185.88   | 0.01%             | 2047-02-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7508                      | CUSIP: 3132DVKV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13851807 | PA      | $12796411.69   | 0.01%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    5495000 | PA      | $3889015.86    | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBM1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   41428000 | PA      | $39768642.06   | 0.02%             | 2024-07-16      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK1799                      | CUSIP: 3138E57M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1329373 | PA      | $1289967.71    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4516                      | CUSIP: 3140X8AS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12270724 | PA      | $11030806.17   | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CV7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    8639000 | PA      | $8285263.27    | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3781                      | CUSIP: 3138X3FX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3301264 | PA      | $3158861.67    | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    9060000 | PA      | $7859382.03    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15537                      | CUSIP: 3128MELS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1525961 | PA      | $1438125.00    | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    1787000 | PA      | $1906090.13    | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6626                      | CUSIP: 3140KELG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13251971 | PA      | $10867386.13   | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83070                      | CUSIP: 3132L8MT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     706917 | PA      | $679079.53     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   22357000 | PA      | $20526612.51   | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    8053000 | PA      | $8770790.55    | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5079                      | CUSIP: 36179TUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     727190 | PA      | $718070.76     | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAT4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3417935.22    | 0.00%             | 2025-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $2713448.34    | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   46000000 | PA      | $40091875.00   | 0.02%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4371470.02    | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 AS               | CUSIP: 17326CBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1950000 | PA      | $1757246.21    | 0.00%             | 2050-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2991750.20    | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A19251                      | CUSIP: 31296UH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1119 | PA      | $1129.04       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 AS               | CUSIP: 07335CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1050000 | PA      | $892120.43     | 0.00%             | 2052-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2156795.97    | 0.00%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   15000000 | PA      | $11929827.30   | 0.01%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11428                      | CUSIP: 3128PQSR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11308 | PA      | $11087.36      | 0.00%             | 2024-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BG1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   13175000 | PA      | $12938855.91   | 0.01%             | 2024-03-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2086                      | CUSIP: 3138EJJ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110363 | PA      | $114322.48     | 0.00%             | 2042-05-01      | Floating      | 2.52%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                | HOWARD UNIV                    | CUSIP: 442851BH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2444563.16    | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Safehold Operating Partnership LP                                                | SAFEHOLD OPERATI               | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1535476.52    | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 754287                      | CUSIP: 31403N6Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53615 | PA      | $54563.81      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5764                      | CUSIP: 36179UMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     985239 | PA      | $971133.38     | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05122                      | CUSIP: 3128M7AX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1230910 | PA      | $1246783.13    | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | NATIONAL RETAIL                | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3049629.70    | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3137EAEP0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   60000000 | PA      | $56431800.00   | 0.02%             | 2025-02-12      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7039                      | CUSIP: 3138WGZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3413327 | PA      | $3365576.32    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2482994.06    | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641277                      | CUSIP: 36291XM22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16023 | PA      | $16182.03      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4299                      | CUSIP: 3140QBX52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22664296 | PA      | $20175301.17   | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0977                      | CUSIP: 3140XGCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21018974 | PA      | $18726411.48   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   10025000 | PA      | $8029277.14    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    5010000 | PA      | $4776045.58    | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   30738000 | PA      | $26032555.03   | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   52279000 | PA      | $55415740.00   | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBD1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    8255000 | PA      | $6586595.74    | 0.00%             | 2043-02-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96591                      | CUSIP: 312945KC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1083604 | PA      | $1054610.18    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2550549.25    | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT_21-B                                        | MBALT 2021-B A3                | CUSIP: 58769KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2750000 | PA      | $2672493.18    | 0.00%             | 2024-11-15      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4341868.45    | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   30283000 | PA      | $26681766.54   | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3208875.00    | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745511                      | CUSIP: 31403DGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     394390 | PA      | $396566.45     | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $6162657.18    | 0.00%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01749                      | CUSIP: 31283H5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1099250 | PA      | $1109331.64    | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    5190000 | PA      | $3405190.14    | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995185                      | CUSIP: 31416BRE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1917 | PA      | $1915.59       | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 919586                      | CUSIP: 31412AUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21031 | PA      | $22859.06      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   15406000 | PA      | $12919648.00   | 0.01%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   31000000 | PA      | $27726974.74   | 0.01%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   10450000 | PA      | $6153423.67    | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | JBS USA/FOOD/FIN               | CUSIP: 46590XAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   22700000 | PA      | $21580849.37   | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89941                      | CUSIP: 312937BJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1480024 | PA      | $1470912.02    | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS6 Mortgage Trust                                                    | COMM 2014-UBS6 ASB             | CUSIP: 12592PBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1464080 | PA      | $1431174.62    | 0.00%             | 2047-12-10      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $3164078.96    | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $3058978.66    | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4365000 | PA      | $3996373.39    | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NL5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $8014353.80    | 0.00%             | 2024-02-07      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-A                                         | HART 2021-A A4                 | CUSIP: 44933LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $779970.54     | 0.00%             | 2027-05-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    4800000 | PA      | $4661515.63    | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-B                                    | TAOT 2021-B A3                 | CUSIP: 89190GAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17075000 | PA      | $16397238.61   | 0.01%             | 2025-11-17      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64981                      | CUSIP: 3128KVRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     134094 | PA      | $136319.73     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    5692000 | PA      | $5969433.20    | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN4280                      | CUSIP: 3133GAXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     193170 | PA      | $172170.12     | 0.00%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON               | CUSIP: 075887BM0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     940000 | PA      | $787428.01     | 0.00%             | 2044-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13339000 | PA      | $13449519.08   | 0.01%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   11315000 | PA      | $10714485.23   | 0.00%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $8744300.60    | 0.00%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   17195000 | PA      | $16669419.18   | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-B            | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5930000 | PA      | $5720254.12    | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9130                      | CUSIP: 31418XEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54764 | PA      | $54044.58      | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                                | BMARK 2022-B34 A5              | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2675000 | PA      | $2403029.54    | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 A5              | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8550000 | PA      | $7206013.53    | 0.00%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048AL2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   16250000 | PA      | $15811600.03   | 0.01%             | 2024-05-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555845                      | CUSIP: 31385XP68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101215 | PA      | $106957.10     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M7 A2                 | CUSIP: 3136B1K86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3782570 | PA      | $3525937.53    | 0.00%             | 2028-03-25      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40045                      | CUSIP: 3132WDBP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81667 | PA      | $75103.14      | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $3988088.34    | 0.00%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00404                      | CUSIP: 31292GNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5407 | PA      | $5521.05       | 0.00%             | 2025-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8925000 | PA      | $7499505.96    | 0.00%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AV4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    6215000 | PA      | $6736829.49    | 0.00%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6733                      | CUSIP: 3140XAPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8776927 | PA      | $8183459.25    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    6050000 | PA      | $5810793.71    | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   26687000 | PA      | $15833655.70   | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5203016.29    | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148RZ8<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   16354000 | PA      | $15359374.74   | 0.01%             | 2025-02-11      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0139                      | CUSIP: 36179MEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1177157 | PA      | $1098599.66    | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41390                      | CUSIP: 3128K1RK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9261 | PA      | $9454.61       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4392                      | CUSIP: 3140QP3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17318445 | PA      | $16724876.29   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2722                      | CUSIP: 3138WQAY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21272197 | PA      | $19231466.09   | 0.01%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01371                      | CUSIP: 31292HQY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61023 | PA      | $63154.98      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                   | CUSIP: 40434CAD7<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |   11475000 | PA      | $11170850.08   | 0.00%             | 2024-06-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6886876.64    | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0824                      | CUSIP: 3132DM4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24369761 | PA      | $20997321.96   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2226                      | CUSIP: 36179QPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1167864 | PA      | $1187776.95    | 0.00%             | 2044-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4083000 | PA      | $3666500.27    | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3960                      | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14045102 | PA      | $12469595.62   | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1680                      | CUSIP: 36179N2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     807230 | PA      | $824277.61     | 0.00%             | 2044-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5228                        | CUSIP: 36202FYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     265136 | PA      | $260149.35     | 0.00%             | 2026-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1273                      | CUSIP: 31418AMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1101888 | PA      | $1024701.27    | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8267                      | CUSIP: 3132DWFG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   48077828 | PA      | $47426113.88   | 0.02%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 A5              | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2550000 | PA      | $2055780.93    | 0.00%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC25                                  | WFCM 2016-LC25 A4              | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1020000 | PA      | $954056.29     | 0.00%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  386615000 | PA      | $346080814.26  | 0.15%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN GEN REV              | CUSIP: 977100AC0<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    2110000 | PA      | $2147584.59    | 0.00%             | 2026-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2184014.30    | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2521                      | CUSIP: 36179QYS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5960490 | PA      | $5592915.48    | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00530                      | CUSIP: 31292GST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4342 | PA      | $4456.83       | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25875000 | PA      | $23979320.91   | 0.01%             | 2028-04-24      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 A4               | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2450000 | PA      | $2263594.45    | 0.00%             | 2049-11-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3735                      | CUSIP: 36179SEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27871487 | PA      | $25379101.73   | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6983                      | CUSIP: 3140QEXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14112068 | PA      | $11634841.12   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2832                      | CUSIP: 31418CEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16664864 | PA      | $15592373.80   | 0.01%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5098                      | CUSIP: 3140J9UY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6409183 | PA      | $6430856.51    | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC20                                  | WFCM 2015-LC20 A5              | CUSIP: 94989EAE7<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |    4535000 | PA      | $4292522.62    | 0.00%             | 2050-04-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831116                      | CUSIP: 31407HK54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177760 | PA      | $181651.78     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   23055000 | PA      | $20005757.23   | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $3071824.04    | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8172                      | CUSIP: 3132DWCH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  128974062 | PA      | $105553159.32  | 0.05%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2352422.54    | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    6882000 | PA      | $5874519.31    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688AAS1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $3743316.28    | 0.00%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                 | CUSIP: 44409MAB2<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1280011.58    | 0.00%             | 2029-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 A4              | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9825000 | PA      | $9364024.76    | 0.00%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4111351.55    | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2102                      | CUSIP: 3140E6KQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1329922 | PA      | $1181965.39    | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2974395.93    | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   21325000 | PA      | $20641512.64   | 0.01%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4723                      | CUSIP: 3140X8G92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9270944 | PA      | $7118648.72    | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BJ2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   14800000 | PA      | $14236616.84   | 0.01%             | 2024-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| American University/The                                                          | AMERICAN UNIV                  | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |    4830000 | PA      | $3737785.92    | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DJ2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3011485.12    | 0.00%             | 2060-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5897                      | CUSIP: 3138WTRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3863649 | PA      | $3492685.05    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Luxembourg Finance SA                                         | TRANE TECH LUX                 | CUSIP: 456873AB4<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    9605000 | PA      | $9347150.22    | 0.00%             | 2024-11-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08796                      | CUSIP: 3128MJ3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10292972 | PA      | $9554243.80    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   24000000 | PA      | $20335950.72   | 0.01%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    2790000 | PA      | $2667688.63    | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0867                      | CUSIP: 3138EG6D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     312260 | PA      | $302445.36     | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15790                      | CUSIP: 3132J62Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     422703 | PA      | $382127.06     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1861952.85    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCR0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9846953.30    | 0.00%             | 2024-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                   | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2166310.53    | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 AS              | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2419560.77    | 0.00%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7937                      | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   54861587 | PA      | $48917575.76   | 0.02%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR6885                      | CUSIP: 3138W4UK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1772215 | PA      | $1675308.27    | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9229                      | CUSIP: 3138ERHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1317874 | PA      | $1286024.83    | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DD6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2858803.29    | 0.00%             | 2024-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4740                      | CUSIP: 3140HJHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3302851 | PA      | $3144709.67    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4203000 | PA      | $3056784.82    | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAA1<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   12425000 | PA      | $11927990.81   | 0.01%             | 2025-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08818                      | CUSIP: 3128MJ4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6307072 | PA      | $6183860.14    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    8933000 | PA      | $8364634.39    | 0.00%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   28321000 | PA      | $27147698.64   | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1050000 | PA      | $996636.77     | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENP95<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   15500000 | PA      | $15456677.50   | 0.01%             | 2025-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   27145000 | PA      | $23375554.09   | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10681000 | PA      | $10100295.18   | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   16275000 | PA      | $15128427.39   | 0.01%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   11450000 | PA      | $12178362.67   | 0.01%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3212000 | PA      | $3097729.98    | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   20375000 | PA      | $19085830.56   | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE2127                      | CUSIP: 31419CLH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     243216 | PA      | $235558.85     | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2014-M7 1A                 | CUSIP: 3136AKQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5611914 | PA      | $5471816.96    | 0.00%             | 2024-06-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Michigan State Building Authority                                                | MICHIGAN ST BLDG AUTH          | CUSIP: 594615HY5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4450000 | PA      | $3243267.25    | 0.00%             | 2040-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14                      | MSBAM 2014-C14 B               | CUSIP: 61690GAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1113831.24    | 0.00%             | 2047-02-15      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1839                      | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     553643 | PA      | $538522.71     | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942537                      | CUSIP: 31413DS24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20099 | PA      | $20974.16      | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   27500000 | PA      | $27690898.95   | 0.01%             | 2024-10-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    2950000 | PA      | $2721616.87    | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6413                      | CUSIP: 31417DDT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     327625 | PA      | $304665.73     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310110                      | CUSIP: 31374CN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     435832 | PA      | $461098.65     | 0.00%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  198446000 | PA      | $197856853.52  | 0.09%             | 2024-10-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q10378                      | CUSIP: 3132HLM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     770094 | PA      | $690939.15     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GVM3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   29950000 | PA      | $29569348.08   | 0.01%             | 2024-03-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4801                        | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3566276 | PA      | $3566727.31    | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256939                      | CUSIP: 31371NLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24362 | PA      | $26214.70      | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 879023                      | CUSIP: 31409USL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30073 | PA      | $30421.44      | 0.00%             | 2036-02-01      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2116034.68    | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4742                      | CUSIP: 3138M8HU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5403912 | PA      | $5056926.49    | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83495                      | CUSIP: 3132L83C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3975788 | PA      | $3670998.65    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4206                      | CUSIP: 31418DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28722509 | PA      | $25605803.37   | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50517                      | CUSIP: 3128KCSE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6089 | PA      | $6448.27       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5342                      | CUSIP: 3140JM5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     268383 | PA      | $255386.45     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1374                      | CUSIP: 3140XGQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32413921 | PA      | $28598167.46   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8089                      | CUSIP: 3132DV7A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  105784433 | PA      | $90493906.38   | 0.04%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AR9<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    4082000 | PA      | $3962060.19    | 0.00%             | 2026-02-14      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    5400000 | PA      | $5190768.52    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 1/23                    | CUSIP: 01F040610<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   58505000 | PA      | $54985561.52   | 0.02%             | 2023-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723540                      | CUSIP: 3620A9ZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     906417 | PA      | $933519.45     | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14275000 | PA      | $13206810.74   | 0.01%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5088890.22    | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    8010000 | PA      | $7367056.36    | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4654                      | CUSIP: 31418EE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69691413 | PA      | $63482786.10   | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    4760000 | PA      | $5173814.36    | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBF5<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    3345000 | PA      | $3380172.41    | 0.00%             | 2025-10-24      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95083                      | CUSIP: 312943UG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2693151 | PA      | $2611281.13    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5618452.54    | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  755737000 | PA      | $615571365.49  | 0.27%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 590080                      | CUSIP: 31387PQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5566 | PA      | $5710.03       | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $8137207.80    | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4364543.90    | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16641                      | CUSIP: 31296RLW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22625 | PA      | $22652.99      | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   11937000 | PA      | $8364213.88    | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   14245000 | PA      | $10823180.49   | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    5480000 | PA      | $5083339.84    | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63254ABG2<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    6000000 | PA      | $6015815.76    | 0.00%             | 2024-11-22      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88026                      | CUSIP: 3129344K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     754784 | PA      | $750137.31     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8891994.76    | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4549                      | CUSIP: 31418EBT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8319847 | PA      | $7326460.38    | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   45401000 | PA      | $52986145.07   | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130ARHG9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   22475000 | PA      | $21802548.00   | 0.01%             | 2024-02-28      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    2855000 | PA      | $2732899.04    | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UB11                                         | MSC 2016-UB11 A4               | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7300000 | PA      | $6589188.05    | 0.00%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-B                                     | WOART 2021-B A3                | CUSIP: 98163LAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4015000 | PA      | $3850087.49    | 0.00%             | 2026-06-15      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5090                      | CUSIP: 3133KYUP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38311913 | PA      | $32726832.84   | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K739 A2                   | CUSIP: 3137F64P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20375000 | PA      | $17753055.35   | 0.01%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5963005 | PA      | $5296490.38    | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6684                      | CUSIP: 36179VM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2029439 | PA      | $1884891.04    | 0.00%             | 2035-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD               | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    5000000 | PA      | $3650900.00    | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DH3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $10199627.21   | 0.00%             | 2053-05-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0911                      | CUSIP: 31418AAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     588115 | PA      | $555016.27     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02462                      | CUSIP: 3128M4B77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     254553 | PA      | $269513.89     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06061                      | CUSIP: 3128M8B60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2913415 | PA      | $2825000.39    | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government AID Bond                                                       | AID-ISRAEL                     | CUSIP: 46513EGV8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    7002000 | PA      | $7038824.01    | 0.00%             | 2023-12-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   22051000 | PA      | $21604132.96   | 0.01%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    4185000 | PA      | $3554590.60    | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   16850000 | PA      | $11593314.09   | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A3               | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1525000 | PA      | $1400165.94    | 0.00%             | 2049-07-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2023530.26    | 0.00%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05749                      | CUSIP: 3128M7WJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     135038 | PA      | $137774.94     | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2                                 | GMALT 2022-2 B                 | CUSIP: 36266FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     425000 | PA      | $412478.74     | 0.00%             | 2026-05-20      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GVS0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3248528.78    | 0.00%             | 2045-10-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1716502.63    | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3                                    | HAROT 2021-3 A4                | CUSIP: 43815EAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     750000 | PA      | $685706.03     | 0.00%             | 2027-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4702283.22    | 0.00%             | 2027-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0933                      | CUSIP: 36179NBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9179896 | PA      | $8319562.36    | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3058                      | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7911152 | PA      | $7575119.98    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21319                      | CUSIP: 3132JNPC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3112252 | PA      | $2883464.12    | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1059                      | CUSIP: 31418AE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5514004 | PA      | $5347124.77    | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8073                      | CUSIP: 3132D56J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15077193 | PA      | $13088218.41   | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AP4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   10600000 | PA      | $10416133.46   | 0.00%             | 2024-03-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CG3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   20735000 | PA      | $20331278.15   | 0.01%             | 2024-02-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K088 A2                   | CUSIP: 3137FKZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12725000 | PA      | $12167773.52   | 0.01%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8108                      | CUSIP: 3132DWAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6749579 | PA      | $5993681.76    | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C14                      | MSBAM 2014-C14 A5              | CUSIP: 61690GAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2234946 | PA      | $2193491.11    | 0.00%             | 2047-02-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7430000 | PA      | $5513804.41    | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4330                      | CUSIP: 31418DY48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16461252 | PA      | $15118243.06   | 0.01%             | 2036-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   15250000 | PA      | $14120499.30   | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2436370.50    | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4856                      | CUSIP: 3140J9ME8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2923170 | PA      | $2820720.61    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC18                                           | GSMS 2014-GC18 A4              | CUSIP: 36252RAM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15250000 | PA      | $14932508.73   | 0.01%             | 2047-01-10      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   12480000 | PA      | $11529698.92   | 0.01%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7795                      | CUSIP: 3133KPUU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22294989 | PA      | $22030340.89   | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAA0<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    3251000 | PA      | $2973521.98    | 0.00%             | 2025-08-05      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $7710675.60    | 0.00%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    9295000 | PA      | $8975215.84    | 0.00%             | 2024-09-18      | Variable      | 2.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677329                      | CUSIP: 36295QPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      47949 | PA      | $48228.53      | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                           | GSK CONSUMER                   | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   19175000 | PA      | $17865834.93   | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    2427000 | PA      | $2688446.08    | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7264520.82    | 0.00%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID            | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3825000 | PA      | $2847592.40    | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     950000 | PA      | $879235.55     | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    5940000 | PA      | $5116434.21    | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   13242000 | PA      | $9820594.67    | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                     | CRED SUIS NY                   | CUSIP: 22550L2J9<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    8200000 | PA      | $7833017.61    | 0.00%             | 2024-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN2000                      | CUSIP: 3140JJGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     838093 | PA      | $809777.39     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730885                      | CUSIP: 31402J6W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47993 | PA      | $48836.75      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $4213596.59    | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBV1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4280000 | PA      | $4048967.87    | 0.00%             | 2025-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2226                      | CUSIP: 31334YPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18192998 | PA      | $16397749.42   | 0.01%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    3881000 | PA      | $4053027.50    | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCT6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  430185000 | PA      | $401886914.48  | 0.18%             | 2024-08-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                      | MSBAM 2015-C26 ASB             | CUSIP: 61690VAW8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1254234 | PA      | $1218458.13    | 0.00%             | 2048-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10087                      | CUSIP: 31296JCY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18845 | PA      | $18868.47      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0361                      | CUSIP: 3132CWMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14537061 | PA      | $13720272.97   | 0.01%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   21850000 | PA      | $20087808.43   | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 AS              | CUSIP: 90353KBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1632240.05    | 0.00%             | 2051-10-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 824941                      | CUSIP: 31407AP21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62069 | PA      | $65609.63      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48063                      | CUSIP: 3128K85Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28007 | PA      | $28605.83      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0009                      | CUSIP: 31418MAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27574 | PA      | $28569.23      | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2664310.08    | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    5680000 | PA      | $4604701.31    | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBL3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6492082.06    | 0.00%             | 2026-04-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AU4<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4313440.62    | 0.00%             | 2024-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCD6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   17065000 | PA      | $16459308.54   | 0.01%             | 2024-11-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2121                      | CUSIP: 31418BLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     796533 | PA      | $749369.77     | 0.00%             | 2034-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6365792.93    | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3805                      | CUSIP: 36179SGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     357979 | PA      | $357024.44     | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0543                      | CUSIP: 3138EGS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2691530 | PA      | $2671832.57    | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                                   | CITIZENS BANK NA               | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   11241000 | PA      | $10774047.17   | 0.00%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4901000 | PA      | $4354814.23    | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    5095000 | PA      | $3940467.09    | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1009475000 | PA      | $959001250.00  | 0.42%             | 2024-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660AX5<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $3613300.66    | 0.00%             | 2024-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | MARKEL CORP                    | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $4977741.57    | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $916565.01     | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $3969048.86    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735502                      | CUSIP: 31402RDF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1539646 | PA      | $1607443.13    | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6310                      | CUSIP: 3138WGAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64128 | PA      | $59872.80      | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBG4<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $1534249.26    | 0.00%             | 2052-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47414                      | CUSIP: 3128K8GX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      73954 | PA      | $74281.23      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38062                      | CUSIP: 31297T5X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32632 | PA      | $32784.36      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                  | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4561971.60    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                            | OWL ROCK CAPITAL               | CUSIP: 69121KAC8<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   10347000 | PA      | $9580666.72    | 0.00%             | 2025-07-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA9577                      | CUSIP: 31416TUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     256625 | PA      | $255043.03     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1394                      | CUSIP: 3140QLRQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68194495 | PA      | $58000352.01   | 0.03%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4322                      | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14918951 | PA      | $14397578.84   | 0.01%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $14901267.55   | 0.01%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5176                        | CUSIP: 36202FXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1705966 | PA      | $1742107.26    | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677142                      | CUSIP: 36295QHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     763634 | PA      | $741187.45     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAL7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   10335000 | PA      | $11081306.16   | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAP9<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $2159131.37    | 0.00%             | 2025-10-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    6620000 | PA      | $5669848.81    | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   21680000 | PA      | $20992486.01   | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2279286.39    | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6061                      | CUSIP: 3140X9WX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2745111 | PA      | $2274036.22    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4563                      | CUSIP: 31418EB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12841110 | PA      | $10905882.65   | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   11924000 | PA      | $11094320.81   | 0.00%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   21971000 | PA      | $13097628.04   | 0.01%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08676                      | CUSIP: 3128MJXE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8630321 | PA      | $8057583.97    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7253                      | CUSIP: 36179WBW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9342892 | PA      | $7477148.05    | 0.00%             | 2051-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 490109                      | CUSIP: 31382RN25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1710 | PA      | $1749.87       | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 AS              | CUSIP: 46645UAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2950000 | PA      | $2689447.15    | 0.00%             | 2049-12-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LJ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $1741280.51    | 0.00%             | 2048-04-24      | Variable      | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1593                      | CUSIP: 3132ADXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2488150 | PA      | $2303774.82    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GC16                                           | GSMS 2013-GC16 AAB             | CUSIP: 36248GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     161201 | PA      | $160268.64     | 0.00%             | 2046-11-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  714919000 | PA      | $489607844.65  | 0.21%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5818                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6291744 | PA      | $6201762.20    | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   13298000 | PA      | $11489498.06   | 0.01%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2563013.71    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1507                      | CUSIP: 3132DNU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49213789 | PA      | $40328136.37   | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8057                      | CUSIP: 3132DV5S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2927431 | PA      | $2693258.41    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    6406000 | PA      | $5647080.67    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2712458.18    | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 917036                      | CUSIP: 31411WY92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11365 | PA      | $11598.58      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   20900000 | PA      | $18431180.19   | 0.01%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $5399380.80    | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4423698.05    | 0.00%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 587832                      | CUSIP: 31387MA90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5039 | PA      | $5263.98       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8238                      | CUSIP: 3132DWEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68257549 | PA      | $65899797.09   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51165                      | CUSIP: 3128KDJJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35105 | PA      | $36618.47      | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-TXBL           | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1000000 | PA      | $837379.80     | 0.00%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888673                      | CUSIP: 31410GJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     844723 | PA      | $892651.60     | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19655000 | PA      | $19417887.98   | 0.01%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0405                      | CUSIP: 3132ACNW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3868113 | PA      | $3829358.64    | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    2694000 | PA      | $2358149.28    | 0.00%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6542                      | CUSIP: 36179VHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16863217 | PA      | $15659936.91   | 0.01%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH8689                      | CUSIP: 3140GXUP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5737007 | PA      | $5494515.69    | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903AP8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    4190000 | PA      | $4018685.10    | 0.00%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-3                                | SDART 2022-3 B                 | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2275000 | PA      | $2216774.79    | 0.00%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTEGROUP INC                 | CUSIP: 745867AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5550000 | PA      | $5573322.71    | 0.00%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   10135000 | PA      | $8956496.42    | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3734                      | CUSIP: 3138ELEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247756 | PA      | $251075.47     | 0.00%             | 2043-06-01      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1697                      | CUSIP: 3132DN3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10421737 | PA      | $10129417.01   | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                          | ACTIVISION BLIZZ               | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2968055.93    | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08824                      | CUSIP: 3128MJ4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9338845 | PA      | $8923613.08    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190396                      | CUSIP: 31368HNM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2321531 | PA      | $2307243.02    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4                    | GMCAR 2022-4 A3                | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6600000 | PA      | $6608754.90    | 0.00%             | 2027-08-16      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9751000 | PA      | $8347089.54    | 0.00%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    3060000 | PA      | $2785477.52    | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K038 A1                   | CUSIP: 3137BBBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10403 | PA      | $10375.31      | 0.00%             | 2023-10-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06031                      | CUSIP: 3128M8A87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260646 | PA      | $264009.39     | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    5675000 | PA      | $4077524.56    | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AS6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    3875000 | PA      | $3727621.43    | 0.00%             | 2025-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    5355000 | PA      | $5132216.15    | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08741                      | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  104200299 | PA      | $93615101.62   | 0.04%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2214220.65    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPM 2020-C9 A5               | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6973000 | PA      | $5626107.87    | 0.00%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8700000 | PA      | $7839911.74    | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5149                      | CUSIP: 3133KYWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29942787 | PA      | $26214837.80   | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00581                      | CUSIP: 31292GUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2205 | PA      | $2289.42       | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBM9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    8475000 | PA      | $8162272.16    | 0.00%             | 2025-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03507                      | CUSIP: 3128M5GQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16509 | PA      | $16664.63      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    5255000 | PA      | $4268348.32    | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5908000 | PA      | $5862014.61    | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   13695000 | PA      | $12233537.94   | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BN7<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2652890.65    | 0.00%             | 2025-12-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $6098027.33    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6218                      | CUSIP: 36179U4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6178881 | PA      | $5516347.60    | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51963                      | CUSIP: 3128KEFC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        847 | PA      | $844.81        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST BMWOT_20-A                                               | BMWOT 2020-A A3                | CUSIP: 09661RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     266092 | PA      | $262335.95     | 0.00%             | 2024-10-25      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   95000000 | PA      | $77958738.50   | 0.03%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 787539                      | CUSIP: 31405E4Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14414 | PA      | $14399.15      | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DE4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    2706000 | PA      | $2424806.82    | 0.00%             | 2035-07-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54056                      | CUSIP: 3132XWQJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40790 | PA      | $39989.02      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3552109.25    | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAH2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    5390000 | PA      | $5350407.38    | 0.00%             | 2040-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8375                      | CUSIP: 3138WJJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2141136 | PA      | $2063513.24    | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    6845000 | PA      | $7319075.12    | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $5191154.37    | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2923                      | CUSIP: 31418CG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6600833 | PA      | $6334069.84    | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0691                      | CUSIP: 3138XBXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1926923 | PA      | $1882380.62    | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00702                      | CUSIP: 31292GX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28729 | PA      | $28839.90      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   15060000 | PA      | $15970937.53   | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJY7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   43814000 | PA      | $42858233.08   | 0.02%             | 2024-09-10      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782376                      | CUSIP: 36241KT99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     306613 | PA      | $305141.65     | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    8460000 | PA      | $6125028.75    | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    9057000 | PA      | $7753580.05    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10328000 | PA      | $8526761.48    | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01345                      | CUSIP: 31292HP65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      81309 | PA      | $82677.59      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18536                      | CUSIP: 3128MMS20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     873425 | PA      | $814469.51     | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735989                      | CUSIP: 31402RUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     910429 | PA      | $929905.24     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCK0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $10323615.71   | 0.00%             | 2025-04-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    9775000 | PA      | $8510778.72    | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAL6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4725462.45    | 0.00%             | 2024-02-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   10900000 | PA      | $9825232.97    | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7073                      | CUSIP: 31418U2F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136394 | PA      | $135606.75     | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HLDS               | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7299992.85    | 0.00%             | 2029-07-15      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    2755000 | PA      | $2770237.99    | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BJU7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |   28000000 | PA      | $27279985.88   | 0.01%             | 2025-08-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                | CUSIP: 46132FAB6<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |   14250000 | PA      | $14136124.83   | 0.01%             | 2024-01-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4306                      | CUSIP: 31418DYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  109024401 | PA      | $92935212.39   | 0.04%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J09800                      | CUSIP: 3128PM3H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177874 | PA      | $174125.84     | 0.00%             | 2024-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 864459                      | CUSIP: 31408YMG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11348 | PA      | $11392.97      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFE7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2892578.58    | 0.00%             | 2025-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01091                      | CUSIP: 31283HF83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4900 | PA      | $5101.48       | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2681                      | CUSIP: 3140QM6T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12549572 | PA      | $11635521.34   | 0.01%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2303630.43    | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4541                      | CUSIP: 31418EBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10652878 | PA      | $9326670.48    | 0.00%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1921                      | CUSIP: 36179QD24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1139055 | PA      | $1143755.53    | 0.00%             | 2044-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4747                      | CUSIP: 3132A5HY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6203149 | PA      | $5752016.11    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   12072000 | PA      | $11144961.18   | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4778344.16    | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5868394.61    | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M7 A2                 | CUSIP: 3136B4QB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9295261 | PA      | $8560934.85    | 0.00%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5136                      | CUSIP: 3138XUV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1081648 | PA      | $1043699.93    | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11200000 | PA      | $10529612.02   | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08484                      | CUSIP: 3128MJRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1687607 | PA      | $1514809.54    | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284R8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  174085000 | PA      | $168264032.81  | 0.07%             | 2025-05-31      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  566447000 | PA      | $468911907.19  | 0.20%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BV6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    6231000 | PA      | $6067987.44    | 0.00%             | 2025-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   35580000 | PA      | $34956197.21   | 0.02%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0874                      | CUSIP: 3140JG6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     420989 | PA      | $402333.13     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C62770                      | CUSIP: 31287NCF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10738 | PA      | $10704.80      | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7116532.56    | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAH8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    8425000 | PA      | $8196646.53    | 0.00%             | 2024-06-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                           | GSK CONSUMER                   | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4948206.01    | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6850000 | PA      | $7479343.75    | 0.00%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780168                      | CUSIP: 36225AFH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        447 | PA      | $458.89        | 0.00%             | 2024-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A5              | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4965000 | PA      | $4579884.31    | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995515                      | CUSIP: 31416B3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     195502 | PA      | $194298.79     | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    2635000 | PA      | $2365820.73    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52188                      | CUSIP: 3128KEND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7419 | PA      | $7858.52       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $4972585.11    | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8574                      | CUSIP: 3132A9Q34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6933527 | PA      | $6580288.46    | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   12775000 | PA      | $11885755.37   | 0.01%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08721                      | CUSIP: 3128MJYT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16422136 | PA      | $14753794.40   | 0.01%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-C                                     | WOART 2020-C A3                | CUSIP: 98163CAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1344022 | PA      | $1306981.92    | 0.00%             | 2025-11-17      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2321                      | CUSIP: 3140XHSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31440390 | PA      | $26705627.37   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    9251000 | PA      | $7242371.26    | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2086                      | CUSIP: 3132AEJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10460953 | PA      | $9643236.06    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545195                      | CUSIP: 31385HUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2753 | PA      | $2915.29       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $10116107.70   | 0.00%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5909785.07    | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON               | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   10227000 | PA      | $8766570.18    | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp                                                                   | FLOWSERVE CORP                 | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $3261045.53    | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95796                      | CUSIP: 312944NM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     990100 | PA      | $960417.48     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   22075000 | PA      | $17098860.34   | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |    7660000 | PA      | $9242491.96    | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6579                      | CUSIP: 3138EBJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     719143 | PA      | $694591.95     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14515000 | PA      | $14034185.40   | 0.01%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C66547                      | CUSIP: 31287SHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9271 | PA      | $9518.18       | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5588524.08    | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9700000 | PA      | $8312917.95    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8816                      | CUSIP: 3140HNYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1292711 | PA      | $1290852.01    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37992                      | CUSIP: 3132QU3A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2744219 | PA      | $2641803.43    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $1682491.91    | 0.00%             | 2045-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $12557194.38   | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JL6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   20019000 | PA      | $19481197.37   | 0.01%             | 2025-03-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8889623.71    | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   11000000 | PA      | $7560743.96    | 0.00%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| IHC Health Services Inc                                                          | IHC HEALTH SERV                | CUSIP: 45174XAA0<br>LEI: UHH3GVKP4EW0MPCVT846 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2877814.52    | 0.00%             | 2048-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   28231000 | PA      | $26547929.32   | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M4 A2                 | CUSIP: 3136B35Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9700000 | PA      | $8928890.74    | 0.00%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C63117                      | CUSIP: 31287NPA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9631 | PA      | $10182.45      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   16500000 | PA      | $12640060.46   | 0.01%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8563                      | CUSIP: 31417FQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1169537 | PA      | $1057171.59    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $13539488.48   | 0.01%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4343                      | CUSIP: 31418DZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32096166 | PA      | $24641683.95   | 0.01%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   13125000 | PA      | $14358704.85   | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3163743.23    | 0.00%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $7638631.12    | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    7725000 | PA      | $7316270.25    | 0.00%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41048                      | CUSIP: 3128K1EV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13491 | PA      | $13780.63      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    9550000 | PA      | $9111297.26    | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 AS               | CUSIP: 36252HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2085814.11    | 0.00%             | 2050-03-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   19100000 | PA      | $15796229.83   | 0.01%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1323751.24    | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61932                      | CUSIP: 31335CED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1584109 | PA      | $1467811.62    | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2932432.30    | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97046                      | CUSIP: 312945ZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     483714 | PA      | $479993.03     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4818                      | CUSIP: 31418EK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15411367 | PA      | $15664800.94   | 0.01%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3636799.68    | 0.00%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1                              | COPAR 2021-1 A4                | CUSIP: 14044CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1120000 | PA      | $1018904.66    | 0.00%             | 2027-04-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90780                      | CUSIP: 31335H2M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9730 | PA      | $9128.07       | 0.00%             | 2024-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5465                      | CUSIP: 36179UCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12729491 | PA      | $11866683.29   | 0.01%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9505000 | PA      | $8345777.14    | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4293                        | CUSIP: 36202EXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90790 | PA      | $94299.84      | 0.00%             | 2038-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    8430000 | PA      | $6983460.39    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   22485000 | PA      | $21734415.17   | 0.01%             | 2024-11-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $5583309.75    | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    3400000 | PA      | $3343034.73    | 0.00%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14783                      | CUSIP: 3128MDRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102649 | PA      | $99133.85      | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4500                      | CUSIP: 31418EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   83117503 | PA      | $67532971.58   | 0.03%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CJ9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     175000 | PA      | $143280.87     | 0.00%             | 2042-09-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190391                      | CUSIP: 31368HNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     619169 | PA      | $649370.06     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18717                      | CUSIP: 3128MMYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     975602 | PA      | $958754.31     | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q39648                      | CUSIP: 3132QWWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     409503 | PA      | $393021.99     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     325000 | PA      | $280821.59     | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH2886                      | CUSIP: 3138A4F42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91551 | PA      | $88672.05      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  130905000 | PA      | $136468462.50  | 0.06%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   15212000 | PA      | $12784710.91   | 0.01%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    1880000 | PA      | $1612564.30    | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_20-3                                               | CARMX 2020-3 A3                | CUSIP: 14315FAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2076569 | PA      | $2040844.13    | 0.00%             | 2025-03-17      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    6226000 | PA      | $5564670.48    | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  388410000 | PA      | $243302432.14  | 0.11%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0898                      | CUSIP: 3140XF7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29423321 | PA      | $25901010.91   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J09928                      | CUSIP: 3128PNA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37984 | PA      | $37239.46      | 0.00%             | 2024-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K154 A2                   | CUSIP: 3137FDES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3300000 | PA      | $3061030.83    | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2444                      | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5984747 | PA      | $5484226.33    | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09000                      | CUSIP: 31292R7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1588530 | PA      | $1488211.70    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   17678000 | PA      | $14227043.32   | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   25550000 | PA      | $20569235.73   | 0.01%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468Q5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8723221.06    | 0.00%             | 2026-04-28      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DX7<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |    3115000 | PA      | $2940731.11    | 0.00%             | 2024-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5126                      | CUSIP: 3140QCVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4724243 | PA      | $4176703.38    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |    5175000 | PA      | $3690774.81    | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550AX6<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7330657.44    | 0.00%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4495                        | CUSIP: 36202E7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     248116 | PA      | $249141.16     | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 984281                      | CUSIP: 31415MM69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     797799 | PA      | $841129.73     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05645                      | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     735126 | PA      | $730516.09     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   11290000 | PA      | $9677576.31    | 0.00%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D86734                      | CUSIP: 3128FWPT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        385 | PA      | $391.15        | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C14                                           | UBSCM 2018-C14 A4              | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10250000 | PA      | $9680751.90    | 0.00%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BE2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   15115000 | PA      | $14418834.09   | 0.01%             | 2025-11-01      | Variable      | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC5746                      | CUSIP: 31417SL40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      90533 | PA      | $90057.01      | 0.00%             | 2024-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24007                      | CUSIP: 31297BNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22777 | PA      | $22860.16      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5135                      | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31967018 | PA      | $26882797.78   | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $14447875.04   | 0.01%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13096                      | CUSIP: 3128MBUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         67 | PA      | $67.46         | 0.00%             | 2023-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9372                      | CUSIP: 3140XDMW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1394027 | PA      | $1144686.61    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   15452000 | PA      | $11357797.60   | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                 | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2823157.65    | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C25                              | JPMBB 2014-C25 AS              | CUSIP: 46643PBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1806812.41    | 0.00%             | 2047-11-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 740303                      | CUSIP: 31402WNU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3052 | PA      | $3117.86       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4784                      | CUSIP: 3132A5J55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     555537 | PA      | $514398.84     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-BABS-SUB             | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7015000 | PA      | $7658612.22    | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357854                      | CUSIP: 31376KQF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91381 | PA      | $95239.79      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1044                      | CUSIP: 31418AES3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1116055 | PA      | $1001381.62    | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY8224                      | CUSIP: 3138YND61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97046 | PA      | $92207.29      | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4602                      | CUSIP: 31418EDG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33956093 | PA      | $30331409.04   | 0.01%             | 2037-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01435                      | CUSIP: 31292HSY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207683 | PA      | $223436.55     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    2681000 | PA      | $3434472.21    | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01436                      | CUSIP: 31292HSZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     316290 | PA      | $322344.14     | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1536243.85    | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                 | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    4855000 | PA      | $4437152.29    | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   34225000 | PA      | $29970328.02   | 0.01%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $35842454.10   | 0.02%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   30700000 | PA      | $22581322.37   | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6031949.85    | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01534                      | CUSIP: 31283HV36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36613 | PA      | $36943.09      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AP1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    1549000 | PA      | $1522886.20    | 0.00%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    3857000 | PA      | $4287212.94    | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7408                      | CUSIP: 31417EGS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     536107 | PA      | $481133.33     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                | SDART 2021-2 D                 | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3140000 | PA      | $2931824.91    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9615                      | CUSIP: 3138WKVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2808561 | PA      | $2711999.97    | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS2                                            | GSMS 2016-GS2 A4               | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2700000 | PA      | $2504578.86    | 0.00%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3475145.28    | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11648085.90   | 0.01%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BR5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7995000 | PA      | $7213877.39    | 0.00%             | 2026-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |   11865000 | PA      | $9310282.78    | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $4980089.58    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEY6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   22615000 | PA      | $22005044.05   | 0.01%             | 2026-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL                  | CUSIP: 12621EAK9<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1987417.52    | 0.00%             | 2025-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86249                      | CUSIP: 3129325J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2217815 | PA      | $2211183.69    | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Andrew W Mellon Foundation/The                                                   | MELLON FOUNDATIO               | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2121071.23    | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2322000 | PA      | $1710352.62    | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDW9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   13195000 | PA      | $11973719.89   | 0.01%             | 2026-01-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    3891500 | PA      | $3373296.73    | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07942                      | CUSIP: 3128MAEP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42885 | PA      | $42139.01      | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $4139037.89    | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6039                      | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11326636 | PA      | $10518238.30   | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29365PAP7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    2130000 | PA      | $2143387.05    | 0.00%             | 2024-10-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01589                      | CUSIP: 31283HXS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     617612 | PA      | $619363.39     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937875                      | CUSIP: 31412XMY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98551 | PA      | $103587.26     | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535902                      | CUSIP: 31384WKP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2253 | PA      | $2310.45       | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU2650                      | CUSIP: 3138X15L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3358599 | PA      | $3143023.39    | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6294                      | CUSIP: 3138EN7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     598944 | PA      | $593915.63     | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8787                      | CUSIP: 3140XCXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12395690 | PA      | $10592319.46   | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677292                      | CUSIP: 36295QNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     811718 | PA      | $826907.56     | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    5695000 | PA      | $5535363.51    | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                    | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     700000 | PA      | $746314.86     | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0937                      | CUSIP: 31419BBF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3272830 | PA      | $3062976.74    | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   28750000 | PA      | $27802101.86   | 0.01%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3278                      | CUSIP: 31418CUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1141379 | PA      | $1121554.90    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725205                      | CUSIP: 31402CU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3345787 | PA      | $3404822.78    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4414                      | CUSIP: 3138WD3Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1069989 | PA      | $998978.31     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_22-2                  | GMCAR 2022-2 A3                | CUSIP: 362585AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3200000 | PA      | $3103176.96    | 0.00%             | 2027-02-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-2                              | COPAR 2022-2 A4                | CUSIP: 14043GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1175000 | PA      | $1124053.65    | 0.00%             | 2027-12-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |   10675000 | PA      | $7191483.83    | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10295657.60   | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   44530695 | PA      | $43036801.97   | 0.02%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    9580000 | PA      | $7037380.63    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90731                      | CUSIP: 31335HY49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31867 | PA      | $31854.42      | 0.00%             | 2023-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04334                      | CUSIP: 3128M6EF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     371909 | PA      | $388298.90     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9692699.61    | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                              | JPMBB 2015-C31 A3              | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13000239 | PA      | $12399139.14   | 0.01%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357962                      | CUSIP: 31376KTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47937 | PA      | $48961.57      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2247513.57    | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01940                      | CUSIP: 3128LXEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23303 | PA      | $23422.97      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9487                      | CUSIP: 3138WKRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     973135 | PA      | $931812.73     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Corp                                                           | APTIV PLC                      | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    4775000 | PA      | $3458279.95    | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | ESSENTIAL PROPER               | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $2828087.42    | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3083451.60    | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6512365.25    | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   21555000 | PA      | $20086549.03   | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6008                      | CUSIP: 3140QDVA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7680237 | PA      | $7092761.42    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KCR9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |   12260000 | PA      | $11587229.07   | 0.01%             | 2024-10-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2549                      | CUSIP: 31418BZP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5745100 | PA      | $5351072.61    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0570                      | CUSIP: 31419AT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     461588 | PA      | $469731.15     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255731                      | CUSIP: 31371MA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70493 | PA      | $71047.78      | 0.00%             | 2025-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BF1229                      | CUSIP: 3617G7LJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1454203 | PA      | $1346209.87    | 0.00%             | 2048-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8580000 | PA      | $6493524.87    | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1104                      | CUSIP: 3133KGGM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8566695 | PA      | $7634135.94    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3943285.72    | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES USD-BABS           | CUSIP: 544646XY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3530000 | PA      | $3652309.91    | 0.00%             | 2029-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07972                      | CUSIP: 3128MAFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1059706 | PA      | $1027799.98    | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6509104.00    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0264                      | CUSIP: 31417YJJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     898412 | PA      | $871750.70     | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05345                      | CUSIP: 3128M7HW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70380 | PA      | $70610.93      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    7469000 | PA      | $6149158.01    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5327444.04    | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   18690000 | PA      | $18587512.26   | 0.01%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BU6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3422661.85    | 0.00%             | 2026-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   15749000 | PA      | $12722674.68   | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03475                      | CUSIP: 31292K2G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     234458 | PA      | $238724.94     | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3984                      | CUSIP: 3138WDNA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32070 | PA      | $30395.31      | 0.00%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A3               | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1619055.73    | 0.00%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0696                      | CUSIP: 3140XFX22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25745138 | PA      | $22864377.88   | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888637                      | CUSIP: 31410GHN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1493487 | PA      | $1578195.56    | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10812393 | PA      | $10264370.36   | 0.00%             | 2032-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: 80283LAX1<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |    3997000 | PA      | $3855465.43    | 0.00%             | 2024-06-18      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $7867162.98    | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0695                      | CUSIP: 3138XBXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1043113 | PA      | $1029194.95    | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11211                      | CUSIP: 3128PQKY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158221 | PA      | $158306.60     | 0.00%             | 2024-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CW7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   25000000 | PA      | $23787068.00   | 0.01%             | 2024-11-22      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO ARPT-BABS-B            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8525000 | PA      | $9528893.77    | 0.00%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    3822000 | PA      | $3721175.26    | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    7900000 | PA      | $5259193.93    | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 498551                      | CUSIP: 31383BZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51996 | PA      | $52176.92      | 0.00%             | 2029-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K742 A2                   | CUSIP: 3137FYZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9950000 | PA      | $8704510.74    | 0.00%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AZ2123                      | CUSIP: 36197ELC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66393 | PA      | $63852.36      | 0.00%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   22537000 | PA      | $21008617.06   | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 628887                      | CUSIP: 31389LUL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2927 | PA      | $3089.38       | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487825                      | CUSIP: 36210B4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     830615 | PA      | $836213.66     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4256877.58    | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2812550.76    | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784307                      | CUSIP: 3622A2YC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1360368 | PA      | $1298256.58    | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7763                      | CUSIP: 31419JTV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     567531 | PA      | $564251.46     | 0.00%             | 2025-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3254783.99    | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08857                      | CUSIP: 3128MJ5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6109127 | PA      | $5837574.68    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    5600000 | PA      | $5167481.70    | 0.00%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701603                      | CUSIP: 36296UNU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      57206 | PA      | $58921.24      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABN8<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    4410000 | PA      | $4102170.27    | 0.00%             | 2025-10-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8400000 | PA      | $6773369.40    | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   34776000 | PA      | $31337632.54   | 0.01%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service of America Inc                                             | UPS OF AMER INC                | CUSIP: 911308AB0<br>LEI: 1T2XGWDXQ30WC74GIJ96 | Long             | DBT              | CORP              | US        |     500000 | PA      | $571105.34     | 0.00%             | 2030-04-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08115                      | CUSIP: 3128MJDV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56572 | PA      | $56836.27      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                  | HANOVER INSURANC               | CUSIP: 410867AF2<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $3040372.11    | 0.00%             | 2026-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                                   | SAN JOSE REDEV-A-T             | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3600000 | PA      | $3153924.72    | 0.00%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605426                      | CUSIP: 36200NSP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14829 | PA      | $14617.52      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3900000 | PA      | $2769844.16    | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57021                      | CUSIP: 3128KKYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36008 | PA      | $37524.63      | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU8372                      | CUSIP: 3140MAJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     310402 | PA      | $264491.59     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2916220.20    | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    6875000 | PA      | $6955142.70    | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254908                      | CUSIP: 31371LDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17157 | PA      | $17362.79      | 0.00%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Storage                                                                   | PUBLIC STORAGE                 | CUSIP: 74460WAA5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2298229.13    | 0.00%             | 2026-02-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   17395000 | PA      | $16403853.60   | 0.01%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3191949.92    | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818DY1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4078285.85    | 0.00%             | 2025-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3524000 | PA      | $2661123.93    | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBC8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   16582000 | PA      | $15746135.87   | 0.01%             | 2025-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   17305000 | PA      | $16073454.20   | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-4                                | SDART 2021-4 B                 | CUSIP: 80285VAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4875000 | PA      | $4766756.96    | 0.00%             | 2026-06-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3386                      | CUSIP: 31418CXQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158045 | PA      | $157452.15     | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    6505000 | PA      | $6647536.84    | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2602                      | CUSIP: 36179Q3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6157345 | PA      | $5989190.31    | 0.00%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $8023033.56    | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M19 A2                | CUSIP: 3136BJRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14425000 | PA      | $11375394.88   | 0.00%             | 2031-10-25      | Variable      | 1.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7559                      | CUSIP: 3140XBMH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7214521 | PA      | $6161687.16    | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AA3<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5035892.59    | 0.00%             | 2023-04-01      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0317                      | CUSIP: 36179MK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11738823 | PA      | $10739803.47   | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3199877.57    | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     300000 | PA      | $345861.37     | 0.00%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE7993                      | CUSIP: 3133BH3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4375965 | PA      | $4115683.94    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                  | WFCM 2015-LC22 A4              | CUSIP: 94989TAZ7<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1898260.40    | 0.00%             | 2058-09-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C92004                      | CUSIP: 3128P8GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6716532 | PA      | $6522838.01    | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4871                      | CUSIP: 3138M8MV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     222761 | PA      | $207153.75     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $8759969.81    | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $3922245.42    | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q44665                      | CUSIP: 3132WJFF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1395574 | PA      | $1253749.69    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BS4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2660018.15    | 0.00%             | 2024-02-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1655                      | CUSIP: 3140J5ZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5001792 | PA      | $5115513.74    | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4095                      | CUSIP: 31418DRR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22036526 | PA      | $19646151.33   | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5648                      | CUSIP: 36178DHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4827173 | PA      | $4292495.54    | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6589                      | CUSIP: 31417DKB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1790875 | PA      | $1606894.50    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3376                      | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24131772 | PA      | $22636050.55   | 0.01%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615490                      | CUSIP: 36290RXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      62003 | PA      | $62317.09      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   10645000 | PA      | $11548652.67   | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3378497.04    | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV-E                   | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1550000 | PA      | $1091082.67    | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   15060000 | PA      | $14078851.69   | 0.01%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   10725000 | PA      | $8635594.65    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5183916.36    | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590132                      | CUSIP: 36201QSV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10745 | PA      | $11079.52      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   21583000 | PA      | $20846680.20   | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1944649.16    | 0.00%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 750977                      | CUSIP: 31403KJW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46087 | PA      | $45127.10      | 0.00%             | 2033-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                   | SYNCHRONY BANK                 | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4882248.70    | 0.00%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1679                      | CUSIP: 36179N2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3314789 | PA      | $3328466.91    | 0.00%             | 2044-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE11 Mortgage Trust                                                  | COMM 2013-CR11 AM              | CUSIP: 12626LBN1<br>LEI: 549300BCCWSDWINK2593 | Long             | ABS-MBS          | CORP              | US        |    1310000 | PA      | $1295069.54    | 0.00%             | 2050-08-10      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZN6499                      | CUSIP: 3131YDGG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3221143 | PA      | $2969361.20    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   64000000 | PA      | $62389108.48   | 0.03%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5175                        | CUSIP: 36202FXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4877194 | PA      | $4877815.48    | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO3659                      | CUSIP: 3138LUB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3178964 | PA      | $2956679.62    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida Project Finance LLC                                          | DUKE ENERGY FL                 | CUSIP: 26444GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3277718 | PA      | $2951415.60    | 0.00%             | 2031-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    7135000 | PA      | $6801122.74    | 0.00%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255767                      | CUSIP: 31371MCC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21357 | PA      | $21717.48      | 0.00%             | 2025-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AU3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6860335.36    | 0.00%             | 2049-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BQ3<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    4498000 | PA      | $4484877.67    | 0.00%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3288030.57    | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13426000 | PA      | $11502344.74   | 0.01%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2959                      | CUSIP: 3138LTJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1187043 | PA      | $1129791.59    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8800                      | CUSIP: 3140XCX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9020461 | PA      | $8008473.55    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAM4<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1914922.16    | 0.00%             | 2024-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 732113                      | CUSIP: 31402LK27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2137 | PA      | $2092.91       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    8725000 | PA      | $7245917.32    | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    3400000 | PA      | $2596258.16    | 0.00%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    7971000 | PA      | $6625647.45    | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DM7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    9450000 | PA      | $8664834.94    | 0.00%             | 2025-01-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8585                      | CUSIP: 3140XCRF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3029318 | PA      | $2773601.03    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9407331.36    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBK4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    8160000 | PA      | $7334240.40    | 0.00%             | 2026-04-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5120000 | PA      | $4846751.85    | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   14791000 | PA      | $12573665.36   | 0.01%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3397228.27    | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5667                      | CUSIP: 3140X9JM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9255578 | PA      | $8657336.61    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4925541.84    | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4225                      | CUSIP: 31417AVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6543784 | PA      | $6033235.16    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $3745170.00    | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08688                      | CUSIP: 3128MJXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4741813 | PA      | $4551504.93    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745329                      | CUSIP: 31403DA66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     803100 | PA      | $812281.47     | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8518                      | CUSIP: 31417VPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1266061 | PA      | $1273974.48    | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   16425000 | PA      | $16166874.39   | 0.01%             | 2025-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35836                      | CUSIP: 31307SPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1640604 | PA      | $1538116.18    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q48147                      | CUSIP: 3132WNBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     115414 | PA      | $113403.34     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $7779397.77    | 0.00%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586149                      | CUSIP: 36201LEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7520 | PA      | $7602.89       | 0.00%             | 2034-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 427028AB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   45000000 | PA      | $40031751.15   | 0.02%             | 2026-05-19      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH4092                      | CUSIP: 3140GSRN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1021158 | PA      | $986246.34     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3817182.08    | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04598                      | CUSIP: 3132GKX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2325602 | PA      | $2263240.57    | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1931420.52    | 0.00%             | 2024-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TAV9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1094000 | PA      | $1027596.34    | 0.00%             | 2028-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH ST TURNPIKE-A-REF           | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4075000 | PA      | $2904802.63    | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93337                      | CUSIP: 312941V61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     996867 | PA      | $987351.68     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BM2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2825000 | PA      | $2621102.57    | 0.00%             | 2029-11-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3956                      | CUSIP: 3140QBME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3316630 | PA      | $3076464.74    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 AS              | CUSIP: 08162RAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3225000 | PA      | $2454494.93    | 0.00%             | 2054-02-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1403175.60    | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH                 | CUSIP: 59259YBF5<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     975000 | PA      | $938688.56     | 0.00%             | 2039-11-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                              | BACM 2015-UBS7 A4              | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2525000 | PA      | $2391378.52    | 0.00%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   10760000 | PA      | $8765318.52    | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3379592.30    | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6540939.04    | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $10468687.68   | 0.00%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888301                      | CUSIP: 31410F3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     110497 | PA      | $112862.01     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00730                      | CUSIP: 31292GY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47330 | PA      | $47542.97      | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90983                      | CUSIP: 3128P7CU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11847 | PA      | $11920.84      | 0.00%             | 2026-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $7145946.88    | 0.00%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21932                      | CUSIP: 31296YED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49420 | PA      | $49611.42      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0918                      | CUSIP: 31418AAU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     968612 | PA      | $940025.78     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1149                      | CUSIP: 31418NH37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     214862 | PA      | $213623.97     | 0.00%             | 2025-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01644                      | CUSIP: 31283HZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     607887 | PA      | $612191.63     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18571                      | CUSIP: 3128MMT52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3729622 | PA      | $3477667.48    | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8183                      | CUSIP: 3132DWCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  135049712 | PA      | $114709712.53  | 0.05%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AG3<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |   12815000 | PA      | $12515298.29   | 0.01%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6162737.82    | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553580                      | CUSIP: 36213F6R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9527 | PA      | $9631.46       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01346                      | CUSIP: 31283HP74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25768 | PA      | $27321.25      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3798                      | CUSIP: 31418DGG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     892969 | PA      | $841114.00     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535185                      | CUSIP: 31384VRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4349 | PA      | $4513.36       | 0.00%             | 2030-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    9940000 | PA      | $7074110.43    | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C16 Commercial Mortgage Trust                                         | CSAIL 2019-C16 A3              | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12500000 | PA      | $11063706.25   | 0.00%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2013-GC17                                    | CGCMT 2013-GC17 AAB            | CUSIP: 17321RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      90120 | PA      | $89458.80      | 0.00%             | 2046-11-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0627                      | CUSIP: 31419AVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     224073 | PA      | $221664.21     | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    7325000 | PA      | $6249682.68    | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3789                      | CUSIP: 3138X3F72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2695811 | PA      | $2579485.12    | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53751                      | CUSIP: 3132XWEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26036741 | PA      | $24165837.19   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422ESP5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    9931000 | PA      | $9730739.30    | 0.00%             | 2024-06-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K075 A2                   | CUSIP: 3137F4X72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6975000 | PA      | $6719261.63    | 0.00%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3758000 | PA      | $3568102.44    | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8178                      | CUSIP: 3132DWCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  163200814 | PA      | $138621514.49  | 0.06%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE20 Mortgage Trust                                                  | COMM 2014-CR20 A4              | CUSIP: 12592LBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1995000 | PA      | $1925210.71    | 0.00%             | 2047-11-10      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    5002000 | PA      | $4850891.53    | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03464                      | CUSIP: 31292KZ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     768906 | PA      | $761542.25     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    3720000 | PA      | $3532165.48    | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAD2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   14707000 | PA      | $14675391.42   | 0.01%             | 2024-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4962                      | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42269021 | PA      | $39469907.22   | 0.02%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3001                      | CUSIP: 31419DKP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37800 | PA      | $38443.40      | 0.00%             | 2040-09-01      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08473                      | CUSIP: 3128MJQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8357763 | PA      | $7830659.10    | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 A4               | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10625000 | PA      | $9947191.94    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-REF-TXBL            | CUSIP: 13063DGD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   14070000 | PA      | $13524835.34   | 0.01%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4761418.60    | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| John Sevier Combined Cycle Generation LLC                                        | JOHN SEVIER COMB               | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2597156 | PA      | $2446422.80    | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5128000 | PA      | $4787463.83    | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Luxembourg Finance SA                                         | TRANE TECH LUX                 | CUSIP: 456873AC2<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    3050000 | PA      | $2565882.19    | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7197602.94    | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    5180000 | PA      | $4526557.19    | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3333                      | CUSIP: 31418CV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5218075 | PA      | $4985929.41    | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A1                   | CUSIP: 3137FHPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2590322 | PA      | $2520334.76    | 0.00%             | 2028-04-25      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697713                      | CUSIP: 36296QDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41102 | PA      | $44145.60      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC / Westfield UK & Europe Finance PLC                              | WEA FINANCE LLC/               | CUSIP: 92890HAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $472593.60     | 0.00%             | 2024-09-17      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636295                      | CUSIP: 36291R3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      66115 | PA      | $67693.64      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2683                      | CUSIP: 3138EJ6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     576085 | PA      | $568390.08     | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | CREDIT SUISSE                  | CUSIP: 225433AF8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   14580000 | PA      | $10025708.24   | 0.00%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   10643000 | PA      | $8192180.30    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4181                      | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   92870606 | PA      | $71310351.07   | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M2 A2                 | CUSIP: 3136B3J50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12514211 | PA      | $11914853.17   | 0.01%             | 2028-11-25      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5664                      | CUSIP: 3140X9JJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8769566 | PA      | $8240834.27    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                   | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   13600000 | PA      | $10836287.56   | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 064159VK9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1975588.84    | 0.00%             | 2023-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   49350000 | PA      | $40241984.23   | 0.02%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9134000 | PA      | $8855110.21    | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD FINL                  | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    6380000 | PA      | $6420841.76    | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2612331.40    | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   91854000 | PA      | $93892010.63   | 0.04%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA4210                      | CUSIP: 31329MVB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31997189 | PA      | $28787787.30   | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1106                      | CUSIP: 31418AGQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6904484 | PA      | $6316430.20    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   68300000 | PA      | $65142212.34   | 0.03%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                 | BMARK 2018-B5 AS               | CUSIP: 08160BAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1750000 | PA      | $1621941.48    | 0.00%             | 2051-07-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    6260000 | PA      | $5298120.39    | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DC2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    2783000 | PA      | $2656689.20    | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2014-M4 A2                 | CUSIP: 3136AJB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2556611 | PA      | $2505174.16    | 0.00%             | 2024-03-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850281                      | CUSIP: 31408FUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2550 | PA      | $2509.16       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                              | BRANDYWINE OPER                | CUSIP: 105340AQ6<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |   20952000 | PA      | $17620234.96   | 0.01%             | 2027-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5837                      | CUSIP: 3138WFPX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1171565 | PA      | $1127708.58    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                      | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2166659.40    | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    3115000 | PA      | $3072278.55    | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |   10165000 | PA      | $9071684.92    | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08011                      | CUSIP: 3128MJAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     335694 | PA      | $362054.86     | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AN6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    2985000 | PA      | $2946114.76    | 0.00%             | 2024-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4074                      | CUSIP: 3140QBQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1901223 | PA      | $1754562.92    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT1891                      | CUSIP: 3138WPC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47200 | PA      | $44176.13      | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAJ2<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $18157072.68   | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1968                      | CUSIP: 31418PFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     282808 | PA      | $281173.74     | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8062                      | CUSIP: 3132DV5X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22886256 | PA      | $20135101.66   | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9328                      | CUSIP: 3138MRLJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2656314 | PA      | $2532180.97    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8140                      | CUSIP: 3132D6BH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25888758 | PA      | $22484078.05   | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                            | OWL ROCK CAPITAL               | CUSIP: 69121KAB0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4440732.57    | 0.00%             | 2025-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | FED RLTY INVS TR               | CUSIP: 313747AU1<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4935094.85    | 0.00%             | 2024-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745412                      | CUSIP: 31403DDR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     553265 | PA      | $566458.94     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3415                      | CUSIP: 31418CYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11599616 | PA      | $11083447.78   | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7192000 | PA      | $4445123.84    | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFN9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5900281.36    | 0.00%             | 2025-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |   11277000 | PA      | $9938907.04    | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE18 Mortgage Trust                                                  | COMM 2014-CR18 ASB             | CUSIP: 12632QAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     380942 | PA      | $377868.93     | 0.00%             | 2047-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | HUNTSMAN INTERN                | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3493058.76    | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2340389.17    | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08627                      | CUSIP: 3128MJVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5922981 | PA      | $5530186.84    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47040                      | CUSIP: 3128K7ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24311 | PA      | $24424.83      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13513                      | CUSIP: 3128MCDS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1814 | PA      | $1798.13       | 0.00%             | 2024-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1385778 | PA      | $1366099.92    | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE E               | CUSIP: 74456QBL9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    1170000 | PA      | $1121090.09    | 0.00%             | 2025-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3234                      | CUSIP: 3140J7SY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1062493 | PA      | $1054591.11    | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10998000 | PA      | $9293016.90    | 0.00%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1508570.18    | 0.00%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25100000 | PA      | $21911613.52   | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826597                      | CUSIP: 31407CKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33120 | PA      | $33411.17      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   18000000 | PA      | $16199072.10   | 0.01%             | 2033-04-19      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  311694000 | PA      | $278576512.50  | 0.12%             | 2026-04-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0667                      | CUSIP: 31417YW52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1221457 | PA      | $1168144.44    | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 987208                      | CUSIP: 31415RU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2578 | PA      | $2566.88       | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   10575000 | PA      | $8130567.49    | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4847                      | CUSIP: 31418EL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9036618 | PA      | $9185566.80    | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1090                      | CUSIP: 36179NF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3080303 | PA      | $2890160.44    | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10400000 | PA      | $8204362.40    | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2827                      | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2796445 | PA      | $2720176.52    | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   28102000 | PA      | $26479703.30   | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   22595000 | PA      | $21309880.91   | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $10230190.74   | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 684977                      | CUSIP: 31400D6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2644 | PA      | $2787.38       | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17774                      | CUSIP: 3128PXT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2669046 | PA      | $2519021.79    | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JB Hunt Transport Services Inc                                                   | JB HUNT TRANSPRT               | CUSIP: 445658CF2<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9199294.22    | 0.00%             | 2026-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   20800000 | PA      | $20582582.38   | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5017                        | CUSIP: 36202FSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9964793 | PA      | $10334874.93   | 0.00%             | 2041-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736637                      | CUSIP: 3620AQLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     183848 | PA      | $185351.48     | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                             | THOMSON REUTERS                | CUSIP: 884903BH7<br>LEI: 549300561UZND4C7B569 | Long             | DBT              | CORP              | CA        |    4111000 | PA      | $3980968.49    | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q59130                      | CUSIP: 3132Y3EC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113491 | PA      | $108443.84     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605430                      | CUSIP: 36200NST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20959 | PA      | $21093.27      | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00834                      | CUSIP: 31292G4T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11880 | PA      | $11940.36      | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   24815000 | PA      | $21687713.70   | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C28296                      | CUSIP: 31293SGD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        785 | PA      | $788.38        | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23541                      | CUSIP: 31297A5A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      76269 | PA      | $75195.33      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   30900000 | PA      | $27889482.53   | 0.01%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91026                      | CUSIP: 3128P7D75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58366 | PA      | $58065.29      | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995213                      | CUSIP: 31416BSA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28197 | PA      | $29587.48      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AT6<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    7912000 | PA      | $7786105.13    | 0.00%             | 2024-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3377                      | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5854950 | PA      | $5695197.24    | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40048                      | CUSIP: 3132FCBR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     267395 | PA      | $266189.84     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6342                      | CUSIP: 36179VBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1802258 | PA      | $1786737.95    | 0.00%             | 2049-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   17262000 | PA      | $14035374.01   | 0.01%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3802                      | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12829542 | PA      | $11682659.51   | 0.01%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAJ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  466895000 | PA      | $419694810.25  | 0.18%             | 2025-08-31      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    8150000 | PA      | $7628954.28    | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   12275000 | PA      | $11769308.79   | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18663                      | CUSIP: 3128MMWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3257691 | PA      | $3078948.39    | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6223                      | CUSIP: 3138EN4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4069569 | PA      | $4066696.06    | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4416                      | CUSIP: 31418D4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2576769 | PA      | $2347110.41    | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9289                      | CUSIP: 3140QHKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15288100 | PA      | $13026321.65   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BF0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2925000 | PA      | $2911339.52    | 0.00%             | 2026-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4325                      | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  284399475 | PA      | $232769195.88  | 0.10%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8082                      | CUSIP: 3132DV6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20831427 | PA      | $15996027.62   | 0.01%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LBA1<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    3500000 | PA      | $3395635.64    | 0.00%             | 2026-03-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   23750000 | PA      | $15660535.06   | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    4960000 | PA      | $3984373.36    | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAD0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     917000 | PA      | $930398.85     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51611                      | CUSIP: 3128KDYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5642 | PA      | $5904.18       | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4394                      | CUSIP: 3133BD3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6897666 | PA      | $6703971.68    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0895                      | CUSIP: 31417Y7H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5120134 | PA      | $4729262.52    | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   63501000 | PA      | $61028460.93   | 0.03%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                  | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    8125000 | PA      | $8248113.09    | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8268                      | CUSIP: 3132DWFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   57148169 | PA      | $57364434.96   | 0.03%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_22-2                                                   | VZMT 2022-2 A                  | CUSIP: 92348KAH6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7050000 | PA      | $6567153.26    | 0.00%             | 2028-07-20      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A3              | CUSIP: 06427DAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     420564 | PA      | $386758.35     | 0.00%             | 2050-02-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16055900 | PA      | $14931987.00   | 0.01%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | NATIONAL RETAIL                | CUSIP: 637417AH9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $3030018.96    | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885530                      | CUSIP: 31410CY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75434 | PA      | $79869.54      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7439                      | CUSIP: 3140HMHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     127101 | PA      | $117720.98     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO TX-TXBL            | CUSIP: 79625GDG5<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    2725000 | PA      | $1917947.11    | 0.00%             | 2048-02-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   15879000 | PA      | $14865065.19   | 0.01%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   29750000 | PA      | $29633885.45   | 0.01%             | 2023-11-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    6160000 | PA      | $6403332.44    | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4571                      | CUSIP: 31418ECH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22758851 | PA      | $19925781.30   | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AN8<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   10908000 | PA      | $10480187.26   | 0.00%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 731217                      | CUSIP: 31402KK60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22399 | PA      | $22796.67      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    9738000 | PA      | $6319573.55    | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |   10630000 | PA      | $7974659.70    | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890236                      | CUSIP: 31410LBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1867478 | PA      | $1849602.49    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | UNITED TECH CORP               | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   15919000 | PA      | $14835112.70   | 0.01%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4757147.15    | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5775000 | PA      | $5867409.07    | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 938805                      | CUSIP: 31412YNW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18516 | PA      | $18839.25      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2148095.44    | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |    7000000 | PA      | $7458204.60    | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07860                      | CUSIP: 3128MAB57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     437774 | PA      | $445313.23     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   12000000 | PA      | $10303020.96   | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1989                      | CUSIP: 3140HFF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1550222 | PA      | $1437117.19    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5346                      | CUSIP: 3140HJ5G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     202753 | PA      | $193714.88     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8173                      | CUSIP: 3132DWCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  189829445 | PA      | $161245401.55  | 0.07%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109BE0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    6435000 | PA      | $6157879.43    | 0.00%             | 2025-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2115041.74    | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                     | FORTINET INC                   | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3844702.00    | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4609                      | CUSIP: 31417BDP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     822661 | PA      | $795801.72     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20050000 | PA      | $18370756.96   | 0.01%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7280                      | CUSIP: 3617BBCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      93417 | PA      | $92236.65      | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0007                      | CUSIP: 36179MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1702025 | PA      | $1588511.95    | 0.00%             | 2027-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   11407000 | PA      | $13389128.46   | 0.01%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6075                      | CUSIP: 3138WFXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     698566 | PA      | $657289.47     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6527                      | CUSIP: 3138WGHD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2870101 | PA      | $2762639.32    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687CZ7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   10326000 | PA      | $10114484.07   | 0.00%             | 2024-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35672                      | CUSIP: 31297RJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38695 | PA      | $38875.68      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     500000 | PA      | $668065.31     | 0.00%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4423563.35    | 0.00%             | 2026-04-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0828                      | CUSIP: 31419A4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11526366 | PA      | $10787414.87   | 0.00%             | 2041-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR8929                      | CUSIP: 3138W64P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1311859 | PA      | $1185729.80    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2040000 | PA      | $2001785.27    | 0.00%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   18117000 | PA      | $17257334.76   | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37328                      | CUSIP: 31297TD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      99146 | PA      | $99609.07      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C21                                         | WFRBS 2014-C21 A5              | CUSIP: 92939FAU3<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2894415.90    | 0.00%             | 2047-08-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3124                      | CUSIP: 31418CPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8581734 | PA      | $7947340.04    | 0.00%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1071026100 | PA      | $869037217.90  | 0.38%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                   | CUSIP: 166764BD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8799000 | PA      | $8511298.48    | 0.00%             | 2025-11-17      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    7109000 | PA      | $6245459.75    | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794486                      | CUSIP: 31405NUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72947 | PA      | $73205.38      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1914354.09    | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61772BAB9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   22265000 | PA      | $19545921.61   | 0.01%             | 2027-05-04      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN0927                      | CUSIP: 3133G7A45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5658198 | PA      | $5080039.59    | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    5125000 | PA      | $4599094.85    | 0.00%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   21558000 | PA      | $17756812.38   | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4831                      | CUSIP: 3140QQLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11356722 | PA      | $10981441.81   | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   26240000 | PA      | $26069463.88   | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6070                      | CUSIP: 31419GW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     345417 | PA      | $343416.74     | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1710                      | CUSIP: 3132AD3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137446 | PA      | $131204.55     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0654                      | CUSIP: 3140XFWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34524855 | PA      | $29836000.13   | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    4730000 | PA      | $4133491.00    | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   11643000 | PA      | $11579161.31   | 0.01%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2542                      | CUSIP: 31418BZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1310248 | PA      | $1180861.02    | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BU2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1007381.05    | 0.00%             | 2025-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    5825000 | PA      | $4647889.48    | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4030                      | CUSIP: 3140QPPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34357999 | PA      | $33191266.40   | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   12848000 | PA      | $11957294.54   | 0.01%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   45010000 | PA      | $42624925.50   | 0.02%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RVR PROJ AGRIC            | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |    3235000 | PA      | $3157991.15    | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4657                        | CUSIP: 36202FE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     620146 | PA      | $620223.21     | 0.00%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 A4               | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5750000 | PA      | $5356792.58    | 0.00%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   35950000 | PA      | $25700198.44   | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3422                      | CUSIP: 31418CYU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1489944 | PA      | $1484357.64    | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAC0<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    9175000 | PA      | $8952600.57    | 0.00%             | 2025-08-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1156853.84    | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  257806000 | PA      | $241491726.95  | 0.11%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $7545713.64    | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 AM               | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2050000 | PA      | $1844535.88    | 0.00%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $5160614.49    | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $5905699.78    | 0.00%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1937                      | CUSIP: 3138AFEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     273319 | PA      | $281162.10     | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738374                      | CUSIP: 3620ASJT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     173358 | PA      | $174752.66     | 0.00%             | 2026-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14197                      | CUSIP: 3128MC3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     504782 | PA      | $486772.77     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844AF5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     539000 | PA      | $581993.33     | 0.00%             | 2037-05-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAA3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   14025000 | PA      | $13125529.35   | 0.01%             | 2025-06-17      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190338                      | CUSIP: 31368HLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     238789 | PA      | $243900.91     | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5240                      | CUSIP: 31417BZE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1229810 | PA      | $1196523.74    | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   13025000 | PA      | $11260871.99   | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1648                      | CUSIP: 3140XGZN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  137577943 | PA      | $116977406.62  | 0.05%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                      | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  390579147 | PA      | $320305990.44  | 0.14%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7512                      | CUSIP: 3132DVKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26346031 | PA      | $23604936.90   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8099                      | CUSIP: 3132DV7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59405474 | PA      | $50743644.89   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0409                      | CUSIP: 3138EGN34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     539147 | PA      | $523918.63     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53591                      | CUSIP: 3128KF7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1639 | PA      | $1736.37       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11135581.68   | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7775000 | PA      | $7177669.76    | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251730                      | CUSIP: 31371GST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        616 | PA      | $649.55        | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02408                      | CUSIP: 3128M4AH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     638157 | PA      | $641155.61     | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    5270000 | PA      | $4410185.90    | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | UNITED TECH CORP               | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   17252000 | PA      | $13433760.96   | 0.01%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    6175000 | PA      | $5326097.19    | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0036                      | CUSIP: 3138W9BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3746215 | PA      | $3505679.81    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ2245                      | CUSIP: 3138ATP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66232 | PA      | $63861.47      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5932                      | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2684486 | PA      | $2646084.09    | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02488                      | CUSIP: 3128M4CZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14627 | PA      | $15683.09      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40269                      | CUSIP: 3128K0JN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32606 | PA      | $33306.01      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726415                      | CUSIP: 31402EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15666 | PA      | $15942.68      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058HT3<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   17960000 | PA      | $16981108.70   | 0.01%             | 2025-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp                                                                      | KOHL'S CORP                    | CUSIP: 500255AV6<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1292563.58    | 0.00%             | 2045-07-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3876                      | CUSIP: 36179SJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2926333 | PA      | $2938428.49    | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6832                      | CUSIP: 31419HSW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     165888 | PA      | $171157.23     | 0.00%             | 2040-11-01      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9112240.62    | 0.00%             | 2025-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $722004.62     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   11185000 | PA      | $10183889.59   | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30684993.30   | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HAY3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1585566.85    | 0.00%             | 2025-09-29      | Fixed         | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A62998                      | CUSIP: 3128KTKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16891 | PA      | $17167.83      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBA3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6929000 | PA      | $6614592.47    | 0.00%             | 2027-01-29      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                           | GSMS 2019-GSA1 A4              | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5535000 | PA      | $4808044.72    | 0.00%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 756177                      | CUSIP: 31403SCN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22373 | PA      | $23272.47      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 AS               | CUSIP: 08162UBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3694586.80    | 0.00%             | 2052-01-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933895                      | CUSIP: 31412S7G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        521 | PA      | $518.43        | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD               | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    7960000 | PA      | $7271699.60    | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4201172.76    | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    4145000 | PA      | $4332391.64    | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                      | DISCOVER FIN SVS               | CUSIP: 254709AP3<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   18350000 | PA      | $17781468.37   | 0.01%             | 2026-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $12881505.63   | 0.01%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3087                      | CUSIP: 31418CND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8347042 | PA      | $7748031.59    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    9550000 | PA      | $8005090.77    | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4427                        | CUSIP: 36202E4L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     157908 | PA      | $167368.03     | 0.00%             | 2039-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   29210000 | PA      | $20620560.85   | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9816                      | CUSIP: 3140XD4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9001156 | PA      | $8295666.52    | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733583                      | CUSIP: 3620AL6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277779 | PA      | $279662.52     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20453507.80   | 0.01%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3726                      | CUSIP: 3133KKD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15003072 | PA      | $12245411.59   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4635                      | CUSIP: 3140X8EH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3298475 | PA      | $2716928.12    | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   10050000 | PA      | $8984028.16    | 0.00%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 A5              | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4725000 | PA      | $3793902.37    | 0.00%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A2                 | CUSIP: 3137FLYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4150000 | PA      | $3787827.84    | 0.00%             | 2031-03-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838690                      | CUSIP: 31407RXT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5337 | PA      | $5641.19       | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1863                      | CUSIP: 3132AEB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9499062 | PA      | $8756322.59    | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6879                      | CUSIP: 3138WGUD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4122866 | PA      | $3839358.35    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 AS              | CUSIP: 08162BBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3350000 | PA      | $2886630.35    | 0.00%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2442443.33    | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3074417.33    | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2089000 | PA      | $1396491.26    | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2014 ULC                                                           | CNOOC FIN 2014                 | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    5300000 | PA      | $4670578.04    | 0.00%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                              | PETROLEOS MEXICA               | CUSIP: 71654QBT8<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     475000 | PA      | $456121.70     | 0.00%             | 2025-04-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_22-2                  | GMCAR 2022-2 A4                | CUSIP: 362585AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     550000 | PA      | $524451.73     | 0.00%             | 2028-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286R6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  314542000 | PA      | $304565105.21  | 0.13%             | 2024-04-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_22-1                                               | BMWLT 2022-1 A4                | CUSIP: 05601XAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $1043108.33    | 0.00%             | 2025-05-27      | Fixed         | 1.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457782                      | CUSIP: 36208QRB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4598 | PA      | $4560.19       | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   17000000 | PA      | $14623224.39   | 0.01%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3661732.23    | 0.00%             | 2054-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5131                      | CUSIP: 3133KYVY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25463077 | PA      | $21411764.01   | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57957                      | CUSIP: 3132Y1ZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     223775 | PA      | $219385.62     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00665                      | CUSIP: 31292GW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2941 | PA      | $2951.08       | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3663                      | CUSIP: 31418DB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     262152 | PA      | $241914.65     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   10542000 | PA      | $7893065.49    | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $7150093.23    | 0.00%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                  | COMM 2014-CR15 B               | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     869000 | PA      | $841006.99     | 0.00%             | 2047-02-10      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   19825000 | PA      | $15819298.28   | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15236                      | CUSIP: 3128PUY97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     629218 | PA      | $625855.90     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: 2027A0HY8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     500000 | PA      | $460855.59     | 0.00%             | 2026-09-06      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4238                      | CUSIP: 31418DV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68002229 | PA      | $58174186.16   | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01800                      | CUSIP: 3132GE7M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     585714 | PA      | $633186.28     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3558439.86    | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BT7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $4446098.56    | 0.00%             | 2029-06-01      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 AS                 | CUSIP: 61692CBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     750000 | PA      | $581639.55     | 0.00%             | 2054-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908803                      | CUSIP: 31411HU40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95711 | PA      | $95359.23      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $9178005.14    | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8025                      | CUSIP: 3140QF4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9109276 | PA      | $7777685.29    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   12329000 | PA      | $10660158.64   | 0.00%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406FAC7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    9358000 | PA      | $8776177.11    | 0.00%             | 2026-05-04      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3749                      | CUSIP: 31417AEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108481 | PA      | $107482.88     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K745 A2                   | CUSIP: 3137H2NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2850000 | PA      | $2445303.42    | 0.00%             | 2028-08-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAA0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   19825000 | PA      | $18667304.06   | 0.01%             | 2025-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  593574000 | PA      | $320066259.99  | 0.14%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 816872                      | CUSIP: 31406QQZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61370 | PA      | $62682.56      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    2830000 | PA      | $2578820.32    | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8945000 | PA      | $8610654.51    | 0.00%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1269030.21    | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2013-GC15                                    | CGCMT 2013-GC15 AS             | CUSIP: 17321JAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1677928.56    | 0.00%             | 2046-09-10      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                                | BMARK 2019-B15 A5              | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1055000 | PA      | $919402.85     | 0.00%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8826                      | CUSIP: 31417VYY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23423 | PA      | $23288.51      | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A2                                   | DCENT 2022-A2 A                | CUSIP: 254683CS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21500000 | PA      | $20735864.20   | 0.01%             | 2027-05-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931997                      | CUSIP: 31412QNN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     397127 | PA      | $405484.11     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   15075000 | PA      | $13221004.59   | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1771353.96    | 0.00%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7313                      | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   27159321 | PA      | $24303860.50   | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   15696000 | PA      | $13612235.93   | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $4989884.58    | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8064                      | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10078771 | PA      | $9561627.48    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889982                      | CUSIP: 31410KXK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129320 | PA      | $133880.49     | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-TXB-C-BABS          | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |    7000000 | PA      | $7271393.50    | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWES COMPANIES                | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     267000 | PA      | $287015.63     | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3309                      | CUSIP: 36179RVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1327627 | PA      | $1214264.37    | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $866844.33     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                     | HUDSON PACIFIC                 | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2880406.35    | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745944                      | CUSIP: 31403DWD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     989285 | PA      | $1006738.19    | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   14576000 | PA      | $13678667.92   | 0.01%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3535000 | PA      | $3712827.86    | 0.00%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAJ8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   11815000 | PA      | $9662472.17    | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $4034998.40    | 0.00%             | 2031-05-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJR1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $46864133.50   | 0.02%             | 2025-04-22      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 713701                      | CUSIP: 31401N3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80252 | PA      | $78603.53      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4047263.77    | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA Inc                                                            | AMCOR FIN USA                  | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4212329.64    | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VAJ2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   16090000 | PA      | $13945321.91   | 0.01%             | 2029-03-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7958                      | CUSIP: 3138WHZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190308 | PA      | $187347.57     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | JPMCC 2017-JP5 A5              | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10950000 | PA      | $10225440.69   | 0.00%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BN6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    9350000 | PA      | $9589333.17    | 0.00%             | 2026-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523AV2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   21352000 | PA      | $20566741.13   | 0.01%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7504920.00    | 0.00%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16823                      | CUSIP: 3128MFYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3040588 | PA      | $2988204.61    | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   16533000 | PA      | $14707501.86   | 0.01%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $924699.70     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST JDOT_22-C                                                 | JDOT 2022-C A4                 | CUSIP: 47800BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2125000 | PA      | $2130419.18    | 0.00%             | 2029-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257363                      | CUSIP: 31371NZ40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7856 | PA      | $7845.62       | 0.00%             | 2023-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5342                      | CUSIP: 3138AW5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     131431 | PA      | $127293.38     | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    4355000 | PA      | $3673596.71    | 0.00%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    7247000 | PA      | $6756781.83    | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782573                      | CUSIP: 36241K2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     280409 | PA      | $284784.69     | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-TXB-S3           | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    7390000 | PA      | $9025327.93    | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   58000000 | PA      | $59852836.68   | 0.03%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK5185                      | CUSIP: 3138E9XP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     273217 | PA      | $278323.87     | 0.00%             | 2042-03-01      | Floating      | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ1441                      | CUSIP: 3138ASS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1034487 | PA      | $1001930.45    | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BE0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $9232697.36    | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BD5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2532871.91    | 0.00%             | 2024-02-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    9817000 | PA      | $9444721.30    | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C19566                      | CUSIP: 31293FTX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3048 | PA      | $3058.63       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 879304                      | CUSIP: 31409U3M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5539 | PA      | $5516.98       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                 | SPIRIT REALTY LP               | CUSIP: 84861TAE8<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |     445000 | PA      | $395536.18     | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995838                      | CUSIP: 31416CHP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     445775 | PA      | $463995.49     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00850                      | CUSIP: 3132GD5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     253567 | PA      | $251618.93     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40233                      | CUSIP: 3128K0HJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3432 | PA      | $3343.01       | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K731 A2                   | CUSIP: 3137F4WZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10100346 | PA      | $9848566.84    | 0.00%             | 2025-02-25      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   21100000 | PA      | $17914073.65   | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3334157.50    | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2733597.42    | 0.00%             | 2039-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3169294.68    | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                      | MSBAM 2014-C16 A5              | CUSIP: 61763MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2875000 | PA      | $2793431.08    | 0.00%             | 2047-06-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $12614074.07   | 0.01%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47221                      | CUSIP: 3128K8AW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6755 | PA      | $6774.18       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2185058.79    | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    5641000 | PA      | $5805296.16    | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7622                      | CUSIP: 3138WVPG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3935643 | PA      | $3557774.94    | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6037                      | CUSIP: 3140F1V74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     809100 | PA      | $753813.93     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35687                      | CUSIP: 31297RJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16449 | PA      | $16727.55      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154CC1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   10500000 | PA      | $9793045.29    | 0.00%             | 2026-05-26      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_21-1                                  | MBART 2021-1 A4                | CUSIP: 58772WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     600000 | PA      | $542610.78     | 0.00%             | 2027-12-15      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35652                      | CUSIP: 31297RH59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53045 | PA      | $53293.62      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3182                      | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8298201 | PA      | $7702622.33    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4751                      | CUSIP: 3140X8H59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15840059 | PA      | $14657900.81   | 0.01%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7450000 | PA      | $6133085.11    | 0.00%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                     | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5749500.04    | 0.00%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EU3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   13400000 | PA      | $12285905.37   | 0.01%             | 2025-04-29      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A1                   | CUSIP: 3137H13N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2673338 | PA      | $2224029.93    | 0.00%             | 2030-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   12400000 | PA      | $9127310.78    | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   15275000 | PA      | $9670160.29    | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4873                      | CUSIP: 3140F0MX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1503265 | PA      | $1400215.84    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DE4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     541000 | PA      | $423784.40     | 0.00%             | 2044-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697825                      | CUSIP: 36296QHA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1428419 | PA      | $1471353.11    | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9279                      | CUSIP: 3140GYJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1408742 | PA      | $1374857.86    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649518                      | CUSIP: 36292HSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8351 | PA      | $8724.72       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839466                      | CUSIP: 31407STX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15399 | PA      | $15244.57      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $9352167.50    | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7337                      | CUSIP: 3617BBEJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53518 | PA      | $52837.89      | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M2 A2                 | CUSIP: 3136AVKR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5364746 | PA      | $5017461.73    | 0.00%             | 2027-02-25      | Variable      | 2.76%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK ARPT-TXB-C-BABS          | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |    3375000 | PA      | $3969973.01    | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     800000 | PA      | $777646.25     | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   13396000 | PA      | $10953254.14   | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7188373 | PA      | $6576559.22    | 0.00%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   23009000 | PA      | $18129907.73   | 0.01%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30193                      | CUSIP: 31297KGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2842 | PA      | $2895.96       | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-REF-TXBL            | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   11425000 | PA      | $10755131.69   | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9851                      | CUSIP: 3138AP5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2197879 | PA      | $2211127.14    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55170                      | CUSIP: 3128KHW77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4788 | PA      | $4623.97       | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    6229000 | PA      | $5949695.25    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   40430000 | PA      | $36232485.84   | 0.02%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2554944.96    | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1724                      | CUSIP: 3140X44J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12067615 | PA      | $10767381.58   | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   41172000 | PA      | $33533917.13   | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-A1                                   | DCENT 2022-A1 A1               | CUSIP: 254683CR4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11500000 | PA      | $10793137.55   | 0.00%             | 2027-02-15      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   16361000 | PA      | $12929694.67   | 0.01%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6339002.46    | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08637                      | CUSIP: 3128MJV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1247130 | PA      | $1200376.65    | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $12802992.49   | 0.01%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 759090                      | CUSIP: 31403VKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2989 | PA      | $2976.31       | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   31700000 | PA      | $25603137.73   | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1838                      | CUSIP: 36179QBF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3304083 | PA      | $3100329.87    | 0.00%             | 2044-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K738 A2                   | CUSIP: 3137FTFK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1225000 | PA      | $1091753.08    | 0.00%             | 2027-01-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-1                              | AMCAR 2021-1 B                 | CUSIP: 03063FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1650000 | PA      | $1565740.61    | 0.00%             | 2026-10-19      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3                              | AMCAR 2021-3 C                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     950000 | PA      | $863789.50     | 0.00%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CAW9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   18954000 | PA      | $18765044.54   | 0.01%             | 2025-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252980                      | CUSIP: 31371H6R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6383 | PA      | $6588.87       | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2483642.46    | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CN6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   10000000 | PA      | $9442621.70    | 0.00%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1692129.66    | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562865                      | CUSIP: 31386GJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13680 | PA      | $14346.25      | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   14080000 | PA      | $15959070.05   | 0.01%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AU3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7466890.40    | 0.00%             | 2024-08-23      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753167                      | CUSIP: 31403MW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25967 | PA      | $26797.38      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   28714000 | PA      | $25481715.84   | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0208                      | CUSIP: 3138EGGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2113239 | PA      | $2125857.06    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50937                      | CUSIP: 3128KDBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8312 | PA      | $8281.12       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18537                      | CUSIP: 3128MMS38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     529685 | PA      | $503186.66     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1605081.98    | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CCD-REF            | CUSIP: 54438CYP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9600000 | PA      | $7676753.28    | 0.00%             | 2032-08-01      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAE3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15220030.35   | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q52319                      | CUSIP: 3132XUSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13747662 | PA      | $12759912.91   | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $6226598.01    | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3394                      | CUSIP: 3138A4XY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1374257 | PA      | $1335550.65    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04477                      | CUSIP: 3128M6JW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97741 | PA      | $106144.32     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FK7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   16120000 | PA      | $15352462.96   | 0.01%             | 2024-08-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06224                      | CUSIP: 3128M8G99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     834429 | PA      | $781053.71     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    7027000 | PA      | $6607169.85    | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 A5             | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9375000 | PA      | $8863695.94    | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | CAROLINA P & L                 | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    6345000 | PA      | $5322592.33    | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995676                      | CUSIP: 31416CCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     528520 | PA      | $525141.22     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1449                      | CUSIP: 36179NTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3414737 | PA      | $3304609.18    | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   12575000 | PA      | $11681259.67   | 0.01%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256712                      | CUSIP: 31371NDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48481 | PA      | $51001.38      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05507                      | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     681075 | PA      | $699345.23     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C3                                          | CFCRE 2016-C3 A3               | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3650000 | PA      | $3462212.98    | 0.00%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08823                      | CUSIP: 3128MJ4H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7202845 | PA      | $6675867.38    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BayCare Health System Inc                                                        | BAYCARE HEALTH                 | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1192776.78    | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1449                      | CUSIP: 3140X4TF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9631176 | PA      | $8885900.05    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4703491.49    | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0657                      | CUSIP: 3132ACWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3516322 | PA      | $3634749.46    | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAE7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7687055.52    | 0.00%             | 2025-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AR2<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1788029.14    | 0.00%             | 2025-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893885                      | CUSIP: 31410QCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5182 | PA      | $5324.77       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $3085885.32    | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $5760774.44    | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    5950000 | PA      | $5580703.02    | 0.00%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04774                      | CUSIP: 3128M6T73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     764014 | PA      | $756158.94     | 0.00%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    7340000 | PA      | $5977047.51    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40452                      | CUSIP: 3128K0QD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32685 | PA      | $33386.78      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2570039.31    | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711072                      | CUSIP: 36297F6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     696259 | PA      | $700972.03     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | TRUIST BANK                    | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   23944000 | PA      | $19333187.96   | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | THOMAS J UNIV                  | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $3743700.26    | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AZ7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2503354.25    | 0.00%             | 2026-02-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   17789000 | PA      | $14708040.19   | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    3850000 | PA      | $3522597.16    | 0.00%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2857378.56    | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37483                      | CUSIP: 31297TJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30688 | PA      | $31347.57      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05205                      | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1633474 | PA      | $1672713.03    | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785GS9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   15100000 | PA      | $14325207.83   | 0.01%             | 2025-02-10      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4386                      | CUSIP: 31418D2U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28869688 | PA      | $23449360.39   | 0.01%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1660                      | CUSIP: 3140X4Z25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14466707 | PA      | $13781417.86   | 0.01%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISC ELEC POWER                | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     150000 | PA      | $155137.47     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4202                      | CUSIP: 3138AVU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     540247 | PA      | $505695.44     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A4              | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11485455 | PA      | $10476218.88   | 0.00%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC35                                    | CGCMT 2015-GC35 A3             | CUSIP: 17324KAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1800000 | PA      | $1711728.54    | 0.00%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $6493686.08    | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781496                      | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     382664 | PA      | $399166.31     | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995930                      | CUSIP: 31416CLK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     676992 | PA      | $683831.79     | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4205                      | CUSIP: 31418DU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64530880 | PA      | $56014216.71   | 0.02%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3870                      | CUSIP: 31418DJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24188467 | PA      | $20756266.33   | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18569                      | CUSIP: 3128MMT37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1069648 | PA      | $1016129.55    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | KELLOGG CO                     | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   10475000 | PA      | $9743758.27    | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY6069                      | CUSIP: 3138YKW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        271 | PA      | $248.33        | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K069 A2                   | CUSIP: 3137FBU79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13875000 | PA      | $13126388.25   | 0.01%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   13848000 | PA      | $11993338.19   | 0.01%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    9021000 | PA      | $7726941.88    | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709698                      | CUSIP: 31401JNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13103 | PA      | $13384.07      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EL3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   16550000 | PA      | $16168653.74   | 0.01%             | 2024-01-30      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JR6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   45925000 | PA      | $42990559.21   | 0.02%             | 2025-01-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAB5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    4113000 | PA      | $3885609.67    | 0.00%             | 2025-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU5014                      | CUSIP: 3138X4SC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3309018 | PA      | $3096904.80    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05195                      | CUSIP: 3128M7C87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70050 | PA      | $70954.78      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0283                      | CUSIP: 31418MJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          3 | PA      | $3.50          | 0.00%             | 2024-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD AUTO TRUST FITAT_19-1                                                | FITAT 2019-1 A4                | CUSIP: 31680YAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1056320 | PA      | $1055792.29    | 0.00%             | 2026-11-16      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90765                      | CUSIP: 31335HZ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2409 | PA      | $2408.43       | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A2                 | CUSIP: 3137FL2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3300000 | PA      | $3064853.22    | 0.00%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725232                      | CUSIP: 31402CVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3696463 | PA      | $3761707.59    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   19348000 | PA      | $18123882.61   | 0.01%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   15873000 | PA      | $13826863.79   | 0.01%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616475                      | CUSIP: 36290S2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33190 | PA      | $32913.61      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2480                      | CUSIP: 31418BXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2558016 | PA      | $2513498.64    | 0.00%             | 2035-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    7525000 | PA      | $5355620.31    | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_20-4                    | GMCAR 2020-4 A4                | CUSIP: 36260KAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     685000 | PA      | $637634.17     | 0.00%             | 2026-02-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2679                      | CUSIP: 36179Q6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8046119 | PA      | $7826197.96    | 0.00%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C22                                         | WFRBS 2014-C22 A5              | CUSIP: 92890KBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7572000 | PA      | $7281752.37    | 0.00%             | 2057-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp                                                                   | NEWMARKET CORP                 | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3943153.35    | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1971000 | PA      | $1641757.04    | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NQ0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    6295000 | PA      | $6198842.99    | 0.00%             | 2025-05-24      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    4285000 | PA      | $3133430.80    | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649473                      | CUSIP: 36292HQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36354 | PA      | $38433.34      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256349                      | CUSIP: 31371MWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84491 | PA      | $89430.63      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    9312000 | PA      | $9042034.22    | 0.00%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783382                      | CUSIP: 36241LXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     269171 | PA      | $270992.71     | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    1000000 | PA      | $1249362.15    | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $13116621.03   | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD FINL                  | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $8685147.12    | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61761JVL0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $23931122.01   | 0.01%             | 2024-10-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAN2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    9856000 | PA      | $9718294.43    | 0.00%             | 2024-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                        | APTIV PLC                      | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    4825000 | PA      | $3649262.77    | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $12085263.04   | 0.01%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33171                      | CUSIP: 31297NQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6406 | PA      | $6543.70       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   18730000 | PA      | $17658897.98   | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE5069                      | CUSIP: 3140FQT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3467500 | PA      | $3125676.75    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4039                      | CUSIP: 3140J8PZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3675899 | PA      | $3611697.37    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254549                      | CUSIP: 31371KWJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10410 | PA      | $11147.17      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08615                      | CUSIP: 3128MJVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4558190 | PA      | $4260125.78    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25873198 | PA      | $25485918.73   | 0.01%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8570                      | CUSIP: 3132A9QX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1817321 | PA      | $1724727.48    | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4292                        | CUSIP: 36202EXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      76896 | PA      | $82979.05      | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5828                      | CUSIP: 3140X9PN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33914592 | PA      | $32559073.42   | 0.01%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGT6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   13580000 | PA      | $12768432.04   | 0.01%             | 2025-02-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $4046375.44    | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7535                      | CUSIP: 3132DVLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  109941962 | PA      | $94531726.91   | 0.04%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   19300000 | PA      | $19020194.58   | 0.01%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FS7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   14550000 | PA      | $14423856.30   | 0.01%             | 2024-09-27      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735497                      | CUSIP: 31402RDA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42699 | PA      | $42272.61      | 0.00%             | 2035-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   13776000 | PA      | $11014020.42   | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698096                      | CUSIP: 36296QRR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     197488 | PA      | $198823.54     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00765                      | CUSIP: 31292GZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3646 | PA      | $3670.46       | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AE1<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3357240.35    | 0.00%             | 2047-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8115                      | CUSIP: 3132DWAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2127234 | PA      | $1888553.26    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18561                      | CUSIP: 3128MMTT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     818880 | PA      | $777895.54     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5018                      | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20335490 | PA      | $18451191.10   | 0.01%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13075000 | PA      | $13027788.01   | 0.01%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   16672000 | PA      | $14234995.57   | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $6335817.52    | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAU6<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    3695000 | PA      | $3438834.44    | 0.00%             | 2024-11-22      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254831                      | CUSIP: 31371LA82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19011 | PA      | $19204.68      | 0.00%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M2 A                  | CUSIP: 3136AMLX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4801046 | PA      | $4606392.48    | 0.00%             | 2024-12-25      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                    | JPMCC 2013-C16 ASB             | CUSIP: 46641BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     168986 | PA      | $167821.23     | 0.00%             | 2046-12-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G0W66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   38890000 | PA      | $36899804.25   | 0.02%             | 2024-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57210                      | CUSIP: 3128KLAK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12608 | PA      | $13027.57      | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AK5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1021692.08    | 0.00%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   19095000 | PA      | $15964423.63   | 0.01%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1130                      | CUSIP: 3138WAHG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     166672 | PA      | $163214.44     | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720893                      | CUSIP: 3620A63A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1199206 | PA      | $1238719.16    | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8302                      | CUSIP: 3140XCGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6448791 | PA      | $6139551.61    | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   18553000 | PA      | $16178527.69   | 0.01%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45752                      | CUSIP: 3132WKMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     277639 | PA      | $270050.07     | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   11105000 | PA      | $9737295.43    | 0.00%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7957433.10    | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   13379483 | NS      | $1337814534.27 | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   13280000 | PA      | $7588775.52    | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BN6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1872219.14    | 0.00%             | 2024-08-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   26275000 | PA      | $20001352.14   | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 A2                | CUSIP: 3136B56M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10813344 | PA      | $9554773.71    | 0.00%             | 2029-08-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBS4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    9578000 | PA      | $8374282.07    | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5118                      | CUSIP: 3133KYVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32870002 | PA      | $28004288.11   | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9800000 | PA      | $8893670.91    | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AM9<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   21892000 | PA      | $21387599.56   | 0.01%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    4471000 | PA      | $3955123.86    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17200000 | PA      | $11051249.57   | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   17230000 | PA      | $16308342.32   | 0.01%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   30947000 | PA      | $29726944.54   | 0.01%             | 2026-07-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 634288                      | CUSIP: 31389SUM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5593 | PA      | $6004.35       | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9232                      | CUSIP: 3140E2HJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4283811 | PA      | $4070239.49    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5504                      | CUSIP: 3140JADJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2182688 | PA      | $2158461.50    | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   23035000 | PA      | $19949814.42   | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03830                      | CUSIP: 31292LHF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179379 | PA      | $175206.91     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2364774.65    | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CA ST HLTH FACS AUTH           | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |     800000 | PA      | $707490.72     | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4050                        | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219099 | PA      | $226314.32     | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02793                      | CUSIP: 3128M4NJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     434341 | PA      | $436585.57     | 0.00%             | 2037-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                   | CUSIP: 166764BX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7286000 | PA      | $6547805.36    | 0.00%             | 2027-05-11      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    7875000 | PA      | $7510209.29    | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                  | COMM 2014-CR15 ASB             | CUSIP: 12591RAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     232457 | PA      | $230060.57     | 0.00%             | 2047-02-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  181972500 | PA      | $171679680.47  | 0.07%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $5010185.44    | 0.00%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| New York City Transitional Finance Authority Future Tax Secured Revenue          | NYC FIN AUTH                   | CUSIP: 64971M4P4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3800000 | PA      | $3900381.94    | 0.00%             | 2037-08-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                                  | COMM 2014-CR17 B               | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     955000 | PA      | $911123.48     | 0.00%             | 2047-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                  | PERKINELMER INC                | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1565996.74    | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01883                      | CUSIP: 3128LXCU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     375415 | PA      | $377242.25     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    9489000 | PA      | $8431445.64    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1921                      | CUSIP: 31419CD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18935 | PA      | $18400.40      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13434730.74   | 0.01%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    6133000 | PA      | $5355539.77    | 0.00%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13997                      | CUSIP: 3128MCUW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     819194 | PA      | $815300.32     | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Louisiana Gasoline & Fuels Tax Revenue                                  | LA ST-A-REF                    | CUSIP: 546475VT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1300000 | PA      | $980627.05     | 0.00%             | 2041-05-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3425000 | PA      | $3318395.68    | 0.00%             | 2043-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12478                      | CUSIP: 31296LXF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12679 | PA      | $12943.75      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   39692000 | PA      | $38149970.56   | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 892457                      | CUSIP: 31410NQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16162 | PA      | $17645.77      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CN2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   10325000 | PA      | $9325312.75    | 0.00%             | 2025-09-01      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K726 A2                   | CUSIP: 3137BYPQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5377732 | PA      | $5238765.37    | 0.00%             | 2024-04-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16616                      | CUSIP: 3132J7YN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29477576 | PA      | $26642708.76   | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT3737                      | CUSIP: 3138WREK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7366026 | PA      | $6658722.88    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAK4<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    6647000 | PA      | $6187344.99    | 0.00%             | 2026-06-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   47086000 | PA      | $38461788.04   | 0.02%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4897                      | CUSIP: 3140F0NP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1175081 | PA      | $1094222.97    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2841                      | CUSIP: 31418CEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4636573 | PA      | $4056490.78    | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   12550000 | PA      | $11337331.78   | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14120                      | CUSIP: 3128MCYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     402219 | PA      | $399934.13     | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    5717000 | PA      | $5236118.95    | 0.00%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2278423.66    | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C17                              | JPMBB 2013-C17 B               | CUSIP: 46640UAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1162500 | PA      | $1126818.92    | 0.00%             | 2047-01-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMWARE INC                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   16300000 | PA      | $12358095.21   | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    5750000 | PA      | $4921384.46    | 0.00%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55192                      | CUSIP: 3128KHXV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17149 | PA      | $17517.29      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8133                      | CUSIP: 3132DWBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59937688 | PA      | $46018370.40   | 0.02%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   12795000 | PA      | $14098530.80   | 0.01%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C15                                         | WFRBS 2013-C15 AS              | CUSIP: 92938CAF4<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |     660000 | PA      | $632122.00     | 0.00%             | 2046-08-15      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 822609                      | CUSIP: 31406W3S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5050 | PA      | $5034.95       | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3              | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15787606 | PA      | $13691417.66   | 0.01%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4714                      | CUSIP: 3140X8GY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12920025 | PA      | $11117426.10   | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    7161000 | PA      | $6807115.63    | 0.00%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                    | COMM 2014-CR14 AM              | CUSIP: 12630DBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2725000 | PA      | $2654959.05    | 0.00%             | 2047-02-10      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4448655.95    | 0.00%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888218                      | CUSIP: 31410FYP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111652 | PA      | $113749.22     | 0.00%             | 2037-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRNSP DIST-BABS           | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2050000 | PA      | $2249305.92    | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8856000 | PA      | $9229516.06    | 0.00%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4600                      | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  153220484 | PA      | $139576168.85  | 0.06%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1675                      | CUSIP: 3140Q82H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1711218 | PA      | $1536400.96    | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0578                      | CUSIP: 3138EGUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     437880 | PA      | $424108.83     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05254JAA8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   11515000 | PA      | $11554884.85   | 0.01%             | 2025-12-08      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08792                      | CUSIP: 3128MJ3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15151902 | PA      | $14063774.17   | 0.01%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K126 A2                   | CUSIP: 3137FXYV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17640000 | PA      | $14725021.75   | 0.01%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0154                      | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10450103 | PA      | $9804775.90    | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6997                      | CUSIP: 3138EPX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14621706 | PA      | $14489378.18   | 0.01%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4544587.92    | 0.00%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   10937000 | PA      | $9085068.41    | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                               | STORE CAPITAL                  | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1143347.93    | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24235                      | CUSIP: 31297BV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3860 | PA      | $3910.33       | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | BMARK 2019-B14 A5              | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4215000 | PA      | $3705197.44    | 0.00%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8599                      | CUSIP: 3138WJRV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23929993 | PA      | $22432525.54   | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CQ0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6424119.32    | 0.00%             | 2025-03-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                               | JPMDB 2016-C2 AS               | CUSIP: 46590LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1136731.88    | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HG5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1958396.38    | 0.00%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB42<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   19450000 | PA      | $16306630.07   | 0.01%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                  | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $10862964.01   | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C16                                         | WFRBS 2013-C16 AS              | CUSIP: 92938EAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2530000 | PA      | $2497425.24    | 0.00%             | 2046-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CL2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   39564000 | PA      | $38627100.35   | 0.02%             | 2025-07-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41731                      | CUSIP: 3128K14Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9294 | PA      | $9489.16       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $7676423.65    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4725598.02    | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AZ2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5257183.02    | 0.00%             | 2026-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENWC0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   14980000 | PA      | $14568739.08   | 0.01%             | 2024-05-03      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   14545000 | PA      | $11077306.62   | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $2821496.81    | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $5106853.12    | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4122579.06    | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $3681665.04    | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4761                      | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55585766 | PA      | $54832929.48   | 0.02%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RB1                                   | WFCM 2017-RB1 A5               | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10000000 | PA      | $9263495.00    | 0.00%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Alameda County Joint Powers Authority                                            | ALAMEDA JT PWRS-A-TXB          | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2105000 | PA      | $2532055.87    | 0.00%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BM4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4282543.64    | 0.00%             | 2026-02-06      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3523                      | CUSIP: 36179R4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     927601 | PA      | $931427.79     | 0.00%             | 2046-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A28344                      | CUSIP: 31297GHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9091 | PA      | $9558.37       | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $933691.21     | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK7766                      | CUSIP: 3138ECTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5169999 | PA      | $4837934.73    | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18485                      | CUSIP: 3128MMRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2551706 | PA      | $2387341.35    | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8443000 | PA      | $8539492.94    | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  537870000 | PA      | $349783584.38  | 0.15%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XAU0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    2275000 | PA      | $1774667.10    | 0.00%             | 2043-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3978                      | CUSIP: 3140X7M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5908349 | PA      | $5602781.78    | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41047                      | CUSIP: 3128K1EU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4755 | PA      | $4856.23       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    9952000 | PA      | $8068706.71    | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   11555000 | PA      | $10349073.86   | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    3628000 | PA      | $3233309.41    | 0.00%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2388956.67    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 A4                 | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11660000 | PA      | $10417654.98   | 0.00%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $2248983.78    | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   32350000 | PA      | $31514803.55   | 0.01%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1016                      | CUSIP: 31418ADW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     256120 | PA      | $247752.01     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC21                                    | CGCMT 2014-GC21 AAB            | CUSIP: 17322MAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      85247 | PA      | $83911.55      | 0.00%             | 2047-05-10      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3495696.05    | 0.00%             | 2025-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738904                      | CUSIP: 3620AS3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     186146 | PA      | $186535.72     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    4792000 | PA      | $4760145.85    | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16646                      | CUSIP: 3128MFTB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119738 | PA      | $117569.14     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBE8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    5000000 | PA      | $4949244.55    | 0.00%             | 2025-07-03      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AP5<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1916293.28    | 0.00%             | 2025-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2446                      | CUSIP: 36179QWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5290245 | PA      | $5145741.37    | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    8524000 | PA      | $7321741.46    | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  221253000 | PA      | $202481054.72  | 0.09%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    7280000 | PA      | $4546828.40    | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   50421000 | PA      | $50560113.56   | 0.02%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735496                      | CUSIP: 31402RC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21402 | PA      | $21935.50      | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   16519000 | PA      | $14746173.82   | 0.01%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    7265000 | PA      | $6765950.88    | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 29444GAJ6<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    1860000 | PA      | $1996000.71    | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K134 A2                   | CUSIP: 3137H4CD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9600000 | PA      | $8015892.48    | 0.00%             | 2031-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4324000 | PA      | $2880911.18    | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VAG8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   42000000 | PA      | $37906815.66   | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 AS              | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3425000 | PA      | $2773678.37    | 0.00%             | 2055-01-15      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   27060000 | PA      | $28107208.20   | 0.01%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8075000 | PA      | $7291927.60    | 0.00%             | 2030-03-20      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  793220000 | PA      | $793343900.96  | 0.35%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  874646500 | PA      | $688100844.90  | 0.30%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  496756000 | PA      | $498463598.75  | 0.22%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   19650000 | PA      | $16515714.17   | 0.01%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7353                      | CUSIP: 3140E0E35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1657337 | PA      | $1547327.48    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VF Corp                                                                          | VF CORP                        | CUSIP: 918204BA5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6381365.34    | 0.00%             | 2025-04-23      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4278                      | CUSIP: 31418DXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55230092 | PA      | $47938190.41   | 0.02%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737031                      | CUSIP: 3620AQY49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     247482 | PA      | $247971.99     | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp                                                                      | KOHL'S CORP                    | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    3279000 | PA      | $2302008.83    | 0.00%             | 2031-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2016                      | CUSIP: 3138EJG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     263666 | PA      | $265418.02     | 0.00%             | 2042-06-01      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10500000 | PA      | $7051922.33    | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 1/23                    | CUSIP: 21H050615<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20479000 | PA      | $20290208.19   | 0.01%             | 2023-01-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 A5               | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2725000 | PA      | $2588410.19    | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | WFCM 2017-RC1 A4               | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   15275000 | PA      | $14244126.91   | 0.01%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K728 A2                   | CUSIP: 3137FBTA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17713462 | PA      | $17233774.82   | 0.01%             | 2024-08-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562395                      | CUSIP: 36213RXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24038 | PA      | $24307.41      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2.5 1/23                  | CUSIP: 01F022410<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -16925000 | PA      | $-15518109.38  | -0.01%            | 2023-01-17      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   16425000 | PA      | $15222131.22   | 0.01%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-1A                                   | EART 2022-1A C                 | CUSIP: 30167JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1240540.60    | 0.00%             | 2028-06-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8107                      | CUSIP: 3132DWAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   71310598 | PA      | $61005389.09   | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12860000 | PA      | $10445298.38   | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 847753                      | CUSIP: 31408CZS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14383 | PA      | $14388.34      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14785                      | CUSIP: 31296PJ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24971 | PA      | $26363.60      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   39455000 | PA      | $38918488.94   | 0.02%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616010                      | CUSIP: 36290SKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15559 | PA      | $15299.80      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18470                      | CUSIP: 3128MMQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4076525 | PA      | $3813982.84    | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7107                      | CUSIP: 3140HL3R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     952013 | PA      | $909502.46     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                            | UBSCM 2017-C2 AS               | CUSIP: 90276CAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1389426.98    | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBSCM 2017-C3 AS               | CUSIP: 90276GAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2595766.51    | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR               | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $5389914.64    | 0.00%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4626                      | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77146456 | PA      | $72601989.98   | 0.03%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8712                      | CUSIP: 3138WJVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19327574 | PA      | $17900659.52   | 0.01%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4705932.33    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4837                      | CUSIP: 3138A6LT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     183838 | PA      | $187838.34     | 0.00%             | 2041-02-01      | Floating      | 2.23%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   32700000 | PA      | $21821099.46   | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  431045000 | PA      | $384370930.15  | 0.17%             | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 897490                      | CUSIP: 31410UC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9754 | PA      | $9715.03       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5876                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2066736 | PA      | $1989573.10    | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | CREDIT SUISSE                  | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   27406000 | PA      | $24383205.63   | 0.01%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    9550000 | PA      | $5779012.80    | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     954000 | PA      | $989543.44     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    4766000 | PA      | $3528740.16    | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED               | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $10964561.25   | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 AS              | CUSIP: 05493MAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1075000 | PA      | $819081.63     | 0.00%             | 2054-09-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5232                        | CUSIP: 36202FY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9384391 | PA      | $8876599.35    | 0.00%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734023                      | CUSIP: 3620AMPG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     714931 | PA      | $703019.29     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 872819                      | CUSIP: 31409JVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33484 | PA      | $34963.69      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AP9<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $8569544.90    | 0.00%             | 2025-10-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254766                      | CUSIP: 31371K6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1088679 | PA      | $1098035.10    | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP               | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    2735000 | PA      | $2331901.07    | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 B                  | CUSIP: 61692CBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     450000 | PA      | $343720.58     | 0.00%             | 2054-06-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    6840000 | PA      | $4986093.24    | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    7715000 | PA      | $7126087.51    | 0.00%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                                                  | YAMANA GOLD INC                | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $2995202.20    | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA5806                      | CUSIP: 31416PNY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     839275 | PA      | $795702.35     | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4769                      | CUSIP: 3132A5JN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2327560 | PA      | $2221822.00    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KJ9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   37650000 | PA      | $37047382.01   | 0.02%             | 2026-03-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1795375.48    | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6038                      | CUSIP: 3140X9V85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22599913 | PA      | $21014589.72   | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5636000 | PA      | $5484755.69    | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781830                      | CUSIP: 36241KA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     726239 | PA      | $739078.91     | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $4698682.01    | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5133                      | CUSIP: 3140X8V38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34672366 | PA      | $33531482.28   | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  761161000 | PA      | $611307428.13  | 0.27%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0221                      | CUSIP: 36179MG61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1027300 | PA      | $999227.53     | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3597                      | CUSIP: 31418C7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3623217 | PA      | $3358142.51    | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2336936.92    | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $11154048.63   | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08650                      | CUSIP: 3128MJWL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6610386 | PA      | $6171832.47    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3042                      | CUSIP: 3138EKLY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16661 | PA      | $16588.18      | 0.00%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6688334.65    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAS8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $3425301.30    | 0.00%             | 2025-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_20-B                                   | NAROT 2020-B A4                | CUSIP: 65479CAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     600000 | PA      | $578447.40     | 0.00%             | 2027-02-16      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-C            | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5270000 | PA      | $4096682.98    | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2H5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   56150000 | PA      | $53173376.76   | 0.02%             | 2025-10-30      | Variable      | 2.41%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $6039000.95    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17766817.80   | 0.01%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3938                      | CUSIP: 31418DLU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2958591 | PA      | $2818209.55    | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $7589102.62    | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VAE3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $17120874.60   | 0.01%             | 2025-03-15      | Fixed         | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   13919000 | PA      | $11266472.73   | 0.00%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  579832000 | PA      | $528462479.76  | 0.23%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CS1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4265000 | PA      | $4072096.61    | 0.00%             | 2025-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    7279000 | PA      | $7875936.67    | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $7812958.80    | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7706                      | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   83373403 | PA      | $74592832.63   | 0.03%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832649                      | CUSIP: 31407KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18572 | PA      | $18644.99      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03805                      | CUSIP: 31292LGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8950052 | PA      | $8385727.58    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $8702694.90    | 0.00%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1544825.11    | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    7600000 | PA      | $7136930.78    | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    8975000 | PA      | $8412887.22    | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555880                      | CUSIP: 31385XQ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2483135 | PA      | $2536272.35    | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   26215000 | PA      | $32067900.10   | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1719                      | CUSIP: 3138EH4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1260748 | PA      | $1182791.16    | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4937                      | CUSIP: 31417BPX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3078263 | PA      | $2934507.19    | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO               | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $785763.24     | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8981892.42    | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    5780000 | PA      | $6229415.92    | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3453446.52    | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   21340000 | PA      | $15732151.45   | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01665                      | CUSIP: 31283HZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1487323 | PA      | $1497867.77    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7226                      | CUSIP: 3140XBA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23760329 | PA      | $22861799.07   | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $19671611.61   | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3210                      | CUSIP: 31418CR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41372928 | PA      | $38402971.90   | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    6800000 | PA      | $6104818.12    | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $4683725.95    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41068                      | CUSIP: 3128K1FH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133635 | PA      | $134257.95     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BV2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $6907179.82    | 0.00%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    8195000 | PA      | $6632855.66    | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2789337.06    | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    2575000 | PA      | $2454799.85    | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   21900000 | PA      | $15987292.58   | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    7000000 | PA      | $6200544.14    | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BP7<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195463.29     | 0.00%             | 2024-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    4570000 | PA      | $4350265.03    | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J0820                      | CUSIP: 3128LU4D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33163 | PA      | $33584.89      | 0.00%             | 2038-01-01      | Floating      | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     650000 | PA      | $520199.86     | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8776                      | CUSIP: 3138ETXE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     358045 | PA      | $333430.49     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   14500000 | PA      | $11081218.86   | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    6648000 | PA      | $5878969.40    | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05X7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   86500000 | PA      | $78003451.00   | 0.03%             | 2025-08-25      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11925000 | PA      | $9157150.14    | 0.00%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAN8<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   19521000 | PA      | $19393766.42   | 0.01%             | 2024-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0247                      | CUSIP: 3140EUHZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     928489 | PA      | $898076.81     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $5446675.08    | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   57447000 | PA      | $47116009.56   | 0.02%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6284                      | CUSIP: 36179U6V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     182442 | PA      | $169420.70     | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                        | HCP Inc                        | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    1496000 | PA      | $1538693.91    | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AE4<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    4040000 | PA      | $3792197.91    | 0.00%             | 2025-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00078                      | CUSIP: 3132GDCP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3028316 | PA      | $3004975.44    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3719028.60    | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $6852548.91    | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3                                    | EART 2021-3A B                 | CUSIP: 30166AAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1754866 | PA      | $1726779.46    | 0.00%             | 2026-01-15      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $3584298.09    | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $4515301.80    | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4785                      | CUSIP: 31418EJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72117847 | PA      | $71126507.89   | 0.03%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6690000 | PA      | $6163308.01    | 0.00%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8512                      | CUSIP: 3132D6N55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17393172 | PA      | $15509643.00   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKL2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    7775000 | PA      | $7617309.24    | 0.00%             | 2024-03-18      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EC3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    2250000 | PA      | $2211230.72    | 0.00%             | 2024-02-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01513                      | CUSIP: 31283HVE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129144 | PA      | $138293.48     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0833                      | CUSIP: 3138Y14T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3443590 | PA      | $3217055.31    | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5822                      | CUSIP: 3140JAPG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1977958 | PA      | $1776256.41    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                        | HCP Inc                        | CUSIP: 40414LAM1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    2596000 | PA      | $2499057.55    | 0.00%             | 2025-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01315                      | CUSIP: 31283HN84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4047 | PA      | $4165.92       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8805                      | CUSIP: 3138ETYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2874306 | PA      | $2710990.16    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CBA1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $3982650.71    | 0.00%             | 2031-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8136                      | CUSIP: 3132D6BD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50917509 | PA      | $44192640.10   | 0.02%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                                          | FORDO 2022-B A3                | CUSIP: 34534LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3425000 | PA      | $3335946.92    | 0.00%             | 2026-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0518                      | CUSIP: 31417YSG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     675754 | PA      | $645832.58     | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6820                      | CUSIP: 36179VSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25896667 | PA      | $23241585.09   | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8188                      | CUSIP: 3132DWCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  204192149 | PA      | $167102401.36  | 0.07%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-B                                          | FORDO 2020-B A3                | CUSIP: 34533GAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1880099 | PA      | $1858867.18    | 0.00%             | 2024-10-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    7473000 | PA      | $6421233.24    | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08702                      | CUSIP: 3128MJX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4583848 | PA      | $4269198.98    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2403026.22    | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   10038000 | PA      | $8780073.47    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1326                      | CUSIP: 3140XGPL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12355998 | PA      | $10723422.24   | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4777                      | CUSIP: 36179TJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11592216 | PA      | $10537659.48   | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07239                      | CUSIP: 3128M9LU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2327697 | PA      | $2139923.18    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   19695000 | PA      | $16974813.65   | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   24482000 | PA      | $19764380.29   | 0.01%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745311                      | CUSIP: 3620C1AL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2052886 | PA      | $1999557.24    | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1390                      | CUSIP: 3128NHRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61258 | PA      | $61798.59      | 0.00%             | 2036-12-01      | Floating      | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 898103                      | CUSIP: 31410UX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17296 | PA      | $17380.29      | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                                              | DENTSPLY SIRONA                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5383636.64    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7138                      | CUSIP: 36179V4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9557430 | PA      | $8850277.71    | 0.00%             | 2051-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890755                      | CUSIP: 31410LTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1740318 | PA      | $1612614.99    | 0.00%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B22 Mortgage Trust                                                | BMARK 2020-B22 A5              | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14350000 | PA      | $11387202.86   | 0.00%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FK8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2735358.19    | 0.00%             | 2024-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13767                      | CUSIP: 3128MCMQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93289 | PA      | $92135.42      | 0.00%             | 2025-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    6150000 | PA      | $6000851.86    | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1859                      | CUSIP: 3132AEB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23884462 | PA      | $24405344.00   | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $9221724.10    | 0.00%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1                    | GMCAR 2021-1 A3                | CUSIP: 36261LAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2609883 | PA      | $2519178.33    | 0.00%             | 2025-10-16      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3429                      | CUSIP: 3138EKY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3022710 | PA      | $2988775.55    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AD7<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    7180000 | PA      | $7005542.59    | 0.00%             | 2025-11-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8135                      | CUSIP: 3132DWBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27440965 | PA      | $23393806.71   | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888569                      | CUSIP: 31410GFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20812 | PA      | $21027.23      | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0909                      | CUSIP: 3140HEAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5110720 | PA      | $4883323.48    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class AA Pass Through Trust                             | AM AIRLN 17-1 AA               | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2054500 | PA      | $1832406.58    | 0.00%             | 2030-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2134                      | CUSIP: 3140XHLQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9691347 | PA      | $8840344.06    | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBL8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1888969.78    | 0.00%             | 2025-02-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1040670000 | PA      | $883756528.60  | 0.39%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6913                      | CUSIP: 3140XAVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3407637 | PA      | $3172790.29    | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDK9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   15626000 | PA      | $14805361.70   | 0.01%             | 2026-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $16611872.73   | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTVACO CORP                  | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3376181.19    | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                  | CUSIP: 95040QAG9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   10990000 | PA      | $10753667.74   | 0.00%             | 2024-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4398                      | CUSIP: 31418D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  170024330 | PA      | $139152094.25  | 0.06%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   46115000 | PA      | $42694424.03   | 0.02%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C26                                   | WFCM 2015-C26 ASB              | CUSIP: 94989CAY7<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-MBS          | CORP              | US        |    1613530 | PA      | $1571280.91    | 0.00%             | 2048-02-15      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                          | SIERRA PAC POWER               | CUSIP: 826418BM6<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    5175000 | PA      | $4799412.11    | 0.00%             | 2026-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JD9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   52600000 | PA      | $47899722.39   | 0.02%             | 2025-07-25      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR8982                      | CUSIP: 3138W66U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5728201 | PA      | $5177494.52    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 447857                      | CUSIP: 31380RQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        375 | PA      | $364.06        | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   22540000 | PA      | $17652035.33   | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   18041000 | PA      | $14396451.53   | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08715                      | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3755758 | PA      | $3374221.12    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3295729.61    | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  274674700 | PA      | $220126007.56  | 0.10%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A17903                      | CUSIP: 31296SX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2685 | PA      | $2783.49       | 0.00%             | 2034-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1515 A2                 | CUSIP: 3137FTZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13000000 | PA      | $9930416.60    | 0.00%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95257                      | CUSIP: 312943ZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1398737 | PA      | $1308861.53    | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9869                      | CUSIP: 3138ER6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4738598 | PA      | $4408367.02    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    7867000 | PA      | $7511420.33    | 0.00%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $32252600.40   | 0.01%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4718                      | CUSIP: 3132A5G33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9971348 | PA      | $9538639.01    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 770325                      | CUSIP: 31404JYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14369 | PA      | $14726.27      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3210314.18    | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257132                      | CUSIP: 31371NSV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27970 | PA      | $28031.30      | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1435000 | PA      | $1384466.79    | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1223                      | CUSIP: 36179NLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21688455 | PA      | $19655812.89   | 0.01%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357752                      | CUSIP: 31376KL95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        870 | PA      | $877.04        | 0.00%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5376                      | CUSIP: 31417B6N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1270887 | PA      | $1204783.07    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1056                      | CUSIP: 3140JHE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     984349 | PA      | $947034.41     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   41877000 | PA      | $35207010.67   | 0.02%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15204                      | CUSIP: 3128PUX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     310750 | PA      | $309092.04     | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6631                      | CUSIP: 3140KELM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23022254 | PA      | $19046018.36   | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAY7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6817875.75    | 0.00%             | 2024-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1762                      | CUSIP: 36179N5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5598104 | PA      | $5621193.50    | 0.00%             | 2044-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    6425000 | PA      | $5407138.46    | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class AA Pass Through Trust                               | UNTD AIR 16-1 AA               | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   17392014 | PA      | $15374413.00   | 0.01%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564458                      | CUSIP: 36213UB33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5059 | PA      | $4845.87       | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    8500000 | PA      | $7334968.75    | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   14777000 | PA      | $13571562.97   | 0.01%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  521835000 | PA      | $488731092.19  | 0.21%             | 2024-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   14735000 | PA      | $11421704.99   | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AQ6652                      | CUSIP: 36189XL93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3270323 | PA      | $3059504.79    | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   10630000 | PA      | $10028125.68   | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8487                      | CUSIP: 36179XNC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12033581 | PA      | $11084829.41   | 0.00%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13743                      | CUSIP: 3132HQEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4005704 | PA      | $3592938.03    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $9005104.42    | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02698                      | CUSIP: 3128M4KK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85794 | PA      | $92406.62      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AFBC0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   25000000 | PA      | $24420175.00   | 0.01%             | 2024-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726411                      | CUSIP: 3620ADAL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7761 | PA      | $7754.09       | 0.00%             | 2024-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $4575701.74    | 0.00%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67715                      | CUSIP: 3132XCSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19353391 | PA      | $19303750.00   | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $4964463.30    | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1840                      | CUSIP: 36179QBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1633845 | PA      | $1640584.47    | 0.00%             | 2044-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $3729147.49    | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91785                      | CUSIP: 3129396W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128160 | PA      | $127752.89     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781988                      | CUSIP: 36241KF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     600994 | PA      | $596059.88     | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $3923258.13    | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENER               | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    3840000 | PA      | $3938475.65    | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A1                   | CUSIP: 3137H73Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1992418 | PA      | $1763974.98    | 0.00%             | 2055-04-25      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    9714000 | PA      | $8659155.96    | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8068                      | CUSIP: 3132D56D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15543962 | PA      | $13492589.92   | 0.01%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8069                      | CUSIP: 3132DV6E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12201969 | PA      | $11227689.70   | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08705                      | CUSIP: 3128MJYB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1393606 | PA      | $1252039.22    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535704                      | CUSIP: 31384WDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3395 | PA      | $3447.56       | 0.00%             | 2030-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   16571000 | PA      | $15152006.71   | 0.01%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1276                      | CUSIP: 3138XQM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2878537 | PA      | $2777661.43    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4426                      | CUSIP: 36179S4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3961353 | PA      | $3847481.18    | 0.00%             | 2032-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   22018000 | PA      | $14757274.08   | 0.01%             | 2051-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $16350563.81   | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   24344000 | PA      | $18528455.27   | 0.01%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5122                      | CUSIP: 3133KYVP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16639656 | PA      | $14617556.94   | 0.01%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   28750000 | PA      | $21092620.35   | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE9757                      | CUSIP: 31419LZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     435676 | PA      | $423409.85     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7097                      | CUSIP: 3140HL3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29010 | PA      | $29007.63      | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   10500000 | PA      | $9262111.64    | 0.00%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   13700000 | PA      | $10754691.66   | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91787                      | CUSIP: 3128P76Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4887702 | PA      | $4719777.84    | 0.00%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   11356000 | PA      | $10106249.15   | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4437                      | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  161136180 | PA      | $131877185.39  | 0.06%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   27500000 | PA      | $23769864.25   | 0.01%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $3913794.80    | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4733                      | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   75555320 | PA      | $72945820.20   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     800000 | PA      | $802090.86     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   11460000 | PA      | $10967622.48   | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4978                      | CUSIP: 3138EMQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     309417 | PA      | $322050.01     | 0.00%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1574870.56    | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13085                      | CUSIP: 3128MBUJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        432 | PA      | $429.72        | 0.00%             | 2023-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5970000 | PA      | $5913076.41    | 0.00%             | 2024-01-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4512                      | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  212112166 | PA      | $180158464.73  | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5527803.58    | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A43854                      | CUSIP: 3128K4H73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3963 | PA      | $4047.68       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    1104000 | PA      | $950982.12     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759088                      | CUSIP: 36230UCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2324568 | PA      | $2264127.90    | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8231                      | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53925812 | PA      | $52104263.13   | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $12232702.46   | 0.01%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55196                      | CUSIP: 3128KHXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26154 | PA      | $27315.60      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    9500000 | PA      | $7318336.40    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4396                      | CUSIP: 3140QP3E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23730291 | PA      | $22946116.19   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAN7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3584000 | PA      | $3330439.53    | 0.00%             | 2025-04-24      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  438125000 | PA      | $374665310.13  | 0.16%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0855                      | CUSIP: 3140Q75R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3056690 | PA      | $2829103.50    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-B                                    | TAOT 2022-B A4                 | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     875000 | PA      | $827290.89     | 0.00%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   16250000 | PA      | $14731545.89   | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | JPMCC 2015-JP1 A5              | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2825000 | PA      | $2694567.77    | 0.00%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EL3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   16905000 | PA      | $16414764.13   | 0.01%             | 2024-07-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01857                      | CUSIP: 3128LXB25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     197992 | PA      | $198555.28     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CH7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8027982.88    | 0.00%             | 2024-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22224                      | CUSIP: 31296YPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102324 | PA      | $102693.68     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   28725000 | PA      | $22338143.03   | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0799                      | CUSIP: 3138LQ3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     282478 | PA      | $264984.71     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   12756000 | PA      | $10909851.80   | 0.00%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2281798.32    | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256985                      | CUSIP: 31371NNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     210326 | PA      | $226226.28     | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | JPMCC 2016-JP3 A5              | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9250000 | PA      | $8423918.58    | 0.00%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   22828000 | PA      | $23704958.85   | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | KONINKLIJKE                    | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |    2123000 | PA      | $2111703.16    | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  840335000 | PA      | $711789963.45  | 0.31%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    5760000 | PA      | $5276397.89    | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $4640775.85    | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q43428                      | CUSIP: 3132WGY27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1557386 | PA      | $1399388.77    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LEXINGTON REALTY               | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4545009.60    | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $6765825.59    | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2920033.10    | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8336                      | CUSIP: 3128UGUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46622 | PA      | $48457.22      | 0.00%             | 2041-06-01      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AS8<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1865000 | PA      | $1324307.78    | 0.00%             | 2049-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K749 AM                   | CUSIP: 3137H74Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1800000 | PA      | $1570015.26    | 0.00%             | 2055-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6925                      | CUSIP: 3138WGVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1193116 | PA      | $1140015.12    | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737946                      | CUSIP: 3620ARZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191924 | PA      | $184356.72     | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    9575000 | PA      | $8062417.33    | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK9637                      | CUSIP: 3140HPV79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55566 | PA      | $51422.01      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3899985.30    | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    3305000 | PA      | $3222400.22    | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4288                      | CUSIP: 3138X3XS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9051842 | PA      | $8842334.75    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725762                      | CUSIP: 31402DJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     354992 | PA      | $358769.06     | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06929                      | CUSIP: 3128M9A69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1104790 | PA      | $1096493.62    | 0.00%             | 2038-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $5886173.68    | 0.00%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    9075000 | PA      | $8099158.17    | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    8010000 | PA      | $5925977.02    | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   15575000 | PA      | $14762190.59   | 0.01%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3713                        | CUSIP: 36202EDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54245 | PA      | $57651.10      | 0.00%             | 2035-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   21700000 | PA      | $17086816.53   | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $37034886.60   | 0.02%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60187                      | CUSIP: 31335AF45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5267417 | PA      | $4746986.48    | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2879                      | CUSIP: 31418CFV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2429750 | PA      | $2332043.62    | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBC5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6035789.21    | 0.00%             | 2024-08-16      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $13692510.88   | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753837                      | CUSIP: 31403NPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50085 | PA      | $50311.05      | 0.00%             | 2033-12-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $2921109.93    | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839309                      | CUSIP: 31407SN24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35279 | PA      | $35419.51      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   12670000 | PA      | $12374644.44   | 0.01%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4397084.90    | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4400                      | CUSIP: 31418D3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16482754 | PA      | $14541141.53   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AU1<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4891262.60    | 0.00%             | 2025-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-3                    | GMCAR 2022-3 A4                | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1400000 | PA      | $1357958.56    | 0.00%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995674                      | CUSIP: 31416CCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     319274 | PA      | $335430.19     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255226                      | CUSIP: 31371LPK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30828 | PA      | $29964.11      | 0.00%             | 2024-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    8058000 | PA      | $7677343.95    | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J21162                      | CUSIP: 31306YJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     915689 | PA      | $875325.02     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 780061                      | CUSIP: 31404VTS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20422 | PA      | $20814.50      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 987367                      | CUSIP: 31415RZ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38538 | PA      | $41454.12      | 0.00%             | 2038-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8102                      | CUSIP: 3140HNAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2268472 | PA      | $2165701.55    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 784049                      | CUSIP: 31405BBS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18264 | PA      | $18326.63      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3786                      | CUSIP: 3140J8F40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5773744 | PA      | $5393510.74    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10683324.80   | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baptist Health South Florida Obligated Group                                     | BAPTIST HEALTH                 | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2046592.28    | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2426057 | PA      | $2467522.14    | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of Tucson AZ                                                                | TUCSON AZ-A-TXBL-COPS          | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3330000 | PA      | $2225200.91    | 0.00%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254986                      | CUSIP: 31371LF38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5358 | PA      | $5245.86       | 0.00%             | 2023-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    7693000 | PA      | $6580038.23    | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1110572.91    | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555432                      | CUSIP: 31385XA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     264275 | PA      | $269929.17     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4512                      | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1774579 | PA      | $1757615.46    | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893282                      | CUSIP: 31410PM75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13026 | PA      | $14223.07      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13519                      | CUSIP: 3128MCDY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14790 | PA      | $14739.45      | 0.00%             | 2024-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $5125704.82    | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $5575282.48    | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $6130658.57    | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    7850000 | PA      | $7714761.06    | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    4945000 | PA      | $5222077.40    | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_22-C                                    | TAOT 2022-C A3                 | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3200000 | PA      | $3108335.68    | 0.00%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RQ25<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3337087.95    | 0.00%             | 2024-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90925                      | CUSIP: 3128P7A29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11997 | PA      | $12070.25      | 0.00%             | 2025-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15010000 | PA      | $8867775.61    | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    6875000 | PA      | $6145754.86    | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9346909.99    | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                       | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   11041000 | PA      | $10683261.99   | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM7731                      | CUSIP: 3131Y2SU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1198441 | PA      | $1143943.39    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC29                                    | CGCMT 2015-GC29 B              | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2937000 | PA      | $2690282.90    | 0.00%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR8558                      | CUSIP: 3138W6QL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83831 | PA      | $80100.61      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CR7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4910000 | PA      | $4825544.27    | 0.00%             | 2024-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2243                      | CUSIP: 3138EJP51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     499844 | PA      | $482141.88     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7767                      | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  123542799 | PA      | $107397670.00  | 0.05%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATIONA               | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     300000 | PA      | $234740.62     | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   16045000 | PA      | $12969350.96   | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZAT          | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3000000 | PA      | $2308317.30    | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2909000 | PA      | $2687924.55    | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   25738000 | PA      | $21456696.04   | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 911617                      | CUSIP: 31411LYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47671 | PA      | $50270.12      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3211                      | CUSIP: 31418CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11559686 | PA      | $11069008.87   | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   26000000 | PA      | $27045090.02   | 0.01%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190302                      | CUSIP: 31368HKP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50754 | PA      | $54101.69      | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  304190000 | PA      | $271679693.75  | 0.12%             | 2025-12-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3798                        | CUSIP: 36202EGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      81586 | PA      | $86721.98      | 0.00%             | 2035-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    8100000 | PA      | $7263819.99    | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   32824000 | PA      | $28773459.32   | 0.01%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0217                      | CUSIP: 3140XFG39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82973005 | PA      | $69764349.94   | 0.03%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4566                      | CUSIP: 3140QCCC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153126 | PA      | $141314.24     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60919                      | CUSIP: 31335BAU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13705197 | PA      | $13475287.27   | 0.01%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3258462 | PA      | $2847163.47    | 0.00%             | 2033-07-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    1448000 | PA      | $1231326.09    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18508                      | CUSIP: 3128MMR62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1066285 | PA      | $1016449.94    | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8488                      | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14493167 | PA      | $13738845.49   | 0.01%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07851                      | CUSIP: 3128MABU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1659406 | PA      | $1614077.94    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535908                      | CUSIP: 31384WKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1492 | PA      | $1483.03       | 0.00%             | 2031-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1000                      | CUSIP: 31418NDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35708 | PA      | $35502.87      | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605300                      | CUSIP: 36200NNR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      14396 | PA      | $14205.99      | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $7186477.85    | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENDING                                                                          | EART 2022-3A C                 | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1725000 | PA      | $1689631.81    | 0.00%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                              | JPMBB 2015-C30 ASB             | CUSIP: 46644UBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1638787 | PA      | $1599411.52    | 0.00%             | 2048-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7436                      | CUSIP: 31417EHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5784933 | PA      | $5189913.02    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 A4              | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3675000 | PA      | $3427017.62    | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8112                      | CUSIP: 3138ETAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11234464 | PA      | $10563592.54   | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   47000000 | PA      | $36143049.82   | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12317487.30   | 0.01%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3174947.36    | 0.00%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2561                      | CUSIP: 31418BZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1779550 | PA      | $1700311.68    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A65310                      | CUSIP: 3128KV3T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29012 | PA      | $29493.47      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8241000 | PA      | $7787515.49    | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA UNIV REVENUE-B              | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4275000 | PA      | $3627006.62    | 0.00%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    5000000 | PA      | $3974669.90    | 0.00%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 898417                      | CUSIP: 31410VDW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44109 | PA      | $46718.47      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01864                      | CUSIP: 3128LXB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     244956 | PA      | $245650.27     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2123778.06    | 0.00%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH7467                      | CUSIP: 3140GWJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1133877 | PA      | $1052802.19    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   26750000 | PA      | $25402012.13   | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FM0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   43180000 | PA      | $41698349.55   | 0.02%             | 2025-05-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $3753989.91    | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2906                      | CUSIP: 3140XJGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19765317 | PA      | $19493534.21   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AS7<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    2045000 | PA      | $1865302.27    | 0.00%             | 2045-09-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   28230000 | PA      | $27847523.87   | 0.01%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1610                      | CUSIP: 3140XGYG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19288994 | PA      | $17685368.35   | 0.01%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    6353000 | PA      | $4692020.03    | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3240                      | CUSIP: 3140QAS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     991211 | PA      | $1003953.24    | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    9585000 | PA      | $8920631.54    | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6346571.24    | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 AS               | CUSIP: 46648KAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1775000 | PA      | $1586026.05    | 0.00%             | 2050-10-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   37960000 | PA      | $34065428.89   | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $4541967.71    | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAC4<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    2938000 | PA      | $2925065.69    | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE LEASE TRUST BMWLT_21-2                                               | BMWLT 2021-2 A3                | CUSIP: 09690AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6749214 | PA      | $6599244.05    | 0.00%             | 2024-12-26      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188417.99     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1065                      | CUSIP: 36179NFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     552272 | PA      | $519549.97     | 0.00%             | 2028-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC33                                    | CGCMT 2015-GC33 A4             | CUSIP: 29425AAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3375000 | PA      | $3209078.93    | 0.00%             | 2058-09-10      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 3.5 1/23                  | CUSIP: 01F032419<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23825000 | PA      | $22819882.81   | 0.01%             | 2023-01-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   12370000 | PA      | $12467834.33   | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2C6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   24710000 | PA      | $24391805.13   | 0.01%             | 2024-01-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4121                      | CUSIP: 3140QPSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7339196 | PA      | $6904975.80    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97970                      | CUSIP: 3129462B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     413820 | PA      | $410633.22     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    8897000 | PA      | $7696751.46    | 0.00%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048AT5<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    2114000 | PA      | $1963806.87    | 0.00%             | 2026-04-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   15650000 | PA      | $13348993.80   | 0.01%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5716                      | CUSIP: 31417CK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1679263 | PA      | $1600929.27    | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4037300.24    | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748AX0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $4101888.32    | 0.00%             | 2025-03-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | DISCOVER BANK                  | CUSIP: 25466AAE1<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    6203000 | PA      | $5933071.18    | 0.00%             | 2026-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   15965000 | PA      | $13790849.74   | 0.01%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9416                      | CUSIP: 3138ERPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1854372 | PA      | $1807356.10    | 0.00%             | 2031-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_19-A                                          | FORDO 2019-A A4                | CUSIP: 34533FAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1263760 | PA      | $1261218.21    | 0.00%             | 2024-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08242                      | CUSIP: 3128MJHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112932 | PA      | $114808.11     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE SYS INC                  | CUSIP: 00724FAC5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   11108000 | PA      | $10793665.82   | 0.00%             | 2025-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842406                      | CUSIP: 31407V3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21978 | PA      | $22065.66      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256075                      | CUSIP: 31371MMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67059 | PA      | $68526.20      | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   68291000 | PA      | $54422250.65   | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MA TRN FD-RZEDB                | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3750000 | PA      | $3871476.38    | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7655000 | PA      | $6497353.33    | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952436                      | CUSIP: 31413QSZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     541316 | PA      | $540107.03     | 0.00%             | 2037-09-01      | Floating      | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A43710                      | CUSIP: 3128K4DP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10044 | PA      | $10259.70      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   13096000 | PA      | $16097302.38   | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   25739000 | PA      | $24170154.41   | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU2625                      | CUSIP: 3138X14K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3580555 | PA      | $3426134.72    | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    2775000 | PA      | $2707408.38    | 0.00%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3811885.04    | 0.00%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13969                      | CUSIP: 31296NMS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38574 | PA      | $39402.38      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $14368569.29   | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14388                      | CUSIP: 3128MDCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30637 | PA      | $30605.29      | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   27000000 | PA      | $25963899.84   | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $5558153.02    | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    7275000 | PA      | $5984338.54    | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAB0<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   10545000 | PA      | $10378771.47   | 0.00%             | 2026-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA6931                      | CUSIP: 3140EBVZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     138736 | PA      | $129209.05     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5157756.54    | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8386                      | CUSIP: 36178GJ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2344313 | PA      | $2277383.20    | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725425                      | CUSIP: 31402C4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3645615 | PA      | $3723590.11    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4468882.83    | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09949                      | CUSIP: 3132GVL67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1437143 | PA      | $1289169.23    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K104 A2                   | CUSIP: 3137FREH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20560000 | PA      | $17802883.44   | 0.01%             | 2030-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |   15000000 | PA      | $13286558.25   | 0.01%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 797494                      | CUSIP: 31405R7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29435 | PA      | $29142.34      | 0.00%             | 2035-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 A3               | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9000000 | PA      | $8286849.90    | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    5147000 | PA      | $5237369.22    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST BMWOT_20-A                                               | BMWOT 2020-A A4                | CUSIP: 09661RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400000 | PA      | $380794.20     | 0.00%             | 2027-04-26      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AF8<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    5910000 | PA      | $5751501.25    | 0.00%             | 2024-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4668966.09    | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK34                                                                  | BANK 2021-BN34 A5              | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7875000 | PA      | $6370089.86    | 0.00%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7738                      | CUSIP: 31417ES44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2736673 | PA      | $2455279.31    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783069                      | CUSIP: 36241LMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1930621 | PA      | $1965228.56    | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKC8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4904184.20    | 0.00%             | 2025-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA-AX-TXBL                | CUSIP: 91412GU94<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   14321000 | PA      | $13772030.24   | 0.01%             | 2025-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $19288618.48   | 0.01%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828X70<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  280940000 | PA      | $271063217.17  | 0.12%             | 2024-04-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   12790000 | PA      | $10322085.47   | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $2385173.96    | 0.00%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   16506000 | PA      | $16693559.82   | 0.01%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888029                      | CUSIP: 31410FSS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     880998 | PA      | $933344.76     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7863966.20    | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8816                      | CUSIP: 3138ETYN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     388091 | PA      | $380011.72     | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 AS              | CUSIP: 065402BF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2050000 | PA      | $1819700.54    | 0.00%             | 2062-05-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2705                      | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11948399 | PA      | $10734738.32   | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   12261000 | PA      | $11914247.15   | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBL2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    8862000 | PA      | $7934675.27    | 0.00%             | 2025-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   17575000 | PA      | $13576358.14   | 0.01%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                      | MSBAM 2015-C26 A5              | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2825000 | PA      | $2667003.97    | 0.00%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $2092473.25    | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU0956                      | CUSIP: 3138X0B23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     460525 | PA      | $437331.67     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAS8<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   11442000 | PA      | $10930201.17   | 0.00%             | 2025-01-10      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7015082.19    | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2462                      | CUSIP: 3133A8WX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3256456 | PA      | $2891455.73    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V60983                      | CUSIP: 3132KFCU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28461 | PA      | $27146.24      | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-D                                     | WOART 2021-D A4                | CUSIP: 98163KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2600000 | PA      | $2360779.98    | 0.00%             | 2027-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01820                      | CUSIP: 3128LXAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2947533 | PA      | $2986899.51    | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 865746                      | CUSIP: 31409AZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        712 | PA      | $750.71        | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAB9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   25864000 | PA      | $24726030.81   | 0.01%             | 2026-03-24      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17286                      | CUSIP: 3128PXCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     393972 | PA      | $371616.12     | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    1875000 | PA      | $1554893.96    | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   18175000 | PA      | $18554593.24   | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02168                      | CUSIP: 3128LXMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59791 | PA      | $63663.01      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   15856000 | PA      | $15070257.82   | 0.01%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781038                      | CUSIP: 36225BEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6495 | PA      | $6741.87       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02562                      | CUSIP: 3128M4FB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38799 | PA      | $41071.47      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CU2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   18860000 | PA      | $17612773.49   | 0.01%             | 2026-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2283                      | CUSIP: 3138EJRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     308239 | PA      | $291386.59     | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08125                      | CUSIP: 3128MJD72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24938 | PA      | $26020.14      | 0.00%             | 2036-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569712                      | CUSIP: 36200Q3V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      37665 | PA      | $38166.98      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2471                      | CUSIP: 3133KHW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2700956 | PA      | $2494853.19    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z50007                      | CUSIP: 3132FEAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61185 | PA      | $59982.86      | 0.00%             | 2024-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50942                      | CUSIP: 3128KDBK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11463 | PA      | $11596.64      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | TPG SPECIALTY LE               | CUSIP: 87265KAF9<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2696317.23    | 0.00%             | 2024-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07029                      | CUSIP: 3128M9EA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3644431 | PA      | $3573135.67    | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81873                      | CUSIP: 3132L7CJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     504313 | PA      | $485405.28     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                    | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $5802018.04    | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5639557.68    | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3021565.23    | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08045                      | CUSIP: 3128MJBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45247 | PA      | $45457.38      | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   35238000 | PA      | $30477044.21   | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1571                      | CUSIP: 31418AW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     824016 | PA      | $795108.17     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5616                      | CUSIP: 3138A7G28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1742259 | PA      | $1687543.62    | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_19-4                                           | ALLYA 2019-4 A4                | CUSIP: 02007TAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1250000 | PA      | $1236632.38    | 0.00%             | 2025-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2033598.64    | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6473                      | CUSIP: 3138WGFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1815128 | PA      | $1635673.89    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256083                      | CUSIP: 31371MM87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51310 | PA      | $52375.86      | 0.00%             | 2026-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3053                        | CUSIP: 36202DMA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16485 | PA      | $16639.16      | 0.00%             | 2031-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0487                      | CUSIP: 3138LQRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3375370 | PA      | $3028485.22    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1584                      | CUSIP: 3133KGXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6783910 | PA      | $6081248.90    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14456716.20   | 0.01%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   14153000 | PA      | $11144698.33   | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| VERIZON MASTER TRUST VZMT_21-1                                                   | VZMT 2021-1 A                  | CUSIP: 92348KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28975000 | PA      | $27243309.13   | 0.01%             | 2027-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6912926.50    | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3187                      | CUSIP: 31418CRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8077143 | PA      | $7479856.47    | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1459                      | CUSIP: 31418ATR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9816480 | PA      | $9204194.30    | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AE1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    6030000 | PA      | $5940161.44    | 0.00%             | 2024-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582BD3<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   30500000 | PA      | $29561554.65   | 0.01%             | 2025-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3823737.28    | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $8001336.48    | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    3055000 | PA      | $3080781.85    | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C27                              | JPMBB 2015-C27 ASB             | CUSIP: 46644ABG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1801842 | PA      | $1749674.28    | 0.00%             | 2048-02-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10330168.20   | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU LANGONE HOSP               | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4775000 | PA      | $3954397.48    | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256393                      | CUSIP: 31371MXW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15800 | PA      | $16725.97      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15917000 | PA      | $14966515.23   | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18818                      | CUSIP: 3128PYYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6440576 | PA      | $6156953.38    | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE9140                      | CUSIP: 31419LEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     156884 | PA      | $162803.95     | 0.00%             | 2040-12-01      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_20-1                              | COPAR 2022-2 A3                | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3950000 | PA      | $3859065.47    | 0.00%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $8478408.00    | 0.00%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9827                      | CUSIP: 3138AP4M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     184706 | PA      | $191442.80     | 0.00%             | 2041-11-01      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   12210000 | PA      | $11061757.56   | 0.00%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4490002.94    | 0.00%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    4507000 | PA      | $3981530.72    | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 AS               | CUSIP: 95000YBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575000 | PA      | $1415067.26    | 0.00%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FINL                | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    6363000 | PA      | $6780003.34    | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   14950000 | PA      | $12454760.53   | 0.01%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    3150000 | PA      | $2053506.89    | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust 2017-C1                                          | CCUBS 2017-C1 A3               | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000000 | PA      | $911989.80     | 0.00%             | 2050-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                      | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36864000 | PA      | $37099446.68   | 0.02%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2745510.80    | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327M3E2<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   17870000 | PA      | $17474965.42   | 0.01%             | 2025-08-08      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJX9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6066000 | PA      | $5964171.27    | 0.00%             | 2024-05-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $5912722.99    | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733459                      | CUSIP: 3620ALZY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     627662 | PA      | $631080.55     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8362                      | CUSIP: 3138WJJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10175027 | PA      | $9531451.22    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719230                      | CUSIP: 3620A5A74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     664960 | PA      | $666269.75     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                                         | MSC 2015-UBS8 A4               | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3525000 | PA      | $3314079.51    | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765210                      | CUSIP: 31404DDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109657 | PA      | $112383.73     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3611                      | CUSIP: 3138WDAM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5221583 | PA      | $4924810.90    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889211                      | CUSIP: 31410G3U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117453 | PA      | $118735.93     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | MSBAM 2015-C27 A4              | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2175000 | PA      | $2062472.68    | 0.00%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3191                      | CUSIP: 3140XJRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6833481 | PA      | $6878877.12    | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04773                      | CUSIP: 3128M6T65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1589805 | PA      | $1563620.58    | 0.00%             | 2038-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   24500000 | PA      | $21459566.91   | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1776                      | CUSIP: 3132AD6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     543880 | PA      | $501355.69     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   41399000 | PA      | $39876096.80   | 0.02%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5645                      | CUSIP: 3138WFHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     576182 | PA      | $544161.01     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88935                      | CUSIP: 3129354U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1060957 | PA      | $1054422.88    | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11210                      | CUSIP: 3128PQKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153694 | PA      | $150684.14     | 0.00%             | 2024-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    3770000 | PA      | $4145203.78    | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CD6<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    3500000 | PA      | $3191051.68    | 0.00%             | 2025-09-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63307A2M6<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6701258.20    | 0.00%             | 2024-11-15      | Variable      | 0.55%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   47495000 | PA      | $41466568.41   | 0.02%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1518381.90    | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDM5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $22001373.46   | 0.01%             | 2025-12-15      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4957947.70    | 0.00%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734827                      | CUSIP: 31402QLG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15554 | PA      | $15229.73      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    8765000 | PA      | $8302991.07    | 0.00%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60440                      | CUSIP: 31335APZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13734939 | PA      | $12767033.77   | 0.01%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   24982000 | PA      | $23196883.46   | 0.01%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAE9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    5000000 | PA      | $4681302.35    | 0.00%             | 2025-05-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0466                      | CUSIP: 31416HQU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1438796 | PA      | $1429931.25    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    5965000 | PA      | $5690875.20    | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K039 A2                   | CUSIP: 3137BDCW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500000 | PA      | $2439361.50    | 0.00%             | 2024-07-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                | BMARK 2020-B21 A5              | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5950000 | PA      | $4732938.81    | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   21175000 | PA      | $18362125.49   | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   11816000 | PA      | $10821912.71   | 0.00%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4562                      | CUSIP: 31418EB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  102005778 | PA      | $83236806.63   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18581                      | CUSIP: 3128MMUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2216089 | PA      | $2077627.05    | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $8617121.63    | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5097940.50    | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254497                      | CUSIP: 31371KUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31933 | PA      | $33271.45      | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TFS9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196779.90     | 0.00%             | 2024-01-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9111                      | CUSIP: 3138ERDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     352558 | PA      | $345988.02     | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   12550000 | PA      | $9604144.15    | 0.00%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   25000000 | PA      | $23181458.00   | 0.01%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1457                      | CUSIP: 3140XGTP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15139389 | PA      | $12403223.22   | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Weibo Corp                                                                       | WEIBO CORP                     | CUSIP: 948596AD3<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    8375000 | PA      | $8116837.61    | 0.00%             | 2024-07-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   13542000 | PA      | $11606047.60   | 0.01%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10410101.79   | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05814                      | CUSIP: 3128M7YK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     459529 | PA      | $464815.72     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251335                      | CUSIP: 31371GEG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2274 | PA      | $2332.02       | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1779                      | CUSIP: 3131XU6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9475268 | PA      | $8503686.27    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37175                      | CUSIP: 31297S6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93151 | PA      | $93580.15      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256233                      | CUSIP: 31371MSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75008 | PA      | $79418.29      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                                | CI FINANCIAL CO                | CUSIP: 125491AP5<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    9500000 | PA      | $5639792.42    | 0.00%             | 2051-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M9 A2                 | CUSIP: 3136ATYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13991645 | PA      | $12988371.63   | 0.01%             | 2026-06-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD                   | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |     467000 | PA      | $442203.72     | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12273                      | CUSIP: 3128PRQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3554 | PA      | $3537.61       | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2862                      | CUSIP: 3138EKFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     683810 | PA      | $660451.83     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $3270627.78    | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0595                      | CUSIP: 3132DMUU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8104346 | PA      | $7258412.07    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888956                      | CUSIP: 31410GTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     524571 | PA      | $566192.60     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818DR6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6303000 | PA      | $6211689.57    | 0.00%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   54800000 | PA      | $46999464.96   | 0.02%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JICA                           | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    8400000 | PA      | $7777435.43    | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4414                      | CUSIP: 31418D3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  117228827 | PA      | $99925055.35   | 0.04%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2806                      | CUSIP: 3138EKDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     380287 | PA      | $382377.50     | 0.00%             | 2039-08-01      | Floating      | 3.09%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7082879.60    | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828XZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  179285000 | PA      | $172617839.06  | 0.08%             | 2025-06-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1887                      | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14237346 | PA      | $12747853.60   | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5225000 | PA      | $5265043.09    | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   90000000 | PA      | $93304692.00   | 0.04%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7368872.50    | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A3                 | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3025000 | PA      | $2802755.67    | 0.00%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1225                      | CUSIP: 36179NLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     614584 | PA      | $587584.24     | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01552                      | CUSIP: 31292HWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69713 | PA      | $70206.81      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5234                        | CUSIP: 36202FY75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     645722 | PA      | $662707.19     | 0.00%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5817                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61673 | PA      | $59369.22      | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769HX5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   47800000 | PA      | $46626435.91   | 0.02%             | 2024-02-28      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    7685000 | PA      | $6108915.09    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54095                      | CUSIP: 3128KGRQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31817 | PA      | $32500.16      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 449303                      | CUSIP: 31380TDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4661 | PA      | $5002.48       | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6662                      | CUSIP: 3140XAML3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9374569 | PA      | $8427571.75    | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   16325000 | PA      | $15408060.67   | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $2890246.72    | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4970                      | CUSIP: 3138EMQY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     409852 | PA      | $421894.68     | 0.00%             | 2043-09-01      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc / Omnicom Capital Inc                                          | OMNICOM GP/OMNI                | CUSIP: 68217FAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14726000 | PA      | $14139898.87   | 0.01%             | 2026-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M20 A2                | CUSIP: 3136B9WE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     800000 | PA      | $650938.96     | 0.00%             | 2029-10-25      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    9000000 | PA      | $7967740.95    | 0.00%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607GAP9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   10625000 | PA      | $10368535.03   | 0.00%             | 2024-04-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   19000000 | PA      | $14781051.14   | 0.01%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PAM7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    8955000 | PA      | $8840415.40    | 0.00%             | 2026-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    6650000 | PA      | $5553231.06    | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BV2<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    7665000 | PA      | $7464795.34    | 0.00%             | 2025-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04591                      | CUSIP: 3128M6NG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70042 | PA      | $70998.88      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2550000 | PA      | $1650592.31    | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02045                      | CUSIP: 3128LXHW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14262 | PA      | $14111.52      | 0.00%             | 2035-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7099                      | CUSIP: 31417D3H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     812821 | PA      | $729347.41     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | PORT OF MORROW OR TRA          | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3275000 | PA      | $2320352.24    | 0.00%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582BF8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   28387000 | PA      | $24866859.56   | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8450000 | PA      | $6658707.15    | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $8030652.14    | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4263                      | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22134903 | PA      | $21531315.48   | 0.01%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ0881                      | CUSIP: 3138YR6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2152519 | PA      | $2007141.91    | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18631                      | CUSIP: 3128MMVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9226030 | PA      | $8543919.95    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048AZ1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   18000000 | PA      | $16456122.90   | 0.01%             | 2026-11-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734408                      | CUSIP: 31402N3R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6855 | PA      | $6890.35       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5450126.57    | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                   | BANKUNITED INC                 | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4617787.20    | 0.00%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02659                      | CUSIP: 3132GF5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     774074 | PA      | $753335.68     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    6575000 | PA      | $6153859.02    | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4497                      | CUSIP: 31418D7K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20024412 | PA      | $17849667.10   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10269316.86   | 0.00%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13638                      | CUSIP: 3132HQBF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3643341 | PA      | $3268991.74    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K053 A2                   | CUSIP: 3137BN6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2450000 | PA      | $2341880.52    | 0.00%             | 2025-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828G38<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  483372000 | PA      | $464188173.75  | 0.20%             | 2024-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5025000 | PA      | $3552842.43    | 0.00%             | 2048-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   19275000 | PA      | $14799382.78   | 0.01%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1079030.64    | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CA5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   11265000 | PA      | $11133112.08   | 0.00%             | 2025-11-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722072                      | CUSIP: 31401YFM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17773 | PA      | $18444.92      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7301421.90    | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAN7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    1575000 | PA      | $1539787.05    | 0.00%             | 2024-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890445                      | CUSIP: 31410LHW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7149454 | PA      | $6729026.34    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   14410000 | PA      | $14318265.94   | 0.01%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4418                      | CUSIP: 3140QB4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8266334 | PA      | $7408705.76    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR1196                      | CUSIP: 3138NXKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     482303 | PA      | $432708.43     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE23 Mortgage Trust                                                  | COMM 2015-CR23 ASB             | CUSIP: 12593AAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     997667 | PA      | $970030.30     | 0.00%             | 2048-05-10      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3997061.45    | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                            | DELTA/SKYMILES                 | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    1100000 | PA      | $1036100.04    | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08771                      | CUSIP: 3128MJ2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11688027 | PA      | $11192013.67   | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1950200.90    | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 588942                      | CUSIP: 31387NHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3399 | PA      | $3390.28       | 0.00%             | 2031-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545390                      | CUSIP: 31385H2X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     170634 | PA      | $176277.50     | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DN5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   35475000 | PA      | $32301971.62   | 0.01%             | 2025-07-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   18525000 | PA      | $16545618.38   | 0.01%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                           | UBSCM 2018-C15 A4              | CUSIP: 90278LAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9375000 | PA      | $8859352.50    | 0.00%             | 2051-12-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_20-D                                    | TAOT 2020-D A3                 | CUSIP: 89236XAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1576837 | PA      | $1540219.85    | 0.00%             | 2025-01-15      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   16750000 | PA      | $14434587.87   | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    5050000 | PA      | $4528850.05    | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   23935000 | PA      | $18215371.53   | 0.01%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   18093000 | PA      | $15902833.48   | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888283                      | CUSIP: 31410F2Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     766454 | PA      | $781746.86     | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928031                      | CUSIP: 31412LA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34497 | PA      | $36521.75      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0781                      | CUSIP: 36179M2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4452921 | PA      | $3954530.83    | 0.00%             | 2043-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5805                      | CUSIP: 3140X9NX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23229578 | PA      | $20971667.71   | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828W71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  150020000 | PA      | $145308441.88  | 0.06%             | 2024-03-31      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8650                      | CUSIP: 3138WJTG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17196920 | PA      | $15448891.22   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2866                      | CUSIP: 31418CFG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14727242 | PA      | $13779349.58   | 0.01%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   16109000 | PA      | $14026822.18   | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 A5               | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5790000 | PA      | $4635890.30    | 0.00%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650340                      | CUSIP: 36292JPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4067 | PA      | $4248.59       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   11400000 | PA      | $9049242.48    | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01286                      | CUSIP: 31292HNB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153248 | PA      | $161034.97     | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52683                      | CUSIP: 3128KE6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25427 | PA      | $26929.84      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252197                      | CUSIP: 31371HDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3568 | PA      | $3570.46       | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $2566099.87    | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K114 A2                   | CUSIP: 3137FVNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10750000 | PA      | $8597705.95    | 0.00%             | 2030-06-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24742                      | CUSIP: 31297CHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45471 | PA      | $45649.45      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8104                      | CUSIP: 3132DWAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  166742668 | PA      | $128035558.66  | 0.06%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   20600000 | PA      | $14078558.91   | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   17065000 | PA      | $13973972.52   | 0.01%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                   | CORPORATE OFFICE               | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1325556.44    | 0.00%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11872                      | CUSIP: 3128PRCH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     212249 | PA      | $211252.17     | 0.00%             | 2025-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58604                      | CUSIP: 3128KMRZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3217 | PA      | $3276.02       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   19071000 | PA      | $18396325.42   | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_21-A                                          | FORDO 2021-A A4                | CUSIP: 34532NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2680000 | PA      | $2454983.72    | 0.00%             | 2026-09-15      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BY2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    8400000 | PA      | $8327251.88    | 0.00%             | 2024-01-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $870021.67     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G3595                      | CUSIP: 3128QT7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31276 | PA      | $31251.00      | 0.00%             | 2034-12-01      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51893                      | CUSIP: 3128KEC68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     803807 | PA      | $869117.15     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18666                      | CUSIP: 3128MMW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5237274 | PA      | $4949860.04    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |     350000 | PA      | $339637.45     | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66479                      | CUSIP: 3128KXFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27687 | PA      | $28168.29      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31631                      | CUSIP: 31297LY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4342 | PA      | $4434.81       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535195                      | CUSIP: 31384VRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3591 | PA      | $3736.82       | 0.00%             | 2030-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946833                      | CUSIP: 31413JLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60913 | PA      | $64224.66      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-2                                    | HAROT 2021-2 A3                | CUSIP: 43811JAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6137858 | PA      | $5921735.88    | 0.00%             | 2025-08-15      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   14250000 | PA      | $13431590.87   | 0.01%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6105                      | CUSIP: 3140X9YB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14910306 | PA      | $12784474.71   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AR7<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    5290000 | PA      | $4208401.36    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    4000000 | PA      | $3084140.24    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WCZ2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4144258.90    | 0.00%             | 2024-06-27      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725066                      | CUSIP: 31402CQT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128386 | PA      | $134947.68     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JetBlue 2020-1 Class A Pass Through Trust                                        | JETBLUE AIRWAYS                | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4236989 | PA      | $3751716.59    | 0.00%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 843486                      | CUSIP: 31407XCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     119350 | PA      | $124367.48     | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6710                      | CUSIP: 36179VN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   53250833 | PA      | $47793277.25   | 0.02%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5483                      | CUSIP: 3140JACV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4961441 | PA      | $4612930.66    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058EP4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   37450000 | PA      | $35752004.64   | 0.02%             | 2025-07-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ0849                      | CUSIP: 3138YR5K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1395667 | PA      | $1257739.31    | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   16225000 | PA      | $13826729.53   | 0.01%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   87500000 | PA      | $64249868.38   | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   17025000 | PA      | $15715343.19   | 0.01%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    7618000 | PA      | $7098756.21    | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $10626284.90   | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   10090000 | PA      | $8803933.54    | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07872                      | CUSIP: 3128MACH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4262343 | PA      | $4186716.60    | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254514                      | CUSIP: 31371KVF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     254223 | PA      | $259097.55     | 0.00%             | 2032-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3608337.25    | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   19560000 | PA      | $19056711.81   | 0.01%             | 2024-12-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                  | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3580140.61    | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                                                     | LYONDELLBASELL                 | CUSIP: 552081AK7<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | DBT              | CORP              | NL        |    4932000 | PA      | $4942232.96    | 0.00%             | 2024-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05965                      | CUSIP: 3128M76A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5814885 | PA      | $5786969.19    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90854                      | CUSIP: 31335H5P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33133 | PA      | $33331.22      | 0.00%             | 2024-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735670                      | CUSIP: 31402RJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     153640 | PA      | $156923.37     | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8165                      | CUSIP: 3132DWCA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14423447 | PA      | $11072135.66   | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    2445000 | PA      | $1926061.05    | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C10                                           | UBSCM 2018-C10 A4              | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8250000 | PA      | $7768038.30    | 0.00%             | 2051-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785023                      | CUSIP: 3622AAPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4518226 | PA      | $4248842.47    | 0.00%             | 2034-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8508                      | CUSIP: 3132D6NZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54072104 | PA      | $48606441.98   | 0.02%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                       | TRUSTEES OF BOS                | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $2844847.90    | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     500000 | PA      | $459163.41     | 0.00%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0624                      | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21877048 | PA      | $20014897.83   | 0.01%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | ENEL CHILE SA                  | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |   10875000 | PA      | $10590900.63   | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   30160000 | PA      | $25043479.66   | 0.01%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6438                      | CUSIP: 31418UEL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1412134 | PA      | $1455190.00    | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3738                      | CUSIP: 31417AEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     725333 | PA      | $678789.19     | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6680                      | CUSIP: 3140KEM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21000439 | PA      | $17373406.70   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7504                      | CUSIP: 3140XBKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1620528 | PA      | $1498165.33    | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0616                      | CUSIP: 3140H1VJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     849450 | PA      | $787254.05     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-1                              | FORDF 2020-1 A1                | CUSIP: 34528QHK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11745000 | PA      | $11365840.86   | 0.00%             | 2025-09-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2757                      | CUSIP: 3138EKB38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45947 | PA      | $44522.42      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8679                      | CUSIP: 3132A9UC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     706179 | PA      | $666811.52     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   24075000 | PA      | $14951014.85   | 0.01%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-4                                               | CARMX 2020-1 A4                | CUSIP: 14315XAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     635000 | PA      | $613735.31     | 0.00%             | 2025-06-16      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   14460000 | PA      | $15407403.44   | 0.01%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 763349                      | CUSIP: 31404BBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70933 | PA      | $68645.75      | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91187                      | CUSIP: 3128P7J87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25567 | PA      | $25467.73      | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                       | SHIRE ACQ INV IE               | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |   18636000 | PA      | $17518922.75   | 0.01%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    7870000 | PA      | $7451785.37    | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735140                      | CUSIP: 31402QV99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32021 | PA      | $31453.36      | 0.00%             | 2035-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AS8<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2720609.87    | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FS8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    3450000 | PA      | $3312933.85    | 0.00%             | 2025-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5288                      | CUSIP: 3140J92W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1058830 | PA      | $1026189.66    | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K085 A2                   | CUSIP: 3137FK4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13825000 | PA      | $13456173.89   | 0.01%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                  | HANOVER INSURANC               | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    7610000 | PA      | $5855178.52    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  307661000 | PA      | $276173804.15  | 0.12%             | 2025-09-30      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $7030196.78    | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0153                      | CUSIP: 36179ME22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2452985 | PA      | $2244317.35    | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C29                              | JPMBB 2015-C29 A4              | CUSIP: 46644RAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2759500.80    | 0.00%             | 2048-05-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   51676000 | PA      | $47315837.50   | 0.02%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BZ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |   21600000 | PA      | $15292624.61   | 0.01%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAV5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4065000 | PA      | $3934390.74    | 0.00%             | 2042-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2692                      | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1704797 | PA      | $1580005.07    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763482                      | CUSIP: 36176D6T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     140401 | PA      | $136970.07     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9088268.90    | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4300000 | PA      | $3801781.79    | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357911                      | CUSIP: 31376KR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     208482 | PA      | $213046.38     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   11223000 | PA      | $9646170.30    | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortgage Trust 2013-C6                                   | UBSBB 2013-C6 AS               | CUSIP: 90349GBH7<br>LEI: 549300G1IXWLFE766Q13 | Long             | ABS-MBS          | CORP              | US        |     700000 | PA      | $694169.91     | 0.00%             | 2046-04-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3225000 | PA      | $2744363.87    | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00563                      | CUSIP: 31292GTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4098 | PA      | $4227.25       | 0.00%             | 2027-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                                             | PHYSICIANS REALT               | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7796228.60    | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564759                      | CUSIP: 36213UMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29182 | PA      | $31105.51      | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   84805000 | PA      | $91072615.29   | 0.04%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G0ZR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    8755000 | PA      | $8467100.58    | 0.00%             | 2024-09-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   27325000 | PA      | $17955973.14   | 0.01%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8820                      | CUSIP: 31417FYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3534775 | PA      | $3195129.90    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $4346933.06    | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    3443000 | PA      | $3058595.80    | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8200000 | PA      | $7126531.28    | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1699                      | CUSIP: 31418A3H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     368405 | PA      | $348787.38     | 0.00%             | 2028-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  738129800 | PA      | $752892396.00  | 0.33%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD                   | CUSIP: 496902AN7<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |    3091000 | PA      | $3102459.82    | 0.00%             | 2024-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   14730000 | PA      | $11848012.90   | 0.01%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   25415000 | PA      | $22047860.43   | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AJ2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5696151.18    | 0.00%             | 2025-01-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3631556.25    | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBN0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   29213000 | PA      | $28178538.46   | 0.01%             | 2025-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2866511.76    | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0331                      | CUSIP: 3133BMLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4468869 | PA      | $4203033.69    | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4727                      | CUSIP: 3140X8HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4808520 | PA      | $4544848.43    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_21-C                                                     | CNH 2021-C A3                  | CUSIP: 12598LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3175000 | PA      | $2989369.18    | 0.00%             | 2026-12-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4357                      | CUSIP: 31418DZX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   55473938 | PA      | $48940145.84   | 0.02%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2937159.44    | 0.00%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $13975576.56   | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4876085.40    | 0.00%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4494                      | CUSIP: 31418D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17883825 | PA      | $15825087.74   | 0.01%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2457                      | CUSIP: 3140GQWT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     745921 | PA      | $710887.74     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   13475000 | PA      | $12476513.41   | 0.01%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K065 A2                   | CUSIP: 3137F1G44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17557000 | PA      | $16694823.13   | 0.01%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779668                      | CUSIP: 31404VFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8700 | PA      | $8916.15       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2035000 | PA      | $1460636.84    | 0.00%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                                      | WOART 2022-C A4                | CUSIP: 98163TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1075000 | PA      | $1029681.87    | 0.00%             | 2028-09-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3036                      | CUSIP: 36179RLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1112799 | PA      | $1109831.46    | 0.00%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   14300000 | PA      | $15022821.67   | 0.01%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2827230.96    | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | LEGG MASON INC                 | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    5486000 | PA      | $5367486.66    | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 19416QEK2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    7922000 | PA      | $6755372.53    | 0.00%             | 2047-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 762431                      | CUSIP: 31404AA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28663 | PA      | $29159.96      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9223252.61    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   20750000 | PA      | $20727628.18   | 0.01%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01853                      | CUSIP: 3128LXBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116964 | PA      | $117061.95     | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3452                      | CUSIP: 3138WCZS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     388123 | PA      | $374040.12     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 A5              | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2550000 | PA      | $2050336.94    | 0.00%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    9925000 | PA      | $5662180.14    | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AMERISOURCEBERGE               | CUSIP: 03073EAL9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   17375000 | PA      | $16964297.57   | 0.01%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09022                      | CUSIP: 31292SAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3529209 | PA      | $3166094.16    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | BRANCH BKG & TR                | CUSIP: 07330NAT2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   10310000 | PA      | $9804614.42    | 0.00%             | 2024-12-06      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    1675000 | PA      | $1627504.79    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   15866000 | PA      | $15090596.53   | 0.01%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255320                      | CUSIP: 31371LSH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24420 | PA      | $23759.39      | 0.00%             | 2024-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-3                                          | DRIVE 2021-3 B                 | CUSIP: 262081AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     975000 | PA      | $947363.53     | 0.00%             | 2026-05-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3989                      | CUSIP: 3140FBNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     532309 | PA      | $497028.74     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   20510000 | PA      | $19411640.28   | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6048                      | CUSIP: 3140F1WJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3286201 | PA      | $3139880.49    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3930                      | CUSIP: 3140X7LL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3064322 | PA      | $2952989.97    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CAX7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    2959000 | PA      | $3050442.84    | 0.00%             | 2035-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   14011000 | PA      | $12367406.44   | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   12892000 | PA      | $13268156.97   | 0.01%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                          | CSAIL 2016-C7 A5               | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    8375000 | PA      | $7762860.36    | 0.00%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4559                      | CUSIP: 31419FB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     213595 | PA      | $211629.17     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15615652.50   | 0.01%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5211                      | CUSIP: 3138WEYH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     875821 | PA      | $842854.15     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 741374                      | CUSIP: 31402XT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5360 | PA      | $5345.20       | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   31830000 | PA      | $27518157.96   | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   18870000 | PA      | $17162363.50   | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   23200000 | PA      | $20700145.94   | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4559                      | CUSIP: 3138M8B51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2812512 | PA      | $2523264.06    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6633                      | CUSIP: 31417DLP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2583662 | PA      | $2402706.16    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK6971                      | CUSIP: 3140HLW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     145558 | PA      | $138939.16     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9396987.30    | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $8939723.91    | 0.00%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33543                      | CUSIP: 31297N5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14728 | PA      | $14779.03      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $4678287.86    | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5115                      | CUSIP: 3133KYVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23606042 | PA      | $20755548.87   | 0.01%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4443                      | CUSIP: 3140JL5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1236637 | PA      | $1208303.76    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0887                      | CUSIP: 3140XF6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16719724 | PA      | $14740556.80   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8155                      | CUSIP: 3132DWBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  171140888 | PA      | $140065194.07  | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAQ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     876000 | PA      | $822822.60     | 0.00%             | 2040-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18940                      | CUSIP: 3128PY4Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     435297 | PA      | $416079.43     | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAY3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   17161000 | PA      | $16966170.48   | 0.01%             | 2023-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555528                      | CUSIP: 31385XD95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     345650 | PA      | $365260.40     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3502794.87    | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604498                      | CUSIP: 36200MRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      54646 | PA      | $57420.51      | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                         | KANSAS CITY SOUT               | CUSIP: 485170BD5<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3453835.64    | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CM2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2874794.82    | 0.00%             | 2025-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   13206000 | PA      | $12271111.87   | 0.01%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16353                      | CUSIP: 3128PWBW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     600075 | PA      | $578711.86     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ- 159           | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2060000 | PA      | $2173075.05    | 0.00%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AM6<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |   16518000 | PA      | $16103709.23   | 0.01%             | 2025-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                  | COMM 2014-CR15 A4              | CUSIP: 12591RBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1737000 | PA      | $1700783.38    | 0.00%             | 2047-02-10      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745314                      | CUSIP: 31403DAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129528 | PA      | $122976.12     | 0.00%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40511                      | CUSIP: 3128K0R88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19924 | PA      | $20350.19      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BW4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    7820000 | PA      | $7783188.13    | 0.00%             | 2023-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   11270000 | PA      | $10403834.35   | 0.00%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   18700000 | PA      | $16181552.44   | 0.01%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2646                      | CUSIP: 3138EJ5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     277010 | PA      | $277960.81     | 0.00%             | 2042-05-01      | Floating      | 2.53%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | MARKEL CORP                    | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1721908.87    | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-C                                          | FORDO 2022-C A3                | CUSIP: 34535AAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5550000 | PA      | $5463827.37    | 0.00%             | 2026-12-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    7131000 | PA      | $8023872.51    | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2303                      | CUSIP: 3140X5RZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     417419 | PA      | $424877.12     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   39890000 | PA      | $36384829.00   | 0.02%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                                             | PHYSICIANS REALT               | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2744472.09    | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K067 A2                   | CUSIP: 3137FAWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4002000 | PA      | $3791048.18    | 0.00%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04796                      | CUSIP: 3132GK7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     671009 | PA      | $652997.00     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4805                      | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   60020279 | PA      | $57945755.96   | 0.03%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11088277.32   | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1526                      | CUSIP: 3132ADVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2871719 | PA      | $2779066.71    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $7719431.72    | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K061 A2                   | CUSIP: 3137BTUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17600000 | PA      | $16861607.84   | 0.01%             | 2026-11-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  621477600 | PA      | $444259409.20  | 0.19%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05936                      | CUSIP: 3128M74V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     744712 | PA      | $701588.74     | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4302                      | CUSIP: 31418DX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1332281 | PA      | $1156381.47    | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0606                      | CUSIP: 31417YU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     693005 | PA      | $688667.54     | 0.00%             | 2030-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4289                      | CUSIP: 3140QPXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6521952 | PA      | $6296123.60    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M11 A2                | CUSIP: 3136BF4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16650000 | PA      | $12970213.47   | 0.01%             | 2031-03-25      | Variable      | 1.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7054                      | CUSIP: 36179VZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22852662 | PA      | $21161617.43   | 0.01%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21547                      | CUSIP: 31296XWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22167 | PA      | $23597.79      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST                                     | AMXCA 2021-1 A                 | CUSIP: 02582JJR2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |   23050000 | PA      | $21396916.24   | 0.01%             | 2026-11-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6996313.80    | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty Ltd                                             | BARRICK PD AU FI               | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |   10964000 | PA      | $11233169.16   | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190344                      | CUSIP: 31368HLZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     737525 | PA      | $745241.91     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K102 A2                   | CUSIP: 3137FQKC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15420000 | PA      | $13650157.16   | 0.01%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09007                      | CUSIP: 31292SAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7883272 | PA      | $7385680.58    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   12225000 | PA      | $10728696.80   | 0.00%             | 2026-12-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   16307000 | PA      | $14657904.40   | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91875                      | CUSIP: 3128P8CL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1729177 | PA      | $1586194.99    | 0.00%             | 2036-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1G A2                | CUSIP: 3136BLRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3725000 | PA      | $2948576.27    | 0.00%             | 2031-09-25      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   51505000 | PA      | $31608712.75   | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    6665000 | PA      | $4811826.88    | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710846                      | CUSIP: 36297FWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     155086 | PA      | $150762.08     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04269                      | CUSIP: 31292LW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2245998 | PA      | $2081592.25    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-5                                    | EART 2022-5A C                 | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $854387.87     | 0.00%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0499                      | CUSIP: 3138W9RV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2848545 | PA      | $2715538.97    | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   17869000 | PA      | $16040187.37   | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   36215000 | PA      | $39134834.38   | 0.02%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-B                                          | FORDL 2021-B A3                | CUSIP: 345329AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6650000 | PA      | $6495299.72    | 0.00%             | 2024-10-15      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08636                      | CUSIP: 3128MJV64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8055297 | PA      | $7521058.60    | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8131                      | CUSIP: 3132D6A83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49675300 | PA      | $43116158.83   | 0.02%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2915009.83    | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890585                      | CUSIP: 31410LNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      96409 | PA      | $98509.82      | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4156967.05    | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-2 Class AA Pass Through Trust                             | AM AIRLN 16-2 AA               | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3856520 | PA      | $3360369.56    | 0.00%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16122774.84   | 0.01%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7883                      | CUSIP: 3128UGEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71109 | PA      | $73343.68      | 0.00%             | 2040-12-01      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    7550000 | PA      | $7318563.06    | 0.00%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-HR8                                          | MSC 2020-HR8 A4                | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $5617339.70    | 0.00%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 AS             | CUSIP: 17328RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $1676326.68    | 0.00%             | 2053-02-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1037                      | CUSIP: 31418AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2955671 | PA      | $2704181.83    | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3029                      | CUSIP: 31418CLK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1641115 | PA      | $1564302.73    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128285U0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  628073000 | PA      | $615315267.19  | 0.27%             | 2023-12-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    7090000 | PA      | $5007323.70    | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    8750000 | PA      | $8119619.90    | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848640                      | CUSIP: 31408DZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34472 | PA      | $35418.68      | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   24725000 | PA      | $22654939.92   | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4581                      | CUSIP: 31418ECT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15198008 | PA      | $13198599.11   | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   14025000 | PA      | $9414158.67    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    8600000 | PA      | $8401827.28    | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5474                      | CUSIP: 3138AXCL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     506062 | PA      | $477527.09     | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888222                      | CUSIP: 31410FYT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     413174 | PA      | $442238.95     | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                   | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2808035.11    | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08001                      | CUSIP: 3128MJAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27566 | PA      | $27666.66      | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AS4<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6407909.82    | 0.00%             | 2024-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3303778.84    | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   36000000 | PA      | $34172304.12   | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7631                      | CUSIP: 3140XBPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11779947 | PA      | $10505120.91   | 0.00%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1429000 | PA      | $1073128.50    | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C2                                      | CGCMT 2016-C2 A4               | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2500000 | PA      | $2278550.75    | 0.00%             | 2049-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   35521000 | PA      | $22983920.95   | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    2480000 | PA      | $2768714.51    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745133                      | CUSIP: 31403CY62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35618 | PA      | $35758.87      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2137                      | CUSIP: 31418BLT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5693907 | PA      | $5183843.53    | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS HEALTH                | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4846389.65    | 0.00%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AE9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5855787.96    | 0.00%             | 2024-03-28      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 820113                      | CUSIP: 31406UDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150092 | PA      | $153298.69     | 0.00%             | 2034-11-01      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FU3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   14820000 | PA      | $14133323.45   | 0.01%             | 2026-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0546                      | CUSIP: 3138MFTC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1024953 | PA      | $953157.91     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $13367780.80   | 0.01%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1518 A2                 | CUSIP: 3137FXQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4200000 | PA      | $3111765.72    | 0.00%             | 2035-10-25      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS KW01 A2                   | CUSIP: 3137BPCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7000000 | PA      | $6658381.80    | 0.00%             | 2026-01-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4387                      | CUSIP: 31418D2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47531387 | PA      | $40494878.31   | 0.02%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10009219.00   | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    4800000 | PA      | $4785731.38    | 0.00%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A43628                      | CUSIP: 3128K4A54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17838 | PA      | $18221.69      | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7457                      | CUSIP: 31417EJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3964285 | PA      | $3447540.87    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828K74<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  189082500 | PA      | $178476144.06  | 0.08%             | 2025-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M1 A2                 | CUSIP: 3136AMKZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6721901 | PA      | $6454626.55    | 0.00%             | 2024-09-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0061                      | CUSIP: 31419AB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     441284 | PA      | $457327.52     | 0.00%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3365                      | CUSIP: 3138EKW35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4197661 | PA      | $4438325.35    | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   60000000 | PA      | $58335956.40   | 0.03%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38033                      | CUSIP: 31297T4S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22240 | PA      | $22596.41      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725424                      | CUSIP: 31402C4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4073482 | PA      | $4160633.27    | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $797561.18     | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   16150000 | PA      | $16176520.56   | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 135087K78<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   26500000 | PA      | $25058146.13   | 0.01%             | 2025-01-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | TX ST TRANS COMM               | CUSIP: 882830AP7<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    7770000 | PA      | $5737904.13    | 0.00%             | 2042-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                   | WFCM 2018-C48 A5               | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |    5175000 | PA      | $4898361.58    | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AN6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2900396.43    | 0.00%             | 2024-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   10200000 | PA      | $9610559.54    | 0.00%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   29173000 | PA      | $26304283.26   | 0.01%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-LC11                   | JPMCC 2013-LC11 B              | CUSIP: 46639YAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1725000 | PA      | $1703554.97    | 0.00%             | 2046-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737660                      | CUSIP: 3620ARQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150014 | PA      | $143407.49     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2347965.47    | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13482                      | CUSIP: 31296M2P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25654 | PA      | $27046.17      | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5527                      | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6862802 | PA      | $6398112.49    | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   23005000 | PA      | $19649096.39   | 0.01%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3027                      | CUSIP: 31418CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3953872 | PA      | $3785989.25    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K062 A2                   | CUSIP: 3137BUX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18250000 | PA      | $17498541.65   | 0.01%             | 2026-12-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines Pass Through Trust 2015-1A                                       | SPIRIT AIR 2015-               | CUSIP: 84858DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1589950 | PA      | $1385487.12    | 0.00%             | 2029-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BA7<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    6240000 | PA      | $6037379.40    | 0.00%             | 2025-06-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647431                      | CUSIP: 36292FHG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      29197 | PA      | $29472.16      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2960                      | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23677508 | PA      | $21655870.24   | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: 62854AAN4<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |   19103000 | PA      | $17853420.05   | 0.01%             | 2026-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                  | SGCMS 2016-C5 A4               | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |    5975000 | PA      | $5417038.37    | 0.00%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1756                      | CUSIP: 3138WA5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     425946 | PA      | $416789.57     | 0.00%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0093                      | CUSIP: 3132CWC69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9293928 | PA      | $8711296.01    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0734                      | CUSIP: 3132CWY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19034319 | PA      | $17449829.80   | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6284592.52    | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 A5             | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10880000 | PA      | $9172675.58    | 0.00%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9563                      | CUSIP: 3138E2TV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     176826 | PA      | $176381.09     | 0.00%             | 2042-01-01      | Floating      | 3.73%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C14                              | JPMBB 2013-C14 AS              | CUSIP: 46640LAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     740000 | PA      | $724582.62     | 0.00%             | 2046-08-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4281                      | CUSIP: 31418DXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  184460328 | PA      | $150982475.15  | 0.07%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02495                      | CUSIP: 3128M4C84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     145814 | PA      | $159573.88     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730503                      | CUSIP: 31402JRY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9994 | PA      | $9879.56       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BH6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    7863000 | PA      | $7346560.68    | 0.00%             | 2025-03-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1657403.84    | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   18630000 | PA      | $12334930.27   | 0.01%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                   | SYNNEX CORP                    | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4249860.25    | 0.00%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254916                      | CUSIP: 31371LDV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5653 | PA      | $5595.13       | 0.00%             | 2023-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4754                      | CUSIP: 3140J9H87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6359677 | PA      | $5938378.93    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26773.54      | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   10919000 | PA      | $10148251.59   | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18565                      | CUSIP: 3128MMTX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2078962 | PA      | $1975015.44    | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08831                      | CUSIP: 3128MJ4R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26859985 | PA      | $25665679.64   | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TWY TXB-A-SR PRIOR          | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |    4220000 | PA      | $4530325.72    | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K099 A2                   | CUSIP: 3137FPJG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11690000 | PA      | $10406159.78   | 0.00%             | 2029-09-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  754655000 | PA      | $635914714.61  | 0.28%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2230                      | CUSIP: 31418BPQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8248609 | PA      | $7509242.28    | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RWJ Barnabas Health Inc                                                          | RWJ BARNABAS                   | CUSIP: 78349AAC7<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    2285000 | PA      | $1666420.27    | 0.00%             | 2049-07-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $5000792.37    | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C63990                      | CUSIP: 31287PNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19696 | PA      | $20310.70      | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BP6<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2021351.10    | 0.00%             | 2025-11-10      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | WFCM 2016-BNK1 AS              | CUSIP: 95000GBA1<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    1200000 | PA      | $1060844.88    | 0.00%             | 2049-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6540                      | CUSIP: 36179VHR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |          0 | PA      | $0.08          | 0.00%             | 2050-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2658                        | CUSIP: 36202C5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      82750 | PA      | $84221.53      | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1202878.86    | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   12010000 | PA      | $12979649.33   | 0.01%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4379                      | CUSIP: 31418D2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  199498953 | PA      | $170052808.04  | 0.07%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   11690000 | PA      | $11321608.70   | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2201                      | CUSIP: 3140X5NT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8599879 | PA      | $8234633.02    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7544                      | CUSIP: 3132DVLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18835774 | PA      | $16868626.28   | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14490                      | CUSIP: 3128PT7B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     583633 | PA      | $562804.82     | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   13192000 | PA      | $12324963.32   | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    8080000 | PA      | $7789174.78    | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    4020000 | PA      | $4202935.13    | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08353                      | CUSIP: 3128MJMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1566606 | PA      | $1556963.34    | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3706                      | CUSIP: 3138WDDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1921973 | PA      | $1812662.21    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                  | PERKINELMER INC                | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $3337418.43    | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3802                      | CUSIP: 3138AVGL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1697033 | PA      | $1646986.42    | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3784                        | CUSIP: 36202EFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67746 | PA      | $68000.29      | 0.00%             | 2035-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |   18225000 | PA      | $12092654.37   | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   21460000 | PA      | $20113033.49   | 0.01%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91485                      | CUSIP: 3128P7UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1581667 | PA      | $1517928.83    | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    1075000 | PA      | $930505.04     | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4971                      | CUSIP: 31419FQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1086802 | PA      | $1056241.06    | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615686                      | CUSIP: 36290R6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      67028 | PA      | $69923.83      | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                     | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |    3250000 | PA      | $2388881.89    | 0.00%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2095070.40    | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5229                      | CUSIP: 3138EMY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1611118 | PA      | $1657274.46    | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15695911.84   | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03600                      | CUSIP: 31292K7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     575412 | PA      | $538463.63     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                   | BANKUNITED INC                 | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |    1284000 | PA      | $1263177.99    | 0.00%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $2093930.88    | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ6661                      | CUSIP: 3140H8MK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1404310 | PA      | $1344800.11    | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   29775000 | PA      | $21326583.44   | 0.01%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2572                      | CUSIP: 3140X52E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22116392 | PA      | $19091475.19   | 0.01%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $5013725.66    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91947                      | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1413020 | PA      | $1456048.81    | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1888768.65    | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $5749053.29    | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    6431000 | PA      | $6093480.28    | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9678778 | PA      | $8400789.02    | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06231                      | CUSIP: 3128M8HG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     233238 | PA      | $226578.79     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783672                      | CUSIP: 3622A2CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1355331 | PA      | $1235640.37    | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNIV-P-TXBL            | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    4395000 | PA      | $2902142.88    | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    8435000 | PA      | $6565766.72    | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J19197                      | CUSIP: 3128Q0GE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3987503 | PA      | $3742530.10    | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA1265                      | CUSIP: 31416JMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22958 | PA      | $22693.97      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07784                      | CUSIP: 3128M96V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7891466 | PA      | $7680907.50    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   18234000 | PA      | $13586289.79   | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903AS2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   10235000 | PA      | $9567798.98    | 0.00%             | 2026-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08642                      | CUSIP: 3128MJWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2460484 | PA      | $2368301.52    | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    3920000 | PA      | $2727748.90    | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783035                      | CUSIP: 36241LLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     912274 | PA      | $918433.15     | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2723                      | CUSIP: 3138WQAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3173023 | PA      | $2868475.25    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BW9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   14050000 | PA      | $13894315.88   | 0.01%             | 2024-06-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 Mortgage Trust                                                    | COMM 2014-UBS4 A4              | CUSIP: 12591QAQ5<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |     955000 | PA      | $923460.55     | 0.00%             | 2047-08-10      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08632                      | CUSIP: 3128MJV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22572776 | PA      | $21074923.77   | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $7780314.52    | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $3862519.40    | 0.00%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07924                      | CUSIP: 3128MAD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16091563 | PA      | $15217088.23   | 0.01%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 644188                      | CUSIP: 31390EUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8277 | PA      | $8451.25       | 0.00%             | 2032-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C26                                   | WFCM 2015-C26 AS               | CUSIP: 94989CAZ4<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1405266.45    | 0.00%             | 2048-02-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4671                      | CUSIP: 3128JQCH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7881 | PA      | $7960.02       | 0.00%             | 2040-05-01      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6287                      | CUSIP: 36179U6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1929141 | PA      | $1912215.44    | 0.00%             | 2049-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-C                                          | FORDO 2020-C A4                | CUSIP: 34533YAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1350000 | PA      | $1244749.55    | 0.00%             | 2026-08-15      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                      | MSBAM 2015-C25 A5              | CUSIP: 61765TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4575000 | PA      | $4341058.29    | 0.00%             | 2048-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_20-C                                          | FORDO 2020-C A3                | CUSIP: 34533YAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2228770 | PA      | $2165998.75    | 0.00%             | 2025-07-15      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08051                      | CUSIP: 3128MJBV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     281844 | PA      | $283154.17     | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFM6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   50180000 | PA      | $49116858.42   | 0.02%             | 2025-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU5049                      | CUSIP: 3138X4TF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77594 | PA      | $73967.37      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842756                      | CUSIP: 31407WH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16447 | PA      | $16795.99      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   19400000 | PA      | $15452311.27   | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2551510.83    | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   55200000 | PA      | $43214207.06   | 0.02%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ #168           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    2555000 | PA      | $2408853.23    | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $100528.90     | 0.00%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8799368.90    | 0.00%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2594706.18    | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AX5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   19965000 | PA      | $19371275.64   | 0.01%             | 2024-05-05      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1452598.13    | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1931934.62    | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7620                      | CUSIP: 3138A9PE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82979 | PA      | $82227.00      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   26045000 | PA      | $20858652.64   | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8509                      | CUSIP: 3132D6N22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41568349 | PA      | $37288018.87   | 0.02%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    8222000 | PA      | $6620567.27    | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14912L6C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $7012394.05    | 0.00%             | 2024-06-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    5758000 | PA      | $4815750.23    | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   11395000 | PA      | $10934244.43   | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $4283450.24    | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 436717                      | CUSIP: 36207NDW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1461114 | PA      | $1505007.94    | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57700                      | CUSIP: 3128KLRV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42457 | PA      | $44968.43      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14697                      | CUSIP: 3128PUGE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20356 | PA      | $19634.71      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M46 A2                | CUSIP: 3136BCFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9850000 | PA      | $7917400.45    | 0.00%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90222                      | CUSIP: 312938G72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101028 | PA      | $100405.59     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                                  | COMM 2014-CR17 ASB             | CUSIP: 12631DAZ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     226475 | PA      | $223482.39     | 0.00%             | 2047-05-10      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BD1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   12581000 | PA      | $12251360.69   | 0.01%             | 2024-05-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1375                      | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1600720 | PA      | $1501940.51    | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12835000 | PA      | $11840212.42   | 0.01%             | 2025-12-06      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 AS              | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2410000 | PA      | $1957743.50    | 0.00%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    9429000 | PA      | $9108546.76    | 0.00%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2036462.80    | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCA1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3949617.60    | 0.00%             | 2024-01-29      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783363                      | CUSIP: 36241LWY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      46045 | PA      | $47884.21      | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM 2012-CCRE4 Mortgage Trust                                                   | COMM 2012-CR4 A3               | CUSIP: 12624QAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     571377 | PA      | $545633.11     | 0.00%             | 2045-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $8514859.16    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6109                      | CUSIP: 3138WFYF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1734168 | PA      | $1618954.61    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-UBS1                                        | WFRBS 2013-UBS1 A4             | CUSIP: 92938JAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1312372 | PA      | $1291861.09    | 0.00%             | 2046-03-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7610495.92    | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8278                      | CUSIP: 3132DWFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12486822 | PA      | $12692674.57   | 0.01%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS3 Mortgage Trust                                                    | COMM 2014-UBS3 A4              | CUSIP: 12591YBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6692500 | PA      | $6467739.08    | 0.00%             | 2047-06-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5511                      | CUSIP: 31417CDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1204613 | PA      | $1120501.02    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   38035000 | PA      | $35581131.66   | 0.02%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-1                                               | CARMX 2022-1 A3                | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5575000 | PA      | $5294826.70    | 0.00%             | 2026-12-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | MSBAM 2016-C30 A5              | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7300000 | PA      | $6651735.91    | 0.00%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AH5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1910904.40    | 0.00%             | 2024-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3236                      | CUSIP: 3132A3SZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1059957 | PA      | $1082260.11    | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829676                      | CUSIP: 31407FXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55195 | PA      | $60755.46      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    6750000 | PA      | $5527409.49    | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6827886.16    | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6154                      | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5644401 | PA      | $5241288.94    | 0.00%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines 2020-1 Class AA Pass Through Trust                               | DELTA AIR 2020AA               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6804121 | PA      | $5804496.72    | 0.00%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   31839000 | PA      | $30923374.04   | 0.01%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5407392.60    | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4                  | GMCAR 2021-4 A3                | CUSIP: 362554AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3050000 | PA      | $2871752.82    | 0.00%             | 2026-09-16      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAA1<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    4775000 | PA      | $4393677.10    | 0.00%             | 2025-04-15      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3028                      | CUSIP: 31418CLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2032810 | PA      | $1950591.88    | 0.00%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7245                      | CUSIP: 3138WHBP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1991665 | PA      | $1854706.84    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55563                      | CUSIP: 3132XYFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48897 | PA      | $48172.93      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255360                      | CUSIP: 31371LTR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31428 | PA      | $31154.41      | 0.00%             | 2024-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                 | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     750000 | PA      | $718101.94     | 0.00%             | 2087-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586207                      | CUSIP: 36201LGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16079 | PA      | $15467.57      | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8090000 | PA      | $6853683.85    | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   15825000 | PA      | $14467850.37   | 0.01%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   32850000 | PA      | $31705375.59   | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   15573000 | PA      | $17871325.63   | 0.01%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $3694328.39    | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3344655.85    | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01283                      | CUSIP: 31292HM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16882 | PA      | $16875.44      | 0.00%             | 2031-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   10675000 | PA      | $10260265.36   | 0.00%             | 2028-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08680                      | CUSIP: 3128MJXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5448258 | PA      | $4910131.27    | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   10002000 | PA      | $6934851.89    | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14426                      | CUSIP: 3132HQ4K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7844820 | PA      | $7037834.77    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8483                      | CUSIP: 31417FM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82055 | PA      | $76777.74      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3465                      | CUSIP: 31418CZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2342196 | PA      | $2272561.04    | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-SER A                    | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |   10205000 | PA      | $10771440.77   | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                    | BLACKROCK INC                  | CUSIP: 09247XAL5<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $7530262.43    | 0.00%             | 2024-03-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-181          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    5025000 | PA      | $4876596.17    | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1975875.17    | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08601                      | CUSIP: 3128MJU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14942514 | PA      | $14418886.61   | 0.01%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   18802000 | PA      | $11507250.62   | 0.01%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0949                      | CUSIP: 31419BBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10125525 | PA      | $9836440.32    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   37221000 | PA      | $34676374.80   | 0.02%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DG9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    2170000 | PA      | $2063354.87    | 0.00%             | 2024-09-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | CREDIT SUISSE                  | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   16143000 | PA      | $12592335.69   | 0.01%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | LINDE INC/CT                   | CUSIP: 53522KAA1<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5701986.11    | 0.00%             | 2024-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-1                                    | HAROT 2021-1 A4                | CUSIP: 43813GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2040000 | PA      | $1900755.11    | 0.00%             | 2028-01-21      | Fixed         | 0.42%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1               | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    3315000 | PA      | $3873328.21    | 0.00%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   10500000 | PA      | $9452780.61    | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G04Z3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   26000000 | PA      | $23665720.00   | 0.01%             | 2025-06-17      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8044                      | CUSIP: 3132DV5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31590231 | PA      | $28120836.96   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BDQ6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   26540000 | PA      | $26135332.15   | 0.01%             | 2024-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    3085000 | PA      | $3337459.71    | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08653                      | CUSIP: 3128MJWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27651316 | PA      | $24919075.56   | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    7800000 | PA      | $7462410.31    | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783104                      | CUSIP: 36241LNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      24625 | PA      | $23996.77      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13270000 | PA      | $10787674.12   | 0.00%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   10470000 | PA      | $9778202.92    | 0.00%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CS4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    4212000 | PA      | $4089720.25    | 0.00%             | 2024-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91949                      | CUSIP: 3128P8EW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     239825 | PA      | $219021.18     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                       | CABOT CORP                     | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2493998.00    | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BD1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    6765190 | PA      | $6577082.34    | 0.00%             | 2025-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1278                      | CUSIP: 3140Q8M44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2344832 | PA      | $2219052.42    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3481000 | PA      | $3202099.50    | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  498597500 | PA      | $424586933.59  | 0.19%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JF2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   78450000 | PA      | $70958036.77   | 0.03%             | 2025-07-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4992579.68    | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6428565.08    | 0.00%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   32500000 | PA      | $26598918.45   | 0.01%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995094                      | CUSIP: 31416BNK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182298 | PA      | $179583.96     | 0.00%             | 2035-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08186                      | CUSIP: 3128MJF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     207166 | PA      | $208766.03     | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 963706                      | CUSIP: 31414EDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        475 | PA      | $472.54        | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00509                      | CUSIP: 31292GR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2033 | PA      | $2085.05       | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12388211.42   | 0.01%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569680                      | CUSIP: 36200Q2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2541 | PA      | $2620.33       | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08356                      | CUSIP: 3128MJME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     326804 | PA      | $333366.26     | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7531                      | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4196657 | PA      | $3709721.08    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2270                      | CUSIP: 3138LSQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     288997 | PA      | $296840.27     | 0.00%             | 2042-10-01      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   16595000 | PA      | $14606563.04   | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735649                      | CUSIP: 31402RH28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     348101 | PA      | $367797.61     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2445                      | CUSIP: 36179QWE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10445158 | PA      | $9800923.74    | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14005                      | CUSIP: 3128MCU60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102023 | PA      | $100480.87     | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   12860000 | PA      | $11786433.18   | 0.01%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank One Michigan                                                                | BANK ONE MICHIGA               | CUSIP: 628931AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6000000 | PA      | $6260821.38    | 0.00%             | 2024-11-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9324                      | CUSIP: 3138MRLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3019514 | PA      | $2708881.74    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |   22302000 | PA      | $20778151.84   | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2                                | SDART 2021-2 B                 | CUSIP: 80286XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     553979 | PA      | $552428.24     | 0.00%             | 2025-09-15      | Fixed         | 0.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5937                      | CUSIP: 31417CS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6825828 | PA      | $6343790.20    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1105                      | CUSIP: 3138WAGP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1059831 | PA      | $1022627.64    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03456                      | CUSIP: 31292KZV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1505339 | PA      | $1514143.77    | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   19465000 | PA      | $19843985.30   | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | HEALTH CARE REIT               | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     950000 | PA      | $804355.84     | 0.00%             | 2043-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                 | ENEL AMERICAS SA               | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |    4115000 | PA      | $3903545.17    | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5286                      | CUSIP: 3133KL2T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29060062 | PA      | $24768338.17   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 639690                      | CUSIP: 31389YUP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1318 | PA      | $1309.57       | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 659831                      | CUSIP: 31390YA81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5469 | PA      | $5299.53       | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12435                      | CUSIP: 3128PRV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64351 | PA      | $64048.51      | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   13300000 | PA      | $12106987.07   | 0.01%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GC1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    1932000 | PA      | $1342738.45    | 0.00%             | 2051-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11060000 | PA      | $8203524.51    | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A4               | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2350000 | PA      | $2155167.14    | 0.00%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6454963.55    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1191                      | CUSIP: 3140Q8KD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18484431 | PA      | $17156690.39   | 0.01%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $15323414.40   | 0.01%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819572                      | CUSIP: 31406TQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16470 | PA      | $17267.29      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555285                      | CUSIP: 31385W2S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     877186 | PA      | $926966.11     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                | CUSIP: 91086QAS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4764000 | PA      | $4983289.54    | 0.00%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                           | GE CAP FUNDING                 | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    1099000 | PA      | $1043081.95    | 0.00%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET COR               | CUSIP: 857477AM5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     373000 | PA      | $368666.58     | 0.00%             | 2023-11-20      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $5179867.25    | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4803383.50    | 0.00%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   74159000 | PA      | $49420108.60   | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   14200000 | PA      | $11484793.29   | 0.01%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    2595000 | PA      | $2777248.69    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C63110                      | CUSIP: 31287NN38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9977 | PA      | $10484.04      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  113056000 | PA      | $97616790.00   | 0.04%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2077                      | CUSIP: 31416XJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1441732 | PA      | $1388807.13    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    5138000 | PA      | $3846342.25    | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8551129.05    | 0.00%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAJ1<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    5100000 | PA      | $5848045.87    | 0.00%             | 2039-07-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35823                      | CUSIP: 31307SPG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     486696 | PA      | $456238.27     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7769                      | CUSIP: 36179WT24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31893608 | PA      | $29426082.10   | 0.01%             | 2051-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5126                      | CUSIP: 3133KYVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15895154 | PA      | $13962307.80   | 0.01%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $3377564.15    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3793                      | CUSIP: 31418RGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     413414 | PA      | $417607.02     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   14227000 | PA      | $11471987.97   | 0.01%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | AMER HOME PRODCT               | CUSIP: 026609AC1<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2005953.88    | 0.00%             | 2023-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07416                      | CUSIP: 3128M9SD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1027663 | PA      | $964341.51     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EH7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    7208000 | PA      | $6820411.78    | 0.00%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $8856358.01    | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   47373000 | PA      | $38761075.12   | 0.02%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJK6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13361463.15   | 0.01%             | 2026-10-24      | Variable      | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0836                      | CUSIP: 3138EG4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     438014 | PA      | $456616.21     | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08028                      | CUSIP: 3128MJA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114186 | PA      | $116041.62     | 0.00%             | 2034-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   12275000 | PA      | $8356178.02    | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3437                      | CUSIP: 3138AUZB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     275419 | PA      | $277647.25     | 0.00%             | 2041-11-01      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8070                      | CUSIP: 3132DV6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2754245 | PA      | $2611757.53    | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $7610638.48    | 0.00%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1626623.78    | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   40526000 | PA      | $37817495.04   | 0.02%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4550                      | CUSIP: 3138WEBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3466781 | PA      | $3267476.77    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $5691280.28    | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    4875000 | PA      | $4712431.86    | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555591                      | CUSIP: 31385XF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1157098 | PA      | $1181831.05    | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2149                      | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2551166 | PA      | $2481477.79    | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5430000 | PA      | $5725329.01    | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550656                      | CUSIP: 36213CWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     549712 | PA      | $554827.64     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487821                      | CUSIP: 36210B4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     891214 | PA      | $918012.96     | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97474                      | CUSIP: 312946JT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     623380 | PA      | $606656.97     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     145000 | PA      | $158738.73     | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AE7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3571130.52    | 0.00%             | 2025-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 337358BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1990000 | PA      | $2236551.59    | 0.00%             | 2035-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18300                      | CUSIP: 3128MMKN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15356 | PA      | $14982.11      | 0.00%             | 2024-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1042                      | CUSIP: 3140J5EQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9709968 | PA      | $9358485.58    | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915574                      | CUSIP: 31411VFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88641 | PA      | $93473.66      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C37                                   | WFCM 2016-C37 A5               | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2731892.51    | 0.00%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78194                      | CUSIP: 31288HC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3649 | PA      | $3814.54       | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_21-1                                   | VALET 2021-1 A4                | CUSIP: 92868KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $775331.75     | 0.00%             | 2028-10-20      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01571                      | CUSIP: 31292HW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10796 | PA      | $11617.03      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9260                      | CUSIP: 3138ERJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2518846 | PA      | $2460759.35    | 0.00%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49899                      | CUSIP: 3132WP7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199511 | PA      | $192639.16     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1231598.82    | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8067                      | CUSIP: 3132D56C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5415586 | PA      | $4700883.18    | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735676                      | CUSIP: 31402RJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4956063 | PA      | $5137611.12    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9579                      | CUSIP: 3138WKUD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     181490 | PA      | $168992.31     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783261                      | CUSIP: 36241LTS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     573787 | PA      | $577664.48     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   32150000 | PA      | $29700975.68   | 0.01%             | 2025-03-11      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   15212000 | PA      | $13319307.14   | 0.01%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   42060000 | PA      | $30776517.11   | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09008                      | CUSIP: 31292SAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     924793 | PA      | $829578.76     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA Inc                                                            | CRED SUIS FB USA               | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |    4791000 | PA      | $4840229.44    | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAL6<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     800000 | PA      | $775803.57     | 0.00%             | 2025-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $18925844.70   | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8031                      | CUSIP: 3132D54Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15025317 | PA      | $13831707.63   | 0.01%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9385053.70    | 0.00%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61428                      | CUSIP: 31335BSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     208206 | PA      | $201535.89     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0079                      | CUSIP: 3138EGCR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     317156 | PA      | $315067.50     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   69163000 | PA      | $61521779.77   | 0.03%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 AS              | CUSIP: 06540DCA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $1624560.42    | 0.00%             | 2064-09-15      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02324                      | CUSIP: 3128LXSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     100644 | PA      | $104106.78     | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G0V75<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   41103000 | PA      | $39348395.14   | 0.02%             | 2024-07-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3047                      | CUSIP: 31419DL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     797614 | PA      | $791856.58     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $12489376.96   | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4239362.03    | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    7000000 | PA      | $4918067.00    | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8163                      | CUSIP: 3132DWB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     818715 | PA      | $753854.97     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K116 A2                   | CUSIP: 3137FWHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13710000 | PA      | $10964221.52   | 0.00%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08158                      | CUSIP: 3128MJE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2583 | PA      | $2702.88       | 0.00%             | 2036-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | CHUBB INA HLDGS                | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $7301541.93    | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G06G3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  101800000 | PA      | $91468623.40   | 0.04%             | 2025-11-07      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q07465                      | CUSIP: 3132GSTW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     501514 | PA      | $469890.09     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7553                      | CUSIP: 3138MBMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21078690 | PA      | $18910531.97   | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4586                      | CUSIP: 31418ECY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17080586 | PA      | $14481863.43   | 0.01%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  169980000 | PA      | $169395693.75  | 0.07%             | 2024-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $14850366.75   | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   17108000 | PA      | $13945211.02   | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08597                      | CUSIP: 3128MJUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1961992 | PA      | $1833766.18    | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4223                        | CUSIP: 36202EVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61441 | PA      | $66297.42      | 0.00%             | 2038-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06881                      | CUSIP: 3128M86S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     154250 | PA      | $144528.65     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q20542                      | CUSIP: 3132JMS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     776067 | PA      | $701574.17     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14423446.95   | 0.01%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   21358000 | PA      | $15393517.08   | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91466                      | CUSIP: 3128P7TX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     991422 | PA      | $937279.58     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06867                      | CUSIP: 3128M86C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1089850 | PA      | $1060587.30    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DN4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    2397000 | PA      | $2242796.87    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2417155.09    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1222                      | CUSIP: 3138EHLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     154495 | PA      | $159534.29     | 0.00%             | 2040-09-01      | Floating      | 4.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46237                      | CUSIP: 3128K64W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5130 | PA      | $5522.13       | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    6740000 | PA      | $6323455.06    | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255180                      | CUSIP: 31371LM55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116826 | PA      | $122406.00     | 0.00%             | 2034-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | CAMPBELL SOUP CO               | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    9450000 | PA      | $7846751.37    | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5021                      | CUSIP: 3133KYSJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1119217 | PA      | $998782.87     | 0.00%             | 2039-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1193                      | CUSIP: 3138AEKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1828969 | PA      | $1812126.00    | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   10923000 | PA      | $7196257.33    | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    6810000 | PA      | $6009247.72    | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                                       | BMO 2022-C1 A5                 | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2597568.90    | 0.00%             | 2055-02-17      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1597                      | CUSIP: 3138EHX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     303471 | PA      | $320964.64     | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97549                      | CUSIP: 312946L61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42512 | PA      | $41371.32      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $7872120.30    | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83580                      | CUSIP: 3129296R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24293 | PA      | $24650.15      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_20-1                                               | CARMX 2020-1 A3                | CUSIP: 14315XAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2444958 | PA      | $2415715.24    | 0.00%             | 2024-12-16      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33585                      | CUSIP: 31297N6W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3889 | PA      | $3972.80       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4468                        | CUSIP: 36202E6D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     746551 | PA      | $749634.10     | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93996                      | CUSIP: 312942NM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1334025 | PA      | $1321257.06    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4703                      | CUSIP: 3132A5GL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1217043 | PA      | $1092300.25    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A5              | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    6200000 | PA      | $5889883.44    | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2940000 | PA      | $3027748.50    | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6740                      | CUSIP: 3138EBP25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2265330 | PA      | $2171057.64    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720196                      | CUSIP: 31401WC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22142 | PA      | $22614.36      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54024                      | CUSIP: 3128KGPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     164422 | PA      | $176469.73     | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV VA-A-TXBL                 | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2300000 | PA      | $1344695.46    | 0.00%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 AS              | CUSIP: 065404BC8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    1650000 | PA      | $1500744.63    | 0.00%             | 2061-02-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN4368                      | CUSIP: 3133GAZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5906925 | PA      | $5126890.59    | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AP8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    7200000 | PA      | $7045397.78    | 0.00%             | 2024-04-09      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   10125000 | PA      | $9405692.36    | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4661                      | CUSIP: 3140X8FB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11663218 | PA      | $10735536.05   | 0.00%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   17190000 | PA      | $10983076.92   | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10500000 | PA      | $8961916.74    | 0.00%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C16                                         | WFRBS 2013-C16 ASB             | CUSIP: 92938EAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     164313 | PA      | $162643.42     | 0.00%             | 2046-09-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                                | CHILD HEALTH TX                | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $2489722.86    | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW0278                      | CUSIP: 3138XPJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62537 | PA      | $60427.55      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    5428000 | PA      | $5252933.00    | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1694                      | CUSIP: 3132DN3B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11130801 | PA      | $10769885.63   | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   32820000 | PA      | $31758663.89   | 0.01%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3395412.56    | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    4396128 | PA      | $4312121.20    | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AP4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   11430000 | PA      | $11064418.54   | 0.00%             | 2026-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC               | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $2947752.85    | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    9815000 | PA      | $9667919.08    | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $4768102.58    | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M1 A2                 | CUSIP: 3136B75M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19090000 | PA      | $16659392.48   | 0.01%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $6704146.91    | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3010060.35    | 0.00%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    3520000 | PA      | $3113825.05    | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0184                      | CUSIP: 31417YF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     458171 | PA      | $460478.77     | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BF9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   24046000 | PA      | $23211066.37   | 0.01%             | 2026-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 825332                      | CUSIP: 31407A4R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13545 | PA      | $14118.05      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AMERISOURCEBERGE               | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    7675000 | PA      | $6376541.73    | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6903                      | CUSIP: 31417DU50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1088555 | PA      | $995512.86     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    5145000 | PA      | $4802162.72    | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     125000 | PA      | $103441.50     | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   11696000 | PA      | $10701228.65   | 0.00%             | 2026-07-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04490                      | CUSIP: 3128M6KB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107732 | PA      | $110720.17     | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    5381000 | PA      | $4629316.43    | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12300000 | PA      | $11830769.15   | 0.01%             | 2025-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1981                      | CUSIP: 31418BFX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     245910 | PA      | $236978.55     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   19060000 | PA      | $18354948.30   | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190361                      | CUSIP: 31368HMJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     931925 | PA      | $957711.85     | 0.00%             | 2035-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4771485.40    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29693                      | CUSIP: 31297HXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4816 | PA      | $4560.78       | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0256                      | CUSIP: 3132CWH98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179130 | PA      | $177682.64     | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08540                      | CUSIP: 3128MJS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2741256 | PA      | $2478167.00    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AG5<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    3623000 | PA      | $3502398.05    | 0.00%             | 2024-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     145000 | PA      | $131084.78     | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   13805000 | PA      | $11409392.26   | 0.00%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC25                                    | CGCMT 2014-GC25 A4             | CUSIP: 17322YAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6215000 | PA      | $5980981.63    | 0.00%             | 2047-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3847712.53    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    7465000 | PA      | $6862055.38    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $8273241.60    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-3                    | GMCAR 2021-3 A3                | CUSIP: 380140AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5200000 | PA      | $4960125.56    | 0.00%             | 2026-06-16      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $17762336.60   | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2471                      | CUSIP: 31329KW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8715080 | PA      | $7951143.17    | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58460                      | CUSIP: 3132Y2MJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     181719 | PA      | $173792.82     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0540                      | CUSIP: 3132ACS50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14231136 | PA      | $13800009.14   | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $7123574.96    | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   12897000 | PA      | $11963135.32   | 0.01%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4549459.53    | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DN5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $7649530.97    | 0.00%             | 2025-11-13      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15000000 | PA      | $15551775.30   | 0.01%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZM2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   12800000 | PA      | $11377469.44   | 0.00%             | 2026-01-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9314                      | CUSIP: 36184HK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2282298 | PA      | $1973066.88    | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0243                      | CUSIP: 3140Q7HV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     686936 | PA      | $663459.02     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    5197000 | PA      | $4822103.75    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1858                      | CUSIP: 3132AEB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34198972 | PA      | $33434207.32   | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M21 2A2               | CUSIP: 3136B6WY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7645000 | PA      | $6664034.12    | 0.00%             | 2031-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3781                      | CUSIP: 3140J8FX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12039 | PA      | $11932.64      | 0.00%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09064                      | CUSIP: 31292SB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3285265 | PA      | $3170112.69    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0066                      | CUSIP: 3132DMCB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2310084 | PA      | $2370739.01    | 0.00%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51958                      | CUSIP: 3128KEE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2496 | PA      | $2643.34       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14050000 | PA      | $13292415.15   | 0.01%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357823                      | CUSIP: 31376KPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14350 | PA      | $15150.62      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AJ1<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $4600973.79    | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4270000 | PA      | $3244698.28    | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    8926000 | PA      | $7392430.90    | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5222                      | CUSIP: 3140X8YU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9809228 | PA      | $8006937.05    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725237                      | CUSIP: 31402CV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     451518 | PA      | $485186.18     | 0.00%             | 2034-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $7762500.97    | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                   | CUSIP: 166764BW9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26300000 | PA      | $24471848.34   | 0.01%             | 2025-05-11      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4542642 | PA      | $4154859.64    | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 775659                      | CUSIP: 31404QWU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5020 | PA      | $5077.34       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5748679.94    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4122                      | CUSIP: 3140QBSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4302451 | PA      | $3961767.44    | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2634                      | CUSIP: 3140GQ4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2197752 | PA      | $2167622.95    | 0.00%             | 2047-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13379                      | CUSIP: 3128MB6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        355 | PA      | $358.98        | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    4000000 | PA      | $3163547.96    | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT_20-B                                        | MBALT 2021-A A4                | CUSIP: 58770GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1425000 | PA      | $1388829.80    | 0.00%             | 2026-10-15      | Fixed         | 0.32%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |   22780000 | PA      | $19460387.92   | 0.01%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2001                      | CUSIP: 3140J6GK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10647870 | PA      | $9982547.45    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |    5300000 | PA      | $5100131.70    | 0.00%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AY0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3828056.84    | 0.00%             | 2024-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M5 A2                 | CUSIP: 3136B4KB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8325000 | PA      | $7731311.78    | 0.00%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 963138                      | CUSIP: 31414DPX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1729 | PA      | $1721.02       | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728800                      | CUSIP: 3620AFUZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      60567 | PA      | $61193.85      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5022                      | CUSIP: 36179TSK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4133730 | PA      | $4172264.18    | 0.00%             | 2048-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5265                      | CUSIP: 36184BZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3201956 | PA      | $2972185.13    | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4096                      | CUSIP: 31418DRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  101176346 | PA      | $86551365.52   | 0.04%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AZ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4843858.60    | 0.00%             | 2024-08-22      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                    | CGCMT 2019-GC41 A5             | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11210000 | PA      | $9582921.19    | 0.00%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   13180000 | PA      | $13057320.56   | 0.01%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BS7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   59700000 | PA      | $59188796.06   | 0.03%             | 2024-05-18      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8269                      | CUSIP: 31418WFK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     500878 | PA      | $486811.28     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3522                      | CUSIP: 31418C4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11405117 | PA      | $11119148.78   | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5668438.32    | 0.00%             | 2024-05-15      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YDU6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   30425000 | PA      | $30315440.79   | 0.01%             | 2023-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBG9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   22991000 | PA      | $22138602.93   | 0.01%             | 2025-02-05      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L7                                           | MSC 2021-L7 A5                 | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8465000 | PA      | $6814723.70    | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0035                      | CUSIP: 3138W9BD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4240990 | PA      | $3968457.51    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   15989000 | PA      | $15041634.00   | 0.01%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5054                      | CUSIP: 3133KYTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7878705 | PA      | $6957779.63    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1866                      | CUSIP: 3132AECB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2168207 | PA      | $2162936.90    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0864                      | CUSIP: 31417Y6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1486785 | PA      | $1462978.89    | 0.00%             | 2031-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566254                      | CUSIP: 36213WBX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2446 | PA      | $2568.63       | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946887                      | CUSIP: 31413JNC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     424297 | PA      | $446715.95     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prospect Capital Corp                                                            | PROSPECT CAPITAL               | CUSIP: 74348TAU6<br>LEI: 549300FSD8T39P5Q0O47 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8775380.00    | 0.00%             | 2026-01-22      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705143                      | CUSIP: 36296YLY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      89462 | PA      | $93117.11      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   13925000 | PA      | $12687583.98   | 0.01%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    3775000 | PA      | $3105248.56    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   12172000 | PA      | $11544477.04   | 0.01%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAN8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    5000000 | PA      | $3121890.70    | 0.00%             | 2051-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4460913.22    | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZX8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    8800000 | PA      | $8184179.78    | 0.00%             | 2024-10-07      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782562                      | CUSIP: 36241KZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1128982 | PA      | $1162899.15    | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4639864.40    | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3293                      | CUSIP: 3140XJUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11243432 | PA      | $11314503.17   | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 652055                      | CUSIP: 31390PMC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12183 | PA      | $12928.96      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5948                      | CUSIP: 36178DTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1654576 | PA      | $1491190.10    | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2949                      | CUSIP: 3138EKH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     630196 | PA      | $626306.66     | 0.00%             | 2042-08-01      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840296                      | CUSIP: 31407TRR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16412 | PA      | $16476.07      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12152                      | CUSIP: 3128PRL98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6610 | PA      | $6579.33       | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22334                      | CUSIP: 31296YSX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2227 | PA      | $2172.70       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 847892                      | CUSIP: 31408C7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5497 | PA      | $5732.62       | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780601                      | CUSIP: 36225AU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4272 | PA      | $4339.08       | 0.00%             | 2027-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAG2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    1825000 | PA      | $1768468.65    | 0.00%             | 2026-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5470                      | CUSIP: 3140X9CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17667391 | PA      | $15881191.70   | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DISCOVER CARD EXECUTION NOTE TRUST DCENT_22-4                                    | DCENT 2022-A4 A                | CUSIP: 254683CX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12625000 | PA      | $12746347.71   | 0.01%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    4684000 | PA      | $3745462.28    | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 776834                      | CUSIP: 31404SBB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24987 | PA      | $27668.46      | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828XB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  256221000 | PA      | $243409950.00  | 0.11%             | 2025-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   15180000 | PA      | $13327356.90   | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    7336000 | PA      | $5831252.15    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   32820000 | PA      | $21825953.77   | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |   11576000 | PA      | $9663732.20    | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    5525000 | PA      | $4764384.91    | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1661                      | CUSIP: 3138X0Z35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2471146 | PA      | $2364543.56    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CG2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   33327000 | PA      | $30379425.15   | 0.01%             | 2026-06-04      | Variable      | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4606                      | CUSIP: 3132A5DK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1595798 | PA      | $1436683.88    | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    6265000 | PA      | $4277978.69    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    2749000 | PA      | $2621107.34    | 0.00%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAD7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    6820000 | PA      | $7525867.07    | 0.00%             | 2037-10-15      | Fixed         | 6.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   20460000 | PA      | $15560096.39   | 0.01%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02696                      | CUSIP: 31294L7H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     114953 | PA      | $114412.07     | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08847                      | CUSIP: 3128MJ5H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3310508 | PA      | $3163333.74    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   41193000 | PA      | $35645735.18   | 0.02%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    4535000 | PA      | $4286454.65    | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0462                      | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24489737 | PA      | $22976947.30   | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05911                      | CUSIP: 3128M73U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3699077 | PA      | $3842689.93    | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | CHUBB INA HLDGS                | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $1823466.06    | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE17 Mortgage Trust                                                  | COMM 2014-CR17 A5              | CUSIP: 12631DBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2425000 | PA      | $2360968.60    | 0.00%             | 2047-05-10      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8266                      | CUSIP: 3132DWFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42520714 | PA      | $41051040.75   | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   15225000 | PA      | $10631102.13   | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    9090000 | PA      | $6306703.36    | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                           | STANDARD CHART                 | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1798615.64    | 0.00%             | 2031-04-01      | Variable      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    7550000 | PA      | $6511477.87    | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   23000000 | PA      | $22001495.94   | 0.01%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $14251276.05   | 0.01%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   10100000 | PA      | $9593924.96    | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K073 A2                   | CUSIP: 3137FETN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7025000 | PA      | $6679190.16    | 0.00%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   20517000 | PA      | $17224091.05   | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22592                      | CUSIP: 31296Y2Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2352 | PA      | $2249.04       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6640000 | PA      | $6166813.88    | 0.00%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    7175000 | PA      | $6586258.68    | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2                    | GMCAR 2021-2 A3                | CUSIP: 380149AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2621637 | PA      | $2519986.35    | 0.00%             | 2026-04-16      | Fixed         | 0.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8127                      | CUSIP: 3132DWA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   87291995 | PA      | $67020436.86   | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    3575000 | PA      | $3360989.67    | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698089                      | CUSIP: 36296QRJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     176087 | PA      | $171544.33     | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    3436000 | PA      | $2984670.68    | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Santander UK PLC                                                                 | SANTANDER UK PLC               | CUSIP: 80283LAJ2<br>LEI: PTCQB104N23FMNK2RZ28 | Long             | DBT              | CORP              | GB        |   14850000 | PA      | $14671215.21   | 0.01%             | 2024-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 A4                 | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14170000 | PA      | $13196604.60   | 0.01%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    5845000 | PA      | $6010016.16    | 0.00%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3296126.52    | 0.00%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K132 A2                   | CUSIP: 3137H3EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6200000 | PA      | $5090028.26    | 0.00%             | 2031-08-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A65069                      | CUSIP: 3128KVT21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     183426 | PA      | $186457.89     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   11224000 | PA      | $8866100.13    | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    8205000 | PA      | $6732946.69    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   78850000 | PA      | $72478215.87   | 0.03%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    8680000 | PA      | $7189914.47    | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91853                      | CUSIP: 3128P8BW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5591013 | PA      | $5209694.08    | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7803                      | CUSIP: 3138WHU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1338448 | PA      | $1260389.65    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1983                      | CUSIP: 3133KHFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1938348 | PA      | $1729707.92    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    9075000 | PA      | $8395951.69    | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    3500000 | PA      | $3229831.85    | 0.00%             | 2026-01-23      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAJ7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    7177000 | PA      | $6882131.52    | 0.00%             | 2025-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Franklin BSP Lending Corp                                                        | BUSINESS DEVELOP               | CUSIP: 12325JAJ0<br>LEI: 549300K8IFP295FLKS39 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2620295.64    | 0.00%             | 2026-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5083                        | CUSIP: 36202FUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1425410 | PA      | $1455567.88    | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 AS                 | CUSIP: 12529TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2675000 | PA      | $2185541.88    | 0.00%             | 2053-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A17904                      | CUSIP: 31296SX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43562 | PA      | $44496.38      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FA1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4211431.61    | 0.00%             | 2024-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8326                      | CUSIP: 3138ETHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1707677 | PA      | $1693254.00    | 0.00%             | 2046-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8149                      | CUSIP: 3132DWBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   72252633 | PA      | $55474408.04   | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K747 A2                   | CUSIP: 3137H5DX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7500000 | PA      | $6551250.00    | 0.00%             | 2028-11-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3237725.90    | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 828178                      | CUSIP: 31407ECP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1317 | PA      | $1391.76       | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5311                      | CUSIP: 3138AW3V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     917350 | PA      | $908914.00     | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                     | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2559168.76    | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1711                      | CUSIP: 3138EH3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3858492 | PA      | $3823570.61    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $4650866.70    | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18608                      | CUSIP: 3128MMVA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2948856 | PA      | $2794909.71    | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658219                      | CUSIP: 36294SG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30659 | PA      | $30978.77      | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0806                      | CUSIP: 3140QK3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26433875 | PA      | $20304565.15   | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C28                              | JPMBB 2015-C28 AS              | CUSIP: 46644FAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1125000 | PA      | $1048392.56    | 0.00%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5007507.47    | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1458                      | CUSIP: 31418ATQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     194999 | PA      | $176286.58     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254008                      | CUSIP: 31371KDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11615 | PA      | $11975.85      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  328720000 | PA      | $268317700.00  | 0.12%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13421                      | CUSIP: 31296MYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19265 | PA      | $19677.99      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1716675.03    | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   24697000 | PA      | $19823836.86   | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   13800000 | PA      | $11922475.64   | 0.01%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ED1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   18470000 | PA      | $18076214.80   | 0.01%             | 2025-06-26      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   13483000 | PA      | $13809205.68   | 0.01%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $4285786.24    | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0896                      | CUSIP: 3140XF7J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42838723 | PA      | $38061053.08   | 0.02%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 A5              | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2780000 | PA      | $2249037.51    | 0.00%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38637                      | CUSIP: 31297US27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31749 | PA      | $31897.52      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3 1/23                    | CUSIP: 21H030617<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |  -20000000 | PA      | $-17828124.00  | -0.01%            | 2023-01-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4592                      | CUSIP: 3132A5C52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5384485 | PA      | $5190977.45    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2015-DC1 Mortgage Trust                                                     | COMM 2015-DC1 A5               | CUSIP: 12629NAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8570000 | PA      | $8164744.41    | 0.00%             | 2048-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   39800000 | PA      | $33019354.40   | 0.01%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5555895.66    | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                  | CUSIP: 95040QAC8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   16567000 | PA      | $16054491.90   | 0.01%             | 2026-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7406                      | CUSIP: 3140XBGQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17607986 | PA      | $16443187.46   | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7193                      | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   95577181 | PA      | $83251968.31   | 0.04%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $4991146.84    | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00713                      | CUSIP: 31292GYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1700 | PA      | $1689.15       | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    7450000 | PA      | $6992751.04    | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813400                      | CUSIP: 31406LUZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22974 | PA      | $23463.40      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    3650000 | PA      | $2749540.77    | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BP2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    3341000 | PA      | $3299558.34    | 0.00%             | 2024-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0385                      | CUSIP: 31419ANB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1080403 | PA      | $1049979.62    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   14715000 | PA      | $13229116.38   | 0.01%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A61986                      | CUSIP: 3128KSF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1139 | PA      | $1158.69       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6825000 | PA      | $5906327.56    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1635                      | CUSIP: 3128NHY80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6283 | PA      | $6252.02       | 0.00%             | 2037-03-01      | Floating      | 2.06%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCA2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   14781000 | PA      | $13582519.72   | 0.01%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5082                      | CUSIP: 3138MLUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     928882 | PA      | $869125.21     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5397                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23399953 | PA      | $21815174.88   | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829398                      | CUSIP: 31407FNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24950 | PA      | $26006.76      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Domestic Holdings Inc                                             | MS DOM HOLD INC                | CUSIP: 269246BQ6<br>LEI: 549300RJIC678ZPVWG08 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $4979742.55    | 0.00%             | 2027-08-24      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $2917165.20    | 0.00%             | 2027-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08681                      | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14236169 | PA      | $13291674.26   | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $4263185.71    | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0440                      | CUSIP: 3138MFP27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     923329 | PA      | $858482.96     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    6974000 | PA      | $7251351.45    | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                         | INGERSOLL-RAND                 | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1350431.39    | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C12                                           | UBSCM 2018-C12 A5              | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10265000 | PA      | $9698948.89    | 0.00%             | 2051-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 641327                      | CUSIP: 31390BPL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3920 | PA      | $4015.63       | 0.00%             | 2032-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $5842233.40    | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAP5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2065000 | PA      | $1995500.44    | 0.00%             | 2025-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q48241                      | CUSIP: 3132WNEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2056525 | PA      | $1909339.14    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    4220000 | PA      | $4543829.42    | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08541                      | CUSIP: 3128MJS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     474244 | PA      | $439422.48     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11307768 | PA      | $10998647.43   | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5366029.86    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3616988.92    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    5233000 | PA      | $6634200.22    | 0.00%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7537                      | CUSIP: 3132DVLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33210760 | PA      | $27168686.19   | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8166                      | CUSIP: 3132DWCB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  103180132 | PA      | $84442702.89   | 0.04%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                 | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6800000 | PA      | $5074027.13    | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C20                      | MSBAM 2015-C20 ASB             | CUSIP: 61764RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     620946 | PA      | $606092.01     | 0.00%             | 2048-02-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91718                      | CUSIP: 3128P74B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2119769 | PA      | $1916147.19    | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9230245.50    | 0.00%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58420                      | CUSIP: 3128KMK95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5648 | PA      | $5839.60       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_22-A                                          | FORDL 2022-A A4                | CUSIP: 34528LAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     675000 | PA      | $655196.99     | 0.00%             | 2025-07-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0756                      | CUSIP: 36179MZV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2348777 | PA      | $2195001.42    | 0.00%             | 2028-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST WOSAT_21-A                                          | WOSAT 2021-A A3                | CUSIP: 98163HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1500000 | PA      | $1450147.95    | 0.00%             | 2027-03-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4224277.50    | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4780                      | CUSIP: 36179TJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2262825 | PA      | $2234483.04    | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   40100000 | PA      | $28941745.93   | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAC7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    8104000 | PA      | $7763369.84    | 0.00%             | 2024-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                           | ADVANCE AUTO PAR               | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |   11800000 | PA      | $10368111.06   | 0.00%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058GQ0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   34720000 | PA      | $33794030.10   | 0.01%             | 2024-03-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | NATIONAL RETAIL                | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2305580.31    | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3965                      | CUSIP: 3138WDMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3452726 | PA      | $3331631.67    | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0881                      | CUSIP: 3140XF6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35491706 | PA      | $30181192.18   | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1951                      | CUSIP: 3132AEEY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7924447 | PA      | $7305296.85    | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   12900000 | PA      | $12404588.79   | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  741990000 | PA      | $472323009.38  | 0.21%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $4906104.94    | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7485000 | PA      | $7041538.15    | 0.00%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816BR9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   37849000 | PA      | $36638492.84   | 0.02%             | 2024-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_19-2                                           | ALLYA 2019-2 A4                | CUSIP: 02008QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1066040 | PA      | $1063591.36    | 0.00%             | 2024-08-15      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2656                      | CUSIP: 3138EJ5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3716185 | PA      | $3477319.14    | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  594787000 | PA      | $525364175.10  | 0.23%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4254                      | CUSIP: 31418DWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   77890187 | PA      | $59948984.69   | 0.03%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10413000 | PA      | $10025106.69   | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08801                      | CUSIP: 3128MJ3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2663094 | PA      | $2544628.03    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 803855                      | CUSIP: 31406ABY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36700 | PA      | $37611.71      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    2230000 | PA      | $2489963.97    | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6289                      | CUSIP: 3138EN7B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     588525 | PA      | $600216.79     | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2817252.54    | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55594                      | CUSIP: 3128KJGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8854 | PA      | $8827.84       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4874                      | CUSIP: 3138A6MY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     893160 | PA      | $866744.20     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11325000 | PA      | $8294977.68    | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48126                      | CUSIP: 3128K9A38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2283 | PA      | $2332.31       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   14306000 | PA      | $11781953.94   | 0.01%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-2                    | GMCAR 2021-2 A4                | CUSIP: 380149AD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $784375.16     | 0.00%             | 2026-10-16      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   30127000 | PA      | $27449514.39   | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MTA NY-TXB                     | CUSIP: 59259NZH9<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    1135000 | PA      | $1390301.79    | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8583                      | CUSIP: 3138WJRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2120513 | PA      | $1974799.33    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | TOTAL SYSTEM SVC               | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   11060000 | PA      | $10289908.68   | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6470000 | PA      | $5348193.42    | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   21465000 | PA      | $20040464.11   | 0.01%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4916960.78    | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5261540.88    | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1776                      | CUSIP: 3140J56N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7592258 | PA      | $7490571.61    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    5710000 | PA      | $5107020.29    | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3524242.95    | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02031                      | CUSIP: 3128LXHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40349 | PA      | $41212.11      | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Exploration Inc                                                          | NEWFIELD EXPLOR                | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1287666.03    | 0.00%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C15                                         | WFRBS 2013-C15 ASB             | CUSIP: 92938CAE7<br>LEI: 5493003CHVRASC16O965 | Long             | ABS-MBS          | CORP              | US        |      47011 | PA      | $46669.84      | 0.00%             | 2046-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ4491                      | CUSIP: 3140KP7D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9064463 | PA      | $7420179.97    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    8525000 | PA      | $8346169.71    | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    7700000 | PA      | $7193751.41    | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7729                      | CUSIP: 3138LYST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     400932 | PA      | $372837.64     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAM3<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $771925.68     | 0.00%             | 2025-04-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01416                      | CUSIP: 31292HSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5453 | PA      | $5647.33       | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3                                       | CRVNA 2021-P3 A4               | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     675000 | PA      | $586337.20     | 0.00%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7457981.44    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  333477000 | PA      | $322117939.69  | 0.14%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse AG/New York NY                                                     | CRED SUIS NY                   | CUSIP: 22550L2E0<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    2500000 | PA      | $2320763.75    | 0.00%             | 2024-02-02      | Fixed         | 0.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4143                      | CUSIP: 31416MS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3046 | PA      | $2941.34       | 0.00%             | 2024-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  466475000 | PA      | $356051597.77  | 0.16%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    4055000 | PA      | $3341097.38    | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5181                      | CUSIP: 3140X8XK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9334742 | PA      | $8007288.48    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889881                      | CUSIP: 31410KUE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     343804 | PA      | $347793.68     | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888772                      | CUSIP: 31410GMV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66356 | PA      | $66724.50      | 0.00%             | 2037-10-01      | Floating      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04817                      | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     152515 | PA      | $156649.69     | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   48500000 | PA      | $34943848.42   | 0.02%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3398766.44    | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4769                      | CUSIP: 3140HJJP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2500374 | PA      | $2490994.35    | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4068                      | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16454346 | PA      | $14983147.76   | 0.01%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9516                      | CUSIP: 3140XDSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52059823 | PA      | $44709631.95   | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   21111000 | PA      | $16815959.24   | 0.01%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05085                      | CUSIP: 3128M66W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1374081 | PA      | $1385403.51    | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3443                      | CUSIP: 31418CZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10484554 | PA      | $10018555.64   | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2014-M13 A2                | CUSIP: 3136ALYF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2963063 | PA      | $2872875.83    | 0.00%             | 2024-08-25      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $7843901.28    | 0.00%             | 2024-05-11      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     550000 | PA      | $602532.78     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    6458000 | PA      | $5755852.21    | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   20000000 | PA      | $14858686.60   | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                      | DBGS 2018-C1 A4                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5872500 | PA      | $5590903.05    | 0.00%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14471                      | CUSIP: 3128MDFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1826401 | PA      | $1763852.01    | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ3756                      | CUSIP: 3138MKE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1226729 | PA      | $1140693.61    | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190357                      | CUSIP: 31368HME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101843 | PA      | $104471.04     | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   12653000 | PA      | $7996958.93    | 0.00%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545278                      | CUSIP: 31385HXF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6297 | PA      | $6586.99       | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60536                      | CUSIP: 31335ASZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2518757 | PA      | $2430486.57    | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5474                      | CUSIP: 3138WFCL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4625507 | PA      | $4451719.57    | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABM0<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    5030000 | PA      | $4786329.40    | 0.00%             | 2024-10-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6643                      | CUSIP: 31419HLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91182 | PA      | $91908.61      | 0.00%             | 2040-10-01      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $4915162.68    | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JB0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   83940000 | PA      | $77004183.86   | 0.03%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AC9<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1430238.61    | 0.00%             | 2026-04-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783121                      | CUSIP: 36241LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2326352 | PA      | $2213612.24    | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $10151243.10   | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PU6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  153657000 | PA      | $171447591.85  | 0.07%             | 2037-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | PORT OF MORROW OR TRA          | CUSIP: 73474TAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     105000 | PA      | $80851.47      | 0.00%             | 2036-09-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37763                      | CUSIP: 31297TTU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19665 | PA      | $20087.74      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4617720.30    | 0.00%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   88000000 | PA      | $72911282.40   | 0.03%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4877                        | CUSIP: 36202FM29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202339 | PA      | $198825.08     | 0.00%             | 2025-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBG0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   16199000 | PA      | $13186397.78   | 0.01%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 A4               | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3650000 | PA      | $3331045.48    | 0.00%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   47505000 | PA      | $34932288.22   | 0.02%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545815                      | CUSIP: 31385JK49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83186 | PA      | $87661.44      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 896113                      | CUSIP: 31410SSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9314 | PA      | $9834.88       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $6542309.59    | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2622010.60    | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BX1<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    6175000 | PA      | $5627677.58    | 0.00%             | 2025-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4207                      | CUSIP: 31418DU91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2616892 | PA      | $2409036.30    | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607GRS5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    7000000 | PA      | $6706634.55    | 0.00%             | 2023-12-14      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   18835000 | PA      | $17748240.28   | 0.01%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   18104000 | PA      | $13973406.75   | 0.01%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3000686.50    | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HLDS               | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $8926230.89    | 0.00%             | 2032-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2002                      | CUSIP: 3140J6GL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14496472 | PA      | $13974926.44   | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $4278498.41    | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    7120000 | PA      | $6495309.43    | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    8865000 | PA      | $8763120.23    | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   16870000 | PA      | $13477352.41   | 0.01%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908852                      | CUSIP: 31411HWM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116862 | PA      | $116493.73     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781288                      | CUSIP: 36225BND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5706 | PA      | $5952.14       | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   11750000 | PA      | $8332178.92    | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                | CUSIP: 526107AE7<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    7366000 | PA      | $6648114.87    | 0.00%             | 2025-08-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| COMM 2014-LC17 Mortgage Trust                                                    | COMM 2014-LC17 A5              | CUSIP: 12592MBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3206817 | PA      | $3092260.52    | 0.00%             | 2047-10-10      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8426                      | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   51199557 | PA      | $48534738.28   | 0.02%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158AV8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   11545000 | PA      | $11279380.72   | 0.00%             | 2024-07-31      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8174                      | CUSIP: 3132DWCK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15026955 | PA      | $13256645.89   | 0.01%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   17941000 | PA      | $15031215.41   | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3425000 | PA      | $2430417.16    | 0.00%             | 2043-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04587                      | CUSIP: 3128M6NC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     529313 | PA      | $536135.34     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08658                      | CUSIP: 3128MJWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3371065 | PA      | $3038094.43    | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AM0<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $5617319.38    | 0.00%             | 2025-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3297964.54    | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5330                      | CUSIP: 3140X84Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2442637 | PA      | $2288080.40    | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   20792000 | PA      | $17056014.43   | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $3606316.55    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 900527                      | CUSIP: 31410XPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71076 | PA      | $71658.91      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | TRIMBLE NAVIG                  | CUSIP: 896239AA8<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    3826000 | PA      | $3785419.76    | 0.00%             | 2024-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 1/23                    | CUSIP: 01F050619<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -12049000 | PA      | $-11881444.20  | -0.01%            | 2023-01-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   20758000 | PA      | $18954523.58   | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 96145DAB1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   10620000 | PA      | $10149816.60   | 0.00%             | 2024-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1924003.38    | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                           | GSMS 2014-GC26 AAB             | CUSIP: 36250HAF0<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |     859328 | PA      | $840761.91     | 0.00%             | 2047-11-13      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   20420000 | PA      | $17461251.25   | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735228                      | CUSIP: 31402QYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     888304 | PA      | $908913.84     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5508                      | CUSIP: 31419GDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     139179 | PA      | $139813.12     | 0.00%             | 2040-12-01      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04306                      | CUSIP: 31292LYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1180307 | PA      | $1073836.52    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K101 A2                   | CUSIP: 3137FQ3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16615000 | PA      | $14688434.26   | 0.01%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8065                      | CUSIP: 3133A26A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2865284 | PA      | $2538862.60    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC3014                      | CUSIP: 31417MK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113136 | PA      | $113727.22     | 0.00%             | 2039-10-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  404475000 | PA      | $381217687.50  | 0.17%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3845000 | PA      | $3946909.23    | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995050                      | CUSIP: 31416BL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1311726 | PA      | $1392529.76    | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AMERISOURCEBERGE               | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   10700000 | PA      | $8876517.24    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                              | JPMBB 2014-C18 AS              | CUSIP: 46641JBA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     771000 | PA      | $747928.52     | 0.00%             | 2047-02-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI8186                      | CUSIP: 3138ANCY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     914073 | PA      | $887042.20     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0967                      | CUSIP: 31418ACD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102563 | PA      | $101621.33     | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   14900000 | PA      | $12247136.06   | 0.01%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1156                      | CUSIP: 36179NH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5546202 | PA      | $5026296.45    | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC20                                           | GSMS 2014-GC20 A5              | CUSIP: 36252WAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1500000 | PA      | $1467276.45    | 0.00%             | 2047-04-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60038                      | CUSIP: 31335ABF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15446977 | PA      | $14471786.16   | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5204                        | CUSIP: 36202FX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2084377 | PA      | $2084642.72    | 0.00%             | 2041-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1660                      | CUSIP: 31418AZ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5787 | PA      | $5463.40       | 0.00%             | 2023-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253793                      | CUSIP: 31371J3A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3338 | PA      | $3443.51       | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50516                      | CUSIP: 3128KCSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9795 | PA      | $9917.83       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1584                      | CUSIP: 3140XGXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64764757 | PA      | $53123687.30   | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8030                      | CUSIP: 3132DV4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  127353118 | PA      | $113362410.20  | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJT3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7493339.84    | 0.00%             | 2025-01-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   47971000 | PA      | $46176109.39   | 0.02%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   37300000 | PA      | $35467116.42   | 0.02%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AX5590                      | CUSIP: 36196HF70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     149610 | PA      | $150327.03     | 0.00%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   50940000 | PA      | $50775163.25   | 0.02%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     300000 | PA      | $292092.72     | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01726                      | CUSIP: 31292H4K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     249206 | PA      | $258263.39     | 0.00%             | 2033-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 766314                      | CUSIP: 31404EK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29266 | PA      | $29602.08      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 A4              | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5070000 | PA      | $4656439.09    | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    9535000 | PA      | $8636324.15    | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3676                      | CUSIP: 3140J8CN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8266661 | PA      | $7956541.85    | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAP3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    9685000 | PA      | $9135563.46    | 0.00%             | 2025-02-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780747                      | CUSIP: 36225AZL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4859 | PA      | $4947.97       | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAC0<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1325836.39    | 0.00%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4808459.90    | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1977992.68    | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA0151                      | CUSIP: 3140E4EZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70262 | PA      | $64615.38      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAF0<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    3035000 | PA      | $2758507.92    | 0.00%             | 2025-08-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1                                  | WFCM 2015-NXS1 A2              | CUSIP: 94989HAF7<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |      20702 | PA      | $20625.15      | 0.00%             | 2048-05-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254407                      | CUSIP: 31371KR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6372 | PA      | $6729.37       | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AQ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    1354000 | PA      | $1324532.23    | 0.00%             | 2025-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A1                 | CUSIP: 3137FYTW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2882878 | PA      | $2371123.46    | 0.00%             | 2035-07-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6785                      | CUSIP: 31417DRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1386004 | PA      | $1296948.54    | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KAW6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4860162.10    | 0.00%             | 2024-06-07      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   12316000 | PA      | $8656374.13    | 0.00%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2806                      | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36240263 | PA      | $32557886.41   | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0428                      | CUSIP: 31417YPN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     856107 | PA      | $850747.40     | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30850000 | PA      | $25370949.61   | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings Inc                                                           | ACE INA HOLDINGS               | CUSIP: 00440EAR8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7730445.38    | 0.00%             | 2024-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2236                      | CUSIP: 31334YPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3636010 | PA      | $3276806.38    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0858                      | CUSIP: 31418M5U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          6 | PA      | $5.86          | 0.00%             | 2023-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   12040000 | PA      | $11587736.18   | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   18905000 | PA      | $16681568.96   | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2024563.24    | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   30150000 | PA      | $19511764.86   | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    1921000 | PA      | $1909275.71    | 0.00%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889983                      | CUSIP: 31410KXL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1248351 | PA      | $1323698.43    | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7504                      | CUSIP: 3132DVKR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24791638 | PA      | $22830678.91   | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03941                      | CUSIP: 3128M5WA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     262934 | PA      | $267612.18     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4519                        | CUSIP: 36202FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     697980 | PA      | $700861.90     | 0.00%             | 2039-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   17433000 | PA      | $11598338.77   | 0.01%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 AS              | CUSIP: 08163CBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $987821.13     | 0.00%             | 2054-03-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793379                      | CUSIP: 31405MM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8022 | PA      | $8114.45       | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18540                      | CUSIP: 3128MMS61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1817891 | PA      | $1695206.56    | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                                | DUKE UNI HEALTH                | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3874309.10    | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    4870000 | PA      | $3954082.10    | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05347                      | CUSIP: 3128M7HY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69744 | PA      | $72079.90      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848674                      | CUSIP: 31300LT70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67531 | PA      | $69755.22      | 0.00%             | 2042-02-01      | Floating      | 3.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4837                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   42349511 | PA      | $39257907.77   | 0.02%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AY5<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $4797262.18    | 0.00%             | 2025-01-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1064138.36    | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    4195000 | PA      | $2998359.81    | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K077 A2                   | CUSIP: 3137FG6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12600000 | PA      | $12231526.86   | 0.01%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5244                      | CUSIP: 3140X8ZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     865903 | PA      | $801549.68     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8493                      | CUSIP: 3138M0NK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     704361 | PA      | $659155.87     | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626755                      | CUSIP: 36291FH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5384 | PA      | $5654.35       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47038                      | CUSIP: 3128K7ZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30028 | PA      | $30167.40      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C58694                      | CUSIP: 31298VUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15935 | PA      | $15750.32      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   25000000 | PA      | $23169708.00   | 0.01%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848353                      | CUSIP: 31300LH65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141031 | PA      | $145184.68     | 0.00%             | 2040-09-01      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11935000 | PA      | $10291074.53   | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    9100000 | PA      | $7262139.61    | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AD9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4234891.76    | 0.00%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CG5<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   23705000 | PA      | $20834868.06   | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCD0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11687965.44   | 0.01%             | 2024-03-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    7585000 | PA      | $5483878.85    | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3289685.48    | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-C                                         | HART 2021-C A4                 | CUSIP: 44935FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1075000 | PA      | $972414.04     | 0.00%             | 2027-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDN9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11143000 | PA      | $10884218.65   | 0.00%             | 2025-12-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931068                      | CUSIP: 31412PMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57531 | PA      | $57229.29      | 0.00%             | 2024-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE HOLDINGS                  | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    4910000 | PA      | $4697910.29    | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7523                      | CUSIP: 3132DVLC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   79490096 | PA      | $68725634.93   | 0.03%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   50230000 | PA      | $33806693.21   | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5346891.40    | 0.00%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3026433.52    | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    3500000 | PA      | $3118945.10    | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13205                      | CUSIP: 3132HPR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7594653 | PA      | $6981815.94    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    5208000 | PA      | $5779167.66    | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0071                      | CUSIP: 3138EGCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     668853 | PA      | $679301.48     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D          | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2875000 | PA      | $1881970.40    | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST                                                   | HART 2021-C A3                 | CUSIP: 44935FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2575000 | PA      | $2426470.91    | 0.00%             | 2026-05-15      | Fixed         | 0.74%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4815197.04    | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535159                      | CUSIP: 31384VQL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13463 | PA      | $13528.52      | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AA9<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    3555000 | PA      | $3488445.42    | 0.00%             | 2024-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5063787.19    | 0.00%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   12460000 | PA      | $11694088.04   | 0.01%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   22330000 | PA      | $19898999.67   | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832064                      | CUSIP: 31407JMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7259 | PA      | $7461.79       | 0.00%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | MARKEL CORP                    | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    6175000 | PA      | $5691934.94    | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5188761.13    | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3781                      | CUSIP: 3132A4FW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1191896 | PA      | $1076644.08    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5782172.55    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    8995000 | PA      | $7583667.59    | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                | CUSIP: 91086QAG3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    4390000 | PA      | $5153640.63    | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78532                      | CUSIP: 31288HPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4186 | PA      | $4276.04       | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $10753467.88   | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A4               | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8254000 | PA      | $7544861.72    | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3495                      | CUSIP: 31418C3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7016155 | PA      | $6704361.31    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $9566041.55    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $16677774.40   | 0.01%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-4                                               | CARMX 2019-4 A4                | CUSIP: 14315WAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1025000 | PA      | $998932.10     | 0.00%             | 2025-07-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3247                      | CUSIP: 31418CTD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8775858 | PA      | $8364828.81    | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0393                      | CUSIP: 3138EGNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     703769 | PA      | $699572.63     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2414                      | CUSIP: 36179QVF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2724082 | PA      | $2536704.21    | 0.00%             | 2029-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15688                      | CUSIP: 3128MERH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     791771 | PA      | $771918.91     | 0.00%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1791058.98    | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   30390000 | PA      | $28621810.73   | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4474                      | CUSIP: 31418D6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84431574 | PA      | $71004319.64   | 0.03%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6398995.13    | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    9605000 | PA      | $9276585.07    | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03832                      | CUSIP: 31292LHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     455754 | PA      | $452238.05     | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109BN0<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   11050000 | PA      | $8388749.27    | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14011                      | CUSIP: 3128MCVC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2479 | PA      | $2476.76       | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4690732.40    | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   18425000 | PA      | $16064536.22   | 0.01%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $788405.43     | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 C                | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850000 | PA      | $713765.23     | 0.00%             | 2050-05-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    2525000 | PA      | $2773705.35    | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   28220000 | PA      | $24930565.61   | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570465                      | CUSIP: 36200RW24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13245 | PA      | $12802.36      | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555687                      | CUSIP: 36213JJ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8538 | PA      | $8779.69       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AR0<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    6570000 | PA      | $6390415.36    | 0.00%             | 2024-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555967                      | CUSIP: 31385XTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     619284 | PA      | $632517.64     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3830061.96    | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513CXR2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |   10713000 | PA      | $10183303.32   | 0.00%             | 2026-03-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00562                      | CUSIP: 31292GTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3556 | PA      | $3605.51       | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6233272 | PA      | $6062881.56    | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DB6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    3887000 | PA      | $4220957.24    | 0.00%             | 2041-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5412                      | CUSIP: 3140JAAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1316111 | PA      | $1304590.34    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8111                      | CUSIP: 3132D6AL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44910304 | PA      | $40035002.89   | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    4535000 | PA      | $3201198.50    | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   15587000 | PA      | $13935388.54   | 0.01%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    9156000 | PA      | $7890293.24    | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $5058105.72    | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2386                      | CUSIP: 31418BUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     887994 | PA      | $800268.59     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    7950000 | PA      | $6431643.65    | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04123                      | CUSIP: 3128M54G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27519 | PA      | $28544.62      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDS7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9350500.60    | 0.00%             | 2024-07-12      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5388                      | CUSIP: 31417B7A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     421678 | PA      | $418458.06     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3150                      | CUSIP: 31418CQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1365969 | PA      | $1323535.37    | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3194                      | CUSIP: 31416YRQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      96027 | PA      | $95147.32      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1275                      | CUSIP: 3140QLMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53494314 | PA      | $45666325.22   | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734826                      | CUSIP: 31402QLF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19771 | PA      | $19360.86      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JL8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   52000000 | PA      | $46718607.00   | 0.02%             | 2025-10-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                 | SPIRIT REALTY LP               | CUSIP: 84861TAG3<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $1959299.10    | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6783                      | CUSIP: 3138A8RD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5789138 | PA      | $5617974.72    | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1658922.70    | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77183                      | CUSIP: 31288F6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5954 | PA      | $5978.18       | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4077608.25    | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EDBU5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    5100000 | PA      | $5032460.70    | 0.00%             | 2023-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735896                      | CUSIP: 31402RRR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64353 | PA      | $66980.90      | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3811000 | PA      | $3842085.79    | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS                 | CUSIP: 34964CAA4<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    4350000 | PA      | $4229387.72    | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_20-3                                | SDART 2020-3 C                 | CUSIP: 80285WAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     520162 | PA      | $516102.28     | 0.00%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   11045000 | PA      | $8882127.68    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   66357000 | PA      | $56829427.43   | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    3590000 | PA      | $2381909.43    | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  198004243 | PA      | $166063148.86  | 0.07%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888560                      | CUSIP: 31410GE90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     859366 | PA      | $923389.20     | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5299                      | CUSIP: 3140X83H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9698478 | PA      | $8907655.39    | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6648643.65    | 0.00%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GC6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4254000 | PA      | $4117583.71    | 0.00%             | 2052-09-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K743 A2                   | CUSIP: 3137H14B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6650000 | PA      | $5784617.55    | 0.00%             | 2028-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3148                      | CUSIP: 31418CQA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11757141 | PA      | $10913440.46   | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3316664.72    | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1778694.26    | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11218                      | CUSIP: 3132HMK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1156167 | PA      | $1090117.65    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   31354000 | PA      | $29179337.35   | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3680000 | PA      | $3019177.32    | 0.00%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4075                      | CUSIP: 3138LUQ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175144 | PA      | $164325.11     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    8711000 | PA      | $8015456.79    | 0.00%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14546000 | PA      | $12635755.42   | 0.01%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8239                      | CUSIP: 3132DWEL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38176136 | PA      | $37651462.71   | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5711                      | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6551605 | PA      | $6457861.59    | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432ND3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4322426.99    | 0.00%             | 2025-01-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 787554                      | CUSIP: 31405E5P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27370 | PA      | $29927.15      | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   22528000 | PA      | $20953290.77   | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K043 A2                   | CUSIP: 3137BGK24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6100000 | PA      | $5903339.66    | 0.00%             | 2024-12-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A4                 | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6700000 | PA      | $6174218.84    | 0.00%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBB3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3260622.26    | 0.00%             | 2023-09-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7944                      | CUSIP: 3128UGGC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350760 | PA      | $358650.35     | 0.00%             | 2041-01-01      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1054                      | CUSIP: 3140XGE47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26720829 | PA      | $21863738.58   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942599                      | CUSIP: 31413DUY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4687 | PA      | $4890.05       | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4378238.55    | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3322438.10    | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5234634.82    | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI HLTH & EDU-A          | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |    5730000 | PA      | $4187959.02    | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M14 A2                | CUSIP: 3136B27L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8633844 | PA      | $8208149.95    | 0.00%             | 2028-08-25      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06729                      | CUSIP: 3128M8Y24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55635 | PA      | $56413.93      | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2652                      | CUSIP: 3133KH5M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4825762 | PA      | $4154358.16    | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4899092.40    | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BE3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   18566000 | PA      | $17956255.98   | 0.01%             | 2025-03-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  623750000 | PA      | $618974445.25  | 0.27%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    8575000 | PA      | $6655277.79    | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN               | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |    4725000 | PA      | $4513071.65    | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   21850000 | PA      | $20095052.36   | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3502972.80    | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08660                      | CUSIP: 3128MJWW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4601674 | PA      | $4428979.97    | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784297                      | CUSIP: 3622A2X23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1623316 | PA      | $1574493.58    | 0.00%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3683                      | CUSIP: 31418DCV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1569065 | PA      | $1461664.40    | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAV0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   29032000 | PA      | $28158787.41   | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781844                      | CUSIP: 36241KBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5614 | PA      | $5855.09       | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109CB5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   11000000 | PA      | $10176357.18   | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2014-M2 A2                 | CUSIP: 3136AJDU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3350687 | PA      | $3296189.41    | 0.00%             | 2023-12-25      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4209                      | CUSIP: 31418DVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  118881621 | PA      | $91279044.41   | 0.04%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14241000 | PA      | $12174507.72   | 0.01%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    1163000 | PA      | $1308596.46    | 0.00%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   35025000 | PA      | $25392505.41   | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3214303.93    | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4834                        | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2528589 | PA      | $2528907.98    | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 883204                      | CUSIP: 31410AGM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9256 | PA      | $9802.00       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   71122000 | PA      | $68566053.13   | 0.03%             | 2024-02-29      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1 A2                 | CUSIP: 3136BKX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16650000 | PA      | $13008568.41   | 0.01%             | 2031-10-25      | Variable      | 1.67%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4887752.74    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J07575                      | CUSIP: 3128PKMY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2481 | PA      | $2472.92       | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3982                      | CUSIP: 3140X7M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73550643 | PA      | $67599844.46   | 0.03%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A45379                      | CUSIP: 3128K56Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3258 | PA      | $3340.04       | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2147                      | CUSIP: 36179QL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1918231 | PA      | $1757728.67    | 0.00%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   16864000 | PA      | $13101381.22   | 0.01%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 771197                      | CUSIP: 31404KX23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10236 | PA      | $10490.00      | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1157                      | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19205665 | PA      | $18020045.67   | 0.01%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4424602.07    | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887621                      | CUSIP: 31410FD28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1545 | PA      | $1636.06       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    2325000 | PA      | $2117574.66    | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2804                      | CUSIP: 3140X6DJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20282680 | PA      | $18060598.94   | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C12                                           | UBSCM 2018-C12 AS              | CUSIP: 90353DBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3735969.20    | 0.00%             | 2051-08-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08479                      | CUSIP: 3128MJQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1576235 | PA      | $1476784.89    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   15895000 | PA      | $11706359.77   | 0.01%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   20418000 | PA      | $16820017.02   | 0.01%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2372                      | CUSIP: 36179QT50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1964404 | PA      | $1910745.41    | 0.00%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   15050000 | PA      | $14840507.46   | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6104                      | CUSIP: 3138WFYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1165315 | PA      | $1087970.02    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   14000000 | PA      | $10272073.00   | 0.00%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3364                      | CUSIP: 3140J7W27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2877080 | PA      | $2682643.80    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A2                   | CUSIP: 3137FHPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10165000 | PA      | $9882402.84    | 0.00%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4578                        | CUSIP: 36202FCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     942052 | PA      | $974396.48     | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    7896000 | PA      | $9107849.50    | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 914725                      | CUSIP: 31411UHA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19337 | PA      | $20328.02      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    6955000 | PA      | $6100382.81    | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2183836.98    | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8984322.00    | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3762                        | CUSIP: 36202EFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19062 | PA      | $20189.53      | 0.00%             | 2035-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   25450000 | PA      | $22476780.85   | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   18461000 | PA      | $16658313.63   | 0.01%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   47120000 | PA      | $34794606.73   | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8077                      | CUSIP: 3138EQ6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1648300 | PA      | $1598520.34    | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    6159000 | PA      | $5787541.23    | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  446410000 | PA      | $448363043.75  | 0.20%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932666                      | CUSIP: 31412RFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     949487 | PA      | $922939.99     | 0.00%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9809122.40    | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $7329728.39    | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 843591                      | CUSIP: 31407XF89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1911 | PA      | $2020.25       | 0.00%             | 2035-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255269                      | CUSIP: 31371LQW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60243 | PA      | $61736.12      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6475                      | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20108785 | PA      | $18674298.88   | 0.01%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08788                      | CUSIP: 3128MJ2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10161299 | PA      | $9431590.95    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK7591                      | CUSIP: 3131XBNG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4864401 | PA      | $4488655.18    | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   21100000 | PA      | $19837479.81   | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                            | GSMS 2016-GS3 A4               | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7125000 | PA      | $6474026.51    | 0.00%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748AV4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5483467.70    | 0.00%             | 2024-06-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2590000 | PA      | $2255096.50    | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    6665000 | PA      | $4797035.84    | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AZ3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   17788000 | PA      | $17007609.84   | 0.01%             | 2025-02-09      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61623                      | CUSIP: 31335BYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7974567 | PA      | $7181059.67    | 0.00%             | 2047-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BH0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    3158000 | PA      | $3020628.26    | 0.00%             | 2025-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5065                      | CUSIP: 3138MLTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     878712 | PA      | $788313.65     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6544                      | CUSIP: 3138EBHW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     148328 | PA      | $144678.93     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2637583.26    | 0.00%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4450                      | CUSIP: 36179S5K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2774127 | PA      | $2521692.41    | 0.00%             | 2047-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05671                      | CUSIP: 3128M7T48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     242991 | PA      | $246763.14     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8237                      | CUSIP: 3132DWEJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   56488423 | PA      | $53092366.80   | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                 | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   15600000 | PA      | $11886694.09   | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR46<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   48695000 | PA      | $46732842.77   | 0.02%             | 2025-04-07      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8357245.86    | 0.00%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 685994                      | CUSIP: 31400FC70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4353 | PA      | $4575.23       | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893523                      | CUSIP: 31410PVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4053 | PA      | $4228.51       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                 | SPIRIT REALTY LP               | CUSIP: 84861TAH1<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4074747.30    | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   12870000 | PA      | $12075616.24   | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4979                        | CUSIP: 36202FQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4313611 | PA      | $4387196.39    | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8084                      | CUSIP: 3132D56V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22015203 | PA      | $19626304.78   | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $2133927.63    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8621                      | CUSIP: 31416SSK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177738 | PA      | $176642.49     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4583                      | CUSIP: 3140X8CV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27935948 | PA      | $23226561.82   | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4195                      | CUSIP: 3138ELUV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     407981 | PA      | $398523.76     | 0.00%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K091 A2                   | CUSIP: 3137FLN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3100000 | PA      | $2932058.12    | 0.00%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5871905.39    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794824                      | CUSIP: 31405PAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3288 | PA      | $3369.77       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $4878165.11    | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    8173000 | PA      | $7484386.91    | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4404                      | CUSIP: 31418D3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24597931 | PA      | $22589901.40   | 0.01%             | 2036-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   92411000 | PA      | $89653104.60   | 0.04%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1035                      | CUSIP: 31418AEH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     318499 | PA      | $303651.82     | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 934467                      | CUSIP: 31412TTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        114 | PA      | $114.01        | 0.00%             | 2023-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8023                      | CUSIP: 3132DV4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21373779 | PA      | $18341726.52   | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAX0<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   10194000 | PA      | $9939315.04    | 0.00%             | 2024-11-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7411                      | CUSIP: 3140XBGV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35108918 | PA      | $28759593.06   | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   28205000 | PA      | $23562317.95   | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-1                                | SDART 2022-1 B                 | CUSIP: 80286EAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3425000 | PA      | $3325860.98    | 0.00%             | 2026-08-17      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | HEALTH CARE REIT               | CUSIP: 42217KBC9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5447396.19    | 0.00%             | 2024-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                    | CGCMT 2016-GC36 A4             | CUSIP: 17324TAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1483190 | PA      | $1397793.70    | 0.00%             | 2049-02-10      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   60887000 | PA      | $38189894.24   | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                              | JPMBB 2014-C26 AS              | CUSIP: 46643TBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1875000 | PA      | $1768771.50    | 0.00%             | 2048-01-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737286                      | CUSIP: 3620ARCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     698036 | PA      | $699647.12     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4371                      | CUSIP: 3138WD2D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3029956 | PA      | $2844340.21    | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    7606000 | PA      | $7355605.99    | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8785                      | CUSIP: 3140XCXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24229241 | PA      | $20686491.88   | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     831000 | PA      | $729734.77     | 0.00%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   11090000 | PA      | $10013391.01   | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2014-LC18                                  | WFCM 2014-LC18 A5              | CUSIP: 94989AAU9<br>LEI: 5493007CD1Q2V06I4172 | Long             | ABS-MBS          | CORP              | US        |    3725000 | PA      | $3547315.27    | 0.00%             | 2047-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 A5              | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3575000 | PA      | $3372248.52    | 0.00%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5014                      | CUSIP: 3140X8SC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9459298 | PA      | $9303862.46    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6599                      | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   74903656 | PA      | $67227102.66   | 0.03%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | FEDERAL REALTY I               | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $2900358.18    | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04246                      | CUSIP: 31292LWF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1862439 | PA      | $1670738.60    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q60864                      | CUSIP: 3132VL6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11248 | PA      | $11027.95      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932557                      | CUSIP: 31412RB22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     162017 | PA      | $161083.24     | 0.00%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC               | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3175000 | PA      | $3343928.89    | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943458                      | CUSIP: 31413ETP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1556 | PA      | $1678.51       | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   20600000 | PA      | $15374177.99   | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781530                      | CUSIP: 36225BVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77835 | PA      | $84976.43      | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1012                      | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13450009 | PA      | $12827167.52   | 0.01%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3514237.58    | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5304089.91    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08670                      | CUSIP: 3128MJW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15736788 | PA      | $14181925.32   | 0.01%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K037 A2                   | CUSIP: 3137B7YY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     575000 | PA      | $566304.91     | 0.00%             | 2024-01-25      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6290                      | CUSIP: 36178D7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     181677 | PA      | $163335.32     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3947098.70    | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04913                      | CUSIP: 3128M6YJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3283571 | PA      | $3298511.54    | 0.00%             | 2038-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2475000 | PA      | $1950942.71    | 0.00%             | 2044-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDD0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5726782.80    | 0.00%             | 2024-09-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAH9<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    1587000 | PA      | $1589567.00    | 0.00%             | 2025-09-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $2804564.82    | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7691                      | CUSIP: 36181BRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2697299 | PA      | $2424691.24    | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |      60000 | PA      | $39730.38      | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4800                        | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3329795 | PA      | $3238714.75    | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sharp HealthCare                                                                 | SHARP HEALTHCARE               | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1847429.97    | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6395000 | PA      | $4424524.64    | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1408                      | CUSIP: 3138EHR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107517 | PA      | $104134.48     | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3736                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22947860 | PA      | $21459640.62   | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735060                      | CUSIP: 31402QTR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     939537 | PA      | $991367.12     | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8091864.00    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    1900000 | PA      | $1766606.70    | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2898799.95    | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2516                      | CUSIP: 3140XHYN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4464365 | PA      | $4198612.58    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A34913                      | CUSIP: 31297QN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28183 | PA      | $28788.48      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254911                      | CUSIP: 31371LDQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43764 | PA      | $44367.91      | 0.00%             | 2023-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $8529670.36    | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A19793                      | CUSIP: 31296U3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     190465 | PA      | $188235.66     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735837                      | CUSIP: 31402RPW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42757 | PA      | $45188.62      | 0.00%             | 2032-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828XT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  244143000 | PA      | $235216521.56  | 0.10%             | 2024-05-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0461                      | CUSIP: 36179MQN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1497373 | PA      | $1369927.91    | 0.00%             | 2042-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    9663000 | PA      | $7977999.78    | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7741                      | CUSIP: 3138WHS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12900135 | PA      | $12083728.18   | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAM7<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   21105000 | PA      | $20195746.58   | 0.01%             | 2025-04-07      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3073                      | CUSIP: 31418CMX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4333394 | PA      | $4185174.58    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   17700000 | PA      | $11179108.66   | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893260                      | CUSIP: 31410PMH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3834 | PA      | $3823.15       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |   14957000 | PA      | $12994414.25   | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890565                      | CUSIP: 31410LMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5332875 | PA      | $4888948.18    | 0.00%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4722                      | CUSIP: 3140X8G84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7307017 | PA      | $6491721.39    | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2110991.23    | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751007                      | CUSIP: 36230KDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     668710 | PA      | $670017.27     | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1778                      | CUSIP: 3132AD6P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1697856 | PA      | $1638976.88    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 AS               | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1525000 | PA      | $1415844.47    | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4570                      | CUSIP: 3140X8CG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2884479 | PA      | $2851312.78    | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    8450000 | PA      | $7980547.07    | 0.00%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848758                      | CUSIP: 31300LWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     107122 | PA      | $107128.76     | 0.00%             | 2042-03-01      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 580063                      | CUSIP: 31387CML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1756 | PA      | $1822.25       | 0.00%             | 2031-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310104                      | CUSIP: 31374CNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4237884 | PA      | $4335041.54    | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8879596.40    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BW5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   26580000 | PA      | $25074468.13   | 0.01%             | 2024-05-12      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AS5<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3372110.67    | 0.00%             | 2025-05-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   16000000 | PA      | $12645472.32   | 0.01%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV CA REVS-BABS              | CUSIP: 91412GDZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5510000 | PA      | $5807537.80    | 0.00%             | 2045-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A36882                      | CUSIP: 31297SUF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15307 | PA      | $15626.78      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3664                      | CUSIP: 31418DCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13002 | PA      | $12375.12      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOM INC                     | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4679212.41    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | BB&T CORPORATION               | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    6609000 | PA      | $6075363.17    | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   16231000 | PA      | $15785013.35   | 0.01%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   16325000 | PA      | $15116540.73   | 0.01%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospitals Group Inc                                                  | MT SINAI HOSP                  | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2137946.49    | 0.00%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAG8<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10247024.50   | 0.00%             | 2030-03-15      | Fixed         | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8506                      | CUSIP: 3132D6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36512508 | PA      | $32812326.86   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   40840000 | PA      | $43258495.79   | 0.02%             | 2025-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784494                      | CUSIP: 3622A27F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3988620 | PA      | $3714597.32    | 0.00%             | 2045-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01342                      | CUSIP: 31292HP32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7179 | PA      | $7530.09       | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M3 A2                 | CUSIP: 3136BLW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5400000 | PA      | $4218886.08    | 0.00%             | 2031-11-25      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 A5              | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   34465000 | PA      | $29409211.97   | 0.01%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7741                      | CUSIP: 31417ES77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1136982 | PA      | $1019996.23    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932836                      | CUSIP: 31412RLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     425494 | PA      | $401251.13     | 0.00%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94605                      | CUSIP: 312943DJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     835813 | PA      | $812272.05     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BW2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5812435.74    | 0.00%             | 2023-09-29      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   34810000 | PA      | $33250030.23   | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406HDA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4702000 | PA      | $4533170.55    | 0.00%             | 2025-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_19-3                                               | CARMX 2019-3 A3                | CUSIP: 14315PAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     285490 | PA      | $283601.55     | 0.00%             | 2024-08-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAP0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   19105000 | PA      | $18566468.64   | 0.01%             | 2026-05-12      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0783                      | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6651623 | PA      | $6343507.23    | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |   15559000 | PA      | $14985175.83   | 0.01%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7133493.22    | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255580                      | CUSIP: 31371L2M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     299874 | PA      | $312505.90     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A25558                      | CUSIP: 31297DE79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6268 | PA      | $6635.94       | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $6787270.75    | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2601                      | CUSIP: 36179Q3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7167105 | PA      | $6722957.30    | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1508905.22    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   14552000 | PA      | $12942665.51   | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3142                      | CUSIP: 3140XJP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10246169 | PA      | $9832421.33    | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 834668                      | CUSIP: 31407MJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28942 | PA      | $29054.51      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04385                      | CUSIP: 3128M6F29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     671381 | PA      | $680025.54     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0794                      | CUSIP: 3132AC3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5048961 | PA      | $4976573.36    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    7666000 | PA      | $7025020.98    | 0.00%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4261                      | CUSIP: 31418DWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26028027 | PA      | $23203574.49   | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2K2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $9006935.68    | 0.00%             | 2026-03-02      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | MILEAGE PLUS HLD               | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13500870 | PA      | $13451545.69   | 0.01%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3272                      | CUSIP: 3140X6T68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8951053 | PA      | $8238954.00    | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 A5              | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8800000 | PA      | $8145472.72    | 0.00%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   17200000 | PA      | $16342929.85   | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RAW4<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    4551000 | PA      | $4471886.42    | 0.00%             | 2024-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-4                                               | CARMX 2021-4 A4                | CUSIP: 14317JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1075000 | PA      | $960289.12     | 0.00%             | 2027-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844809                      | CUSIP: 31407YR68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     407753 | PA      | $416630.04     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406HCS6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5023095.26    | 0.00%             | 2024-02-04      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6045                      | CUSIP: 3138ENWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4158197 | PA      | $4042185.37    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    2175000 | PA      | $1919061.44    | 0.00%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9230809.40    | 0.00%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   18468000 | PA      | $15811443.21   | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  494882000 | PA      | $372785306.82  | 0.16%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $6227242.91    | 0.00%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1658084.52    | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 A4                 | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6235000 | PA      | $5289651.79    | 0.00%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    6893000 | PA      | $5485472.01    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | GRAND METRO INV                | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1718565.78    | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2817                      | CUSIP: 31418CDX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2080281 | PA      | $1819824.54    | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $9840669.37    | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                            | NYS URBAN DEV CORP             | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    3000000 | PA      | $3080845.20    | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    2155000 | PA      | $1956414.92    | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     625000 | PA      | $579889.53     | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   25000000 | PA      | $22206322.50   | 0.01%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30034000 | PA      | $27218490.00   | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   10006000 | PA      | $8657292.26    | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                    | COMM 2014-CR14 A4              | CUSIP: 12630DAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2450000 | PA      | $2404705.38    | 0.00%             | 2047-02-10      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BG4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   18350000 | PA      | $17735007.46   | 0.01%             | 2025-05-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4040                        | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     655933 | PA      | $677547.73     | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1046000 | PA      | $886564.45     | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6317                      | CUSIP: 31417DAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2789774 | PA      | $2594162.51    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAR0<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    4890000 | PA      | $4856065.65    | 0.00%             | 2023-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Israel Government AID Bond                                                       | AID-ISRAEL                     | CUSIP: 46513EFG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    5150000 | PA      | $5495488.21    | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1414                      | CUSIP: 3140X4SC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1358991 | PA      | $1334034.81    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    7384000 | PA      | $6006985.90    | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4679                        | CUSIP: 36202FFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1136251 | PA      | $1155665.40    | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406HCV9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2816216.54    | 0.00%             | 2024-05-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255898                      | CUSIP: 31371MGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91218 | PA      | $93209.81      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55587                      | CUSIP: 3128KJF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28141 | PA      | $28255.01      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1086                      | CUSIP: 31418AF45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112713 | PA      | $104812.09     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82706200 | PA      | $71721782.81   | 0.03%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649512                      | CUSIP: 36292HR96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       3158 | PA      | $3188.44       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3843000 | PA      | $4199651.11    | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $844674.04     | 0.00%             | 2038-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0974                      | CUSIP: 3140H2CL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1348537 | PA      | $1251813.25    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4074                      | CUSIP: 31418DQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20573394 | PA      | $18342161.76   | 0.01%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                  | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1431273.50    | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $8902103.23    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   12995000 | PA      | $8488208.08    | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE OWNER TRUST JDOT_22-C                                                 | JDOT 2022-C A3                 | CUSIP: 47800BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8900000 | PA      | $8918895.59    | 0.00%             | 2027-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR9938                      | CUSIP: 3138W8BG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5299740 | PA      | $4790336.95    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 AS               | CUSIP: 126281BD5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1769087.15    | 0.00%             | 2050-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0354                      | CUSIP: 3138EGMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64790 | PA      | $64847.82      | 0.00%             | 2036-07-01      | Floating      | 3.68%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAD5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2296794.57    | 0.00%             | 2024-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2966                      | CUSIP: 3140QAJL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5799964 | PA      | $5949467.67    | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   14018000 | PA      | $12244708.00   | 0.01%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3847748.44    | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   16582000 | PA      | $16343539.90   | 0.01%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4326545.25    | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4354682.20    | 0.00%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   12200000 | PA      | $9449106.55    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $4539798.01    | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3435000 | PA      | $2871477.33    | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8134                      | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  216746460 | PA      | $177405872.40  | 0.08%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510086                      | CUSIP: 36211DUK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11026 | PA      | $11068.92      | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0527                      | CUSIP: 31418MSR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     256103 | PA      | $263559.19     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   11262000 | PA      | $10876842.87   | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 776737                      | CUSIP: 31404R4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17447 | PA      | $17272.35      | 0.00%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4882                      | CUSIP: 3140H6M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2362488 | PA      | $2188916.85    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $15631725.00   | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $6499327.47    | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3020652.39    | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46157                      | CUSIP: 3128K6ZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5116 | PA      | $5506.39       | 0.00%             | 2035-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    4230000 | PA      | $3847746.32    | 0.00%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $12269566.58   | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAH5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6601582.96    | 0.00%             | 2025-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14781                      | CUSIP: 3128PUJ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     312583 | PA      | $301447.90     | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $2370381.75    | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THW8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6248789.89    | 0.00%             | 2026-01-09      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |    4637000 | PA      | $3515340.17    | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3310                      | CUSIP: 3140QAVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7797743 | PA      | $7476772.66    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    7500000 | PA      | $7316749.95    | 0.00%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07079                      | CUSIP: 3128M9FU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     365832 | PA      | $396725.48     | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1N1625                      | CUSIP: 3128QHYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77141 | PA      | $75254.88      | 0.00%             | 2037-06-01      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    5223000 | PA      | $5900617.87    | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co                                                   | FIRST-CITIZENS                 | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    1845000 | PA      | $1882432.54    | 0.00%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAK2<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     700000 | PA      | $670636.22     | 0.00%             | 2025-04-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   26515000 | PA      | $24069904.96   | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2232                      | CUSIP: 3140QMPS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17823957 | PA      | $15909068.27   | 0.01%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014-C16                      | MSBAM 2014-C16 ASB             | CUSIP: 61763MAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     193923 | PA      | $190661.76     | 0.00%             | 2047-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                    | BLACKROCK INC                  | CUSIP: 09247XAR2<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   13575000 | PA      | $10984347.14   | 0.00%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $7414973.52    | 0.00%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5652                      | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28152464 | PA      | $27749734.91   | 0.01%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2625                      | CUSIP: 3140XH4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6219770 | PA      | $5139908.13    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   46500000 | PA      | $33287120.33   | 0.01%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC                 | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    4420000 | PA      | $4981934.18    | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J32715                      | CUSIP: 31307PAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     135063 | PA      | $128280.97     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 A3              | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12575000 | PA      | $10426888.20   | 0.00%             | 2054-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2553835.23    | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ0351                      | CUSIP: 3138ARL93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     258110 | PA      | $250283.00     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                      | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   39443891 | PA      | $38909193.72   | 0.02%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813788                      | CUSIP: 31406MCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2166 | PA      | $2329.72       | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  486412000 | PA      | $417022312.45  | 0.18%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    3797000 | PA      | $4215466.12    | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $5174042.85    | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4678                        | CUSIP: 36202FFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1188831 | PA      | $1221650.69    | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                    | BLACKROCK INC                  | CUSIP: 09247XAQ4<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $9391354.94    | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    3335000 | PA      | $2579742.06    | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 693787                      | CUSIP: 31400PXQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10629 | PA      | $11303.19      | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6190                      | CUSIP: 3138WF2Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1827239 | PA      | $1717232.61    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780033                      | CUSIP: 36225ABA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1877 | PA      | $1872.16       | 0.00%             | 2024-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CO TRANS             | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    1760000 | PA      | $1928014.53    | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18682                      | CUSIP: 3128MMXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     726852 | PA      | $699174.83     | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18572                      | CUSIP: 3128MMT60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3055216 | PA      | $2902252.77    | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4701                      | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69309685 | PA      | $66925466.51   | 0.03%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE20 Mortgage Trust                                                  | COMM 2014-CR20 A3              | CUSIP: 12592LBH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5783944 | PA      | $5580573.99    | 0.00%             | 2047-11-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    7390000 | PA      | $6967357.99    | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885135                      | CUSIP: 31410CLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     303367 | PA      | $301998.49     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9935967.60    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-BABS-B                  | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |    3720000 | PA      | $3736403.34    | 0.00%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4835                        | CUSIP: 36202FLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1164440 | PA      | $1184307.45    | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    8810000 | PA      | $9010223.90    | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91361                      | CUSIP: 3128P7QN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1558475 | PA      | $1465874.45    | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0115                      | CUSIP: 31417YDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     471208 | PA      | $457234.70     | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738017                      | CUSIP: 3620AR4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     360982 | PA      | $342194.43     | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    3330000 | PA      | $3722028.18    | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4671                      | CUSIP: 3132A5FL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9015631 | PA      | $8091622.55    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3451                      | CUSIP: 3138WCZR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1402365 | PA      | $1334624.65    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    2710000 | PA      | $2084168.16    | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | HUNTSMAN INT LLC               | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    6479000 | PA      | $5821768.30    | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAZ2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $953243.66     | 0.00%             | 2028-05-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   11870000 | PA      | $9147741.44    | 0.00%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 675654                      | CUSIP: 31391STK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97958 | PA      | $100059.78     | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09071                      | CUSIP: 31292SCG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     396424 | PA      | $381563.15     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                           | MSC 2017-H1 A5                 | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6750000 | PA      | $6220507.73    | 0.00%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AR6<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   12204000 | PA      | $11366438.26   | 0.00%             | 2025-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $6973876.10    | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   15996000 | PA      | $16654819.89   | 0.01%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |   12285000 | PA      | $9507146.51    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     440000 | PA      | $431223.65     | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06817                      | CUSIP: 3128M84A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     745311 | PA      | $754912.53     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6431                      | CUSIP: 3138WGED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3462462 | PA      | $3228921.42    | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AZ3482                      | CUSIP: 36197F2P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1931762 | PA      | $1792079.47    | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4469                        | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1417864 | PA      | $1466542.23    | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $2519095.88    | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     840000 | PA      | $904540.58     | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3181098.24    | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552570                      | CUSIP: 36213E2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4011 | PA      | $4130.25       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | SUNTRUST BANK                  | CUSIP: 86787EBC0<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   64615000 | PA      | $63129753.15   | 0.03%             | 2024-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255004                      | CUSIP: 31371LGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11646 | PA      | $11867.33      | 0.00%             | 2033-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8035                      | CUSIP: 3132D54U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19805300 | PA      | $18232727.51   | 0.01%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357792                      | CUSIP: 31376KNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6381 | PA      | $6557.87       | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $3380231.63    | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   31225000 | PA      | $28626691.87   | 0.01%             | 2030-02-04      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES INC               | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5875409.76    | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Corp                                                                  | BROOKFIELD ASSET               | CUSIP: 112585AH7<br>LEI: C6J3FGIWG6MBDGTE8F80 | Long             | DBT              | CORP              | CA        |    4796000 | PA      | $4684931.55    | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3365                      | CUSIP: 3140X6W31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3145509 | PA      | $2808765.90    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   13278000 | PA      | $11611133.52   | 0.01%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   11319000 | PA      | $12068877.07   | 0.01%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   68215000 | PA      | $61920505.90   | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    9510000 | PA      | $7397176.90    | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08862                      | CUSIP: 3128MJ5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1587584 | PA      | $1516972.86    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256022                      | CUSIP: 31371MLB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     767006 | PA      | $799435.84     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C67999                      | CUSIP: 31287T3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5470 | PA      | $5764.05       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    4954000 | PA      | $4255990.02    | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4513                      | CUSIP: 31418EAP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   71648790 | PA      | $63072229.58   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1033267000 | PA      | $966750436.88  | 0.42%             | 2024-12-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A4              | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |    2235000 | PA      | $2080980.56    | 0.00%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4378817.30    | 0.00%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2600                      | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6503309 | PA      | $5948195.20    | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    6100000 | PA      | $5549998.87    | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4453                      | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1942599 | PA      | $1924017.39    | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | JBS USA/FOOD/FIN               | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    8000000 | PA      | $7605562.24    | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9809                      | CUSIP: 3138ER3T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3362762 | PA      | $3283677.38    | 0.00%             | 2031-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4552                      | CUSIP: 31416NBW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33940 | PA      | $33762.28      | 0.00%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LAV5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    1554000 | PA      | $1475692.81    | 0.00%             | 2025-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $3460341.63    | 0.00%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COPART_20-1-A1                                                                   | COPAR 2020-1 A4                | CUSIP: 14043MAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     630000 | PA      | $611773.72     | 0.00%             | 2025-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   39538000 | PA      | $38109144.92   | 0.02%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2504808.62    | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC5503                      | CUSIP: 31417SDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     294244 | PA      | $292361.35     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8132                      | CUSIP: 3132D6A91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31134235 | PA      | $27754311.81   | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                   | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    7000000 | PA      | $5802418.16    | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6637561.90    | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2769                      | CUSIP: 3140XJCF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10412340 | PA      | $8525717.95    | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109CD1<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   15900000 | PA      | $12402464.60   | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $4355206.52    | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $5826957.64    | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M3 A2                 | CUSIP: 3136AMST7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2530076 | PA      | $2432993.22    | 0.00%             | 2024-10-25      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2105844.33    | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    9765000 | PA      | $9866090.50    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783517                      | CUSIP: 36241L4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     452834 | PA      | $433817.63     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02507                      | CUSIP: 3128M4DL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101769 | PA      | $107734.57     | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06367                      | CUSIP: 3128M8MQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     854576 | PA      | $908756.19     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   13400000 | PA      | $11217550.31   | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    3292000 | PA      | $3406135.68    | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783310                      | CUSIP: 36241LVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     332727 | PA      | $336384.98     | 0.00%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4961                      | CUSIP: 36179TQN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15455278 | PA      | $14049043.76   | 0.01%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | JPMDB 2020-COR7 A5             | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2207399.98    | 0.00%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5121                      | CUSIP: 3133KYVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16940249 | PA      | $14245792.33   | 0.01%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   10575000 | PA      | $9547544.63    | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $3854718.63    | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K117 A2                   | CUSIP: 3137FX3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13350000 | PA      | $10675886.87   | 0.00%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743730                      | CUSIP: 31403BHF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25576 | PA      | $25623.11      | 0.00%             | 2033-11-01      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368BQ68<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    3850000 | PA      | $3773904.13    | 0.00%             | 2028-10-05      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    5204000 | PA      | $3325165.95    | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                         | INGERSOLL-RAND                 | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |   10050000 | PA      | $9505997.52    | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647406                      | CUSIP: 36292FGP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      23647 | PA      | $23942.31      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3521                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11053618 | PA      | $10336854.61   | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0396                      | CUSIP: 3140QKNN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11319820 | PA      | $9639331.54    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   10048000 | PA      | $9680390.10    | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    8960000 | PA      | $8463287.97    | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4516                      | CUSIP: 31418EAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   83559844 | PA      | $74486723.67   | 0.03%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA BABS                | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   20835000 | PA      | $26692931.10   | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   11618000 | PA      | $6485783.35    | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4601004.66    | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835306                      | CUSIP: 31407NAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8748 | PA      | $8782.54       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18568                      | CUSIP: 3128MMT29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2062356 | PA      | $1923133.69    | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD2419                      | CUSIP: 3140F9VM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     258117 | PA      | $247106.36     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5123                      | CUSIP: 3140X8VR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7151288 | PA      | $6655343.88    | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID              | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    3485000 | PA      | $3372614.33    | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-D                                    | TAOT 2021-D A3                 | CUSIP: 89238JAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2975000 | PA      | $2804821.37    | 0.00%             | 2026-04-15      | Fixed         | 0.71%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    3375000 | PA      | $2775735.41    | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6495000 | PA      | $5556054.48    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3933949.75    | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   37622000 | PA      | $22907064.02   | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 961205                      | CUSIP: 31414BKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6092 | PA      | $6198.50       | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08080                      | CUSIP: 3128MJCS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     655287 | PA      | $669307.83     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893541                      | CUSIP: 31410PWA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5011 | PA      | $5053.03       | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4060                      | CUSIP: 3140X7QN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9889343 | PA      | $9542915.06    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 740302                      | CUSIP: 31402WNT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2273 | PA      | $2362.15       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BF8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   17595000 | PA      | $17350736.36   | 0.01%             | 2024-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18345                      | CUSIP: 3128MML35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      80176 | PA      | $79798.30      | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782288                      | CUSIP: 36241KRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9279 | PA      | $9258.09       | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08368                      | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     132045 | PA      | $131232.06     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3468                      | CUSIP: 31418C2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4816393 | PA      | $4722274.04    | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5571697.86    | 0.00%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   24800000 | PA      | $23575431.30   | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6548                      | CUSIP: 31329QHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     446770 | PA      | $424718.70     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_20-3                  | GMCAR 2020-3 A4                | CUSIP: 362590AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1175000 | PA      | $1111099.86    | 0.00%             | 2026-01-16      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    6025000 | PA      | $5773987.47    | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   17070000 | PA      | $14256735.80   | 0.01%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   22524000 | PA      | $22181572.58   | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8711                      | CUSIP: 3138WJVD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9609523 | PA      | $8898371.76    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | UNITED TECH CORP               | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   44383000 | PA      | $42533511.12   | 0.02%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    8380000 | PA      | $7224555.29    | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3982                      | CUSIP: 3140FBM80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1312003 | PA      | $1230804.88    | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4176                      | CUSIP: 31418DUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3824123 | PA      | $3266793.11    | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4141087.72    | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9844                      | CUSIP: 3138MD5E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180864 | PA      | $168240.54     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8257                      | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   81822226 | PA      | $78996372.63   | 0.03%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI SELECT AUTO TRUST WOSAT_20-A                                          | WOSAT 2020-A A3                | CUSIP: 98163DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     163164 | PA      | $162196.45     | 0.00%             | 2025-07-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8348                      | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   67864680 | PA      | $67286133.40   | 0.03%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5044                      | CUSIP: 3140X8TA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14649289 | PA      | $12074031.51   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6275000 | PA      | $5348125.40    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334BT0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    5885000 | PA      | $5797077.33    | 0.00%             | 2024-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   13945000 | PA      | $13483566.23   | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HAH0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3295191.31    | 0.00%             | 2024-11-22      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 878204                      | CUSIP: 31409TU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62384 | PA      | $66074.21      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3586                      | CUSIP: 3138A46Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3506269 | PA      | $3402643.95    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | TELEFONICA EUROP               | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |    8362000 | PA      | $9332583.61    | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    7481000 | PA      | $6532811.75    | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   23765000 | PA      | $17446740.14   | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 639692                      | CUSIP: 31389YUR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4200 | PA      | $4381.69       | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                           | GSMS 2014-GC26 A5              | CUSIP: 36250HAE3<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    7475000 | PA      | $7178385.27    | 0.00%             | 2047-11-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716850                      | CUSIP: 3620A2L79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     746024 | PA      | $751060.81     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DB2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $936970.65     | 0.00%             | 2025-02-12      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    4000000 | PA      | $3567072.56    | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4480889.95    | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8086                      | CUSIP: 31417E6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1241 | PA      | $1340.95       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154BN8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     425000 | PA      | $403542.86     | 0.00%             | 2026-08-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    5970000 | PA      | $5349474.68    | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2781                      | CUSIP: 31418CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4260421 | PA      | $3678448.72    | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828M56<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  434690000 | PA      | $411325412.50  | 0.18%             | 2025-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286AP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    8525000 | PA      | $9635338.97    | 0.00%             | 2025-03-16      | Fixed         | 10.62%                | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   12134000 | PA      | $12201492.95   | 0.01%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6085055.55    | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-B                                                     | CNH 2022-B A4                  | CUSIP: 12663JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     575000 | PA      | $550424.10     | 0.00%             | 2028-03-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C36                                   | WFCM 2016-C36 A4               | CUSIP: 95000MBP5<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1318500.08    | 0.00%             | 2059-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257163                      | CUSIP: 31371NTU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126841 | PA      | $127117.88     | 0.00%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4737                      | CUSIP: 31418EHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61582051 | PA      | $60735513.04   | 0.03%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   40030000 | PA      | $35343693.90   | 0.02%             | 2026-11-19      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   11000000 | PA      | $9722621.26    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3.5 1/23                  | CUSIP: 21H032613<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   23000000 | PA      | $21145625.00   | 0.01%             | 2023-01-23      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | BMARK 2019-B9 A5               | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6509000 | PA      | $6118334.38    | 0.00%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Comm 2013-CCRE13 Mortgage Trust                                                  | COMM 2013-CR13 AM              | CUSIP: 12630BBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1100000 | PA      | $1075994.70    | 0.00%             | 2046-11-10      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5655000 | PA      | $5891791.42    | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $10547933.06   | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55539                      | CUSIP: 3128KJEL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6521 | PA      | $6547.63       | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UD5<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    4800000 | PA      | $4687249.97    | 0.00%             | 2024-05-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    8210000 | PA      | $6147252.36    | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $6187877.63    | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8510                      | CUSIP: 3132D6N30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11860020 | PA      | $10612485.83   | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $8528899.76    | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642BC6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5113089.10    | 0.00%             | 2025-11-22      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 A5              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2570000 | PA      | $2217109.96    | 0.00%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C76970                      | CUSIP: 31288FW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8560 | PA      | $8570.45       | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 A5              | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5175000 | PA      | $4019173.58    | 0.00%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4969705.01    | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   14062000 | PA      | $13837949.45   | 0.01%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5199237.60    | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4452                      | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   36748336 | PA      | $35463466.89   | 0.02%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9450000 | PA      | $7218554.58    | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                        | APTIV PLC                      | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    3890000 | PA      | $3347898.55    | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   32690000 | PA      | $30677587.58   | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BC1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2291000 | PA      | $2180658.73    | 0.00%             | 2024-11-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                          | CHILDREN'S HOSP                | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1300613.13    | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    1263000 | PA      | $1213348.31    | 0.00%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1516                      | CUSIP: 3128NHVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      66199 | PA      | $66825.82      | 0.00%             | 2037-02-01      | Floating      | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3697                      | CUSIP: 3140X7DB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3761648 | PA      | $3695101.50    | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6933                      | CUSIP: 36179VV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3295416 | PA      | $3059772.90    | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $8268646.42    | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4409                      | CUSIP: 3140EY3T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     131389 | PA      | $125536.73     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $2491627.86    | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    2150000 | PA      | $2348429.43    | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4073014.22    | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0219                      | CUSIP: 36179MG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2841907 | PA      | $2600196.41    | 0.00%             | 2042-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   45745000 | PA      | $44613624.14   | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9826561.00    | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A2               | CUSIP: 17327FAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2288538.41    | 0.00%             | 2051-03-10      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4015075.55    | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KCT5<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    7000000 | PA      | $6335949.90    | 0.00%             | 2025-07-16      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |   21509000 | PA      | $19043898.46   | 0.01%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05253                      | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1038924 | PA      | $1062259.17    | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    8020000 | PA      | $8679040.13    | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07977                      | CUSIP: 3128MAFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5387020 | PA      | $5343281.40    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                  | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    1020000 | PA      | $914643.76     | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  118000000 | PA      | $99193750.00   | 0.04%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   15950000 | PA      | $11634512.97   | 0.01%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5138                      | CUSIP: 3133KYV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38940322 | PA      | $32745878.54   | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    4305000 | PA      | $4203755.23    | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                   | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6891256.16    | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMWARE INC                     | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $13936070.56   | 0.01%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890289                      | CUSIP: 31410LC26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1078000 | PA      | $1060888.91    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90924                      | CUSIP: 3128P7AZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36395 | PA      | $35774.03      | 0.00%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    7731000 | PA      | $6653351.25    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    5041000 | PA      | $4641831.59    | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL-B           | CUSIP: 13063DMA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    5000000 | PA      | $4701452.00    | 0.00%             | 2026-04-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $8410288.41    | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37252                      | CUSIP: 3132QUBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8194818 | PA      | $7757091.33    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13655000 | PA      | $10616707.88   | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4338                      | CUSIP: 31419EZC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1396392 | PA      | $1334507.40    | 0.00%             | 2030-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A4               | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1190000 | PA      | $1126824.57    | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEH2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6588760.19    | 0.00%             | 2025-10-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM AUTH-BABS             | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    3170000 | PA      | $3279973.96    | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CK3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8699344.29    | 0.00%             | 2023-11-03      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K098 A2                   | CUSIP: 3137FPHK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18565000 | PA      | $16368697.38   | 0.01%             | 2029-08-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15336                      | CUSIP: 3128MEEH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3575054 | PA      | $3317740.86    | 0.00%             | 2029-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826770                      | CUSIP: 31407CQX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     113916 | PA      | $116410.93     | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3071                      | CUSIP: 31418CMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5459051 | PA      | $5308219.20    | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4220943.27    | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C32                                   | WFCM 2016-C32 A4               | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $3936437.82    | 0.00%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7049                      | CUSIP: 3138EPZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     740414 | PA      | $715202.53     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783278                      | CUSIP: 36241LUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     817440 | PA      | $845524.56     | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698474                      | CUSIP: 36296Q6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4258103 | PA      | $4207488.43    | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    8697000 | PA      | $8525610.40    | 0.00%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DV7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   40000000 | PA      | $35783330.40   | 0.02%             | 2026-04-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    9035000 | PA      | $9351415.82    | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4003                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   22858726 | PA      | $20814819.98   | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4164784.60    | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    4317000 | PA      | $4011446.63    | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4368                        | CUSIP: 36202EZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2866163 | PA      | $2878029.87    | 0.00%             | 2039-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256476                      | CUSIP: 31371M2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42503 | PA      | $45001.38      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   27650000 | PA      | $27068857.55   | 0.01%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    9657000 | PA      | $8943129.16    | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3393595.04    | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    7400000 | PA      | $5771592.56    | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5111                      | CUSIP: 3133KYVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33016555 | PA      | $28128377.88   | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5656326.18    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41989                      | CUSIP: 3128K2F61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111207 | PA      | $113593.90     | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $2953587.25    | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5790000 | PA      | $5319460.77    | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                           | CREDIT SUISSE                  | CUSIP: 225401AC2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    5700000 | PA      | $4743426.91    | 0.00%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4408                      | CUSIP: 31418D3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16472000 | PA      | $14470222.22   | 0.01%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8932                      | CUSIP: 3140XC4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32921845 | PA      | $31920942.36   | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4021                      | CUSIP: 31418DPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10290410 | PA      | $9467705.14    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    6642000 | PA      | $5347715.37    | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5381                      | CUSIP: 3140JM6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3843589 | PA      | $3645092.77    | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   12678000 | PA      | $10074771.11   | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2532097.49    | 0.00%             | 2053-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    8265000 | PA      | $7690208.10    | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   18100000 | PA      | $14306908.07   | 0.01%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    5350000 | PA      | $4988820.54    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11466000 | PA      | $11227127.10   | 0.00%             | 2025-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Janus Henderson US Holdings Inc                                                  | JANUS CAPITAL GR               | CUSIP: 47102XAJ4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    2689000 | PA      | $2645347.63    | 0.00%             | 2025-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00650                      | CUSIP: 31292GWK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5661 | PA      | $5767.09       | 0.00%             | 2028-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569959                      | CUSIP: 36200RE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13432 | PA      | $13850.51      | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 AS              | CUSIP: 06539XAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1950000 | PA      | $1555877.12    | 0.00%             | 2063-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   11994000 | PA      | $11173086.50   | 0.00%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3217                      | CUSIP: 3140X6SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7137671 | PA      | $6569887.58    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00874                      | CUSIP: 31292G6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6989 | PA      | $6873.40       | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13273                      | CUSIP: 3128PST64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1667287 | PA      | $1605160.77    | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKH1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11912338.56   | 0.01%             | 2023-06-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 A5              | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5775000 | PA      | $4781053.78    | 0.00%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5467                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14859506 | PA      | $14646906.40   | 0.01%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2005                      | CUSIP: 3140J6GP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3639692 | PA      | $3502029.09    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2                                | SDART 2022-2 C                 | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2125000 | PA      | $2037607.25    | 0.00%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5144                        | CUSIP: 36202FWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     601974 | PA      | $569430.17     | 0.00%             | 2041-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13248                      | CUSIP: 3128MBZM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3749 | PA      | $3742.33       | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08053                      | CUSIP: 3128MJBX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20708 | PA      | $21615.03      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5875                      | CUSIP: 36179UQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15287651 | PA      | $14252410.77   | 0.01%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4899                      | CUSIP: 36179TNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28885822 | PA      | $26255995.65   | 0.01%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2865000 | PA      | $2465731.68    | 0.00%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $6894817.04    | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888275                      | CUSIP: 31410F2G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     672450 | PA      | $686630.42     | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |    1000000 | PA      | $811770.60     | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A3              | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3275399.88    | 0.00%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $9684163.20    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8084                      | CUSIP: 3132DV6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10382109 | PA      | $9218558.34    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    2010000 | PA      | $1878654.48    | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    4915000 | PA      | $4585954.32    | 0.00%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931069                      | CUSIP: 31412PMS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      67557 | PA      | $67202.68      | 0.00%             | 2024-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10388327.80   | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   11500000 | PA      | $8746691.51    | 0.00%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6070                      | CUSIP: 3138WFW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     596685 | PA      | $574321.91     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8111                      | CUSIP: 3138ETAM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     379348 | PA      | $354169.83     | 0.00%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   17940000 | PA      | $15793924.45   | 0.01%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781765                      | CUSIP: 36225B6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     131016 | PA      | $131158.55     | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fomento Economico Mexicano SAB de CV                                             | FEMSA                          | CUSIP: 344419AB2<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |    3550000 | PA      | $2911248.50    | 0.00%             | 2043-05-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8202                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   90465614 | PA      | $89694484.74   | 0.04%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636222                      | CUSIP: 36291RYT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18256 | PA      | $18594.93      | 0.00%             | 2035-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91365                      | CUSIP: 3128P7QS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     513323 | PA      | $482797.75     | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE0199                      | CUSIP: 3140FKGH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11485313 | PA      | $10766765.41   | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60506                      | CUSIP: 31335AR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4183616 | PA      | $3927438.85    | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2000                      | CUSIP: 3140J6GJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11892122 | PA      | $11056732.90   | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | IL ST TXB-PENSION              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |   82430000 | PA      | $79111277.53   | 0.03%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   12780000 | PA      | $11165042.26   | 0.00%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   41471000 | PA      | $38810740.27   | 0.02%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | JBS USA/FOOD/FIN               | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   23675000 | PA      | $22618561.13   | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3343141.76    | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3188                      | CUSIP: 3140XJRJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10136828 | PA      | $9749520.55    | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4681                      | CUSIP: 3128JQCT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31949 | PA      | $32316.59      | 0.00%             | 2040-05-01      | Floating      | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04468                      | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     548748 | PA      | $565150.04     | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   12285000 | PA      | $9794043.28    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3765264.08    | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C19                                         | WFRBS 2014-C19 A5              | CUSIP: 92938VAQ8<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1418797.45    | 0.00%             | 2047-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3640949.35    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7805                      | CUSIP: 3138EQU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1287992 | PA      | $1169962.67    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736520                      | CUSIP: 3620AQG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2088302 | PA      | $2102442.91    | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 879337                      | CUSIP: 31409U4W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1230 | PA      | $1290.02       | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   23289000 | PA      | $15544390.47   | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9083768.10    | 0.00%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701297                      | CUSIP: 36296UDA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13240 | PA      | $13042.95      | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | RIO TINTO ALCAN                | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    5935000 | PA      | $6071721.86    | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24593852.00   | 0.01%             | 2026-07-17      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   37930000 | PA      | $42333437.83   | 0.02%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $3903299.23    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   30586000 | PA      | $29590072.74   | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3937                      | CUSIP: 31418DLT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38526370 | PA      | $34205498.66   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67712                      | CUSIP: 3132XCR98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14084926 | PA      | $13671320.28   | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830AZ2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     622000 | PA      | $573211.49     | 0.00%             | 2041-09-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4031                      | CUSIP: 31418DPR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1875150 | PA      | $1840598.36    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4284076.39    | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4609060.40    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $6359883.26    | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6949                      | CUSIP: 3138A8WK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     290834 | PA      | $281670.64     | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01613                      | CUSIP: 31283HYJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64955 | PA      | $68473.35      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DK0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    6915000 | PA      | $6562859.02    | 0.00%             | 2028-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1444                      | CUSIP: 3138A2TA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     707195 | PA      | $661678.21     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XAW6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    8107000 | PA      | $7217616.38    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AMERISOURCEBERGE               | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6148359.82    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4063                      | CUSIP: 31418DQR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     389480 | PA      | $382522.00     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M10 A2                | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2875000 | PA      | $2708827.01    | 0.00%             | 2028-07-25      | Variable      | 3.36%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 A5                 | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4715000 | PA      | $4306301.91    | 0.00%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46279                      | CUSIP: 3128K66Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163883 | PA      | $164644.84     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    3140000 | PA      | $3038809.67    | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0706                      | CUSIP: 31417YYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     767726 | PA      | $755427.37     | 0.00%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3332                      | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10643336 | PA      | $9863963.21    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 AS               | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    2125000 | PA      | $1952110.85    | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5878                      | CUSIP: 3138ENQ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7857401 | PA      | $7694019.04    | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82961                       | CUSIP: 36225FJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     109811 | PA      | $108437.91     | 0.00%             | 2041-10-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   11970000 | PA      | $10632937.11   | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-1A                                                   | VZMT 2021-2 A                  | CUSIP: 92348KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17700000 | PA      | $16505772.15   | 0.01%             | 2028-04-20      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FT0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  105143000 | PA      | $112043009.38  | 0.05%             | 2036-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $3825178.20    | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $12349134.30   | 0.01%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   15075000 | PA      | $12100996.61   | 0.01%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6219                      | CUSIP: 36179U4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24252176 | PA      | $22520726.10   | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   16520000 | PA      | $13480884.49   | 0.01%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                | CUSIP: 46132FAD2<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    5010000 | PA      | $4809719.59    | 0.00%             | 2026-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8206                      | CUSIP: 3132DWDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  148707687 | PA      | $130940955.39  | 0.06%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8066                      | CUSIP: 3138E06C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     432590 | PA      | $404827.36     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27698                      | CUSIP: 31297FRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9959 | PA      | $9995.13       | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6443227.52    | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMWARE INC                     | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   10654000 | PA      | $10446159.10   | 0.00%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Unified School District/CA                                           | LOS ANGELES USD-BABS           | CUSIP: 544646XZ0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   17655000 | PA      | $18442088.15   | 0.01%             | 2034-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675211                      | CUSIP: 36295NDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90322 | PA      | $89950.29      | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M12 A2                | CUSIP: 3136B5NV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24875000 | PA      | $22504902.54   | 0.01%             | 2029-06-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-1                                               | CARMX 2021-1 A3                | CUSIP: 14316NAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2103757 | PA      | $2030487.24    | 0.00%             | 2025-12-15      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7989                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   60581396 | PA      | $55698190.36   | 0.02%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8114                      | CUSIP: 3132DWAP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22578882 | PA      | $19315701.01   | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748AZ5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4995409.77    | 0.00%             | 2026-03-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   11800000 | PA      | $10322663.72   | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   28390000 | PA      | $25107385.53   | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743836                      | CUSIP: 31403BLR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1819 | PA      | $1857.92       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734412                      | CUSIP: 31402N3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13025 | PA      | $13214.87      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08779                      | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40202874 | PA      | $37001209.54   | 0.02%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A75317                      | CUSIP: 3128L84A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63038 | PA      | $63854.69      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-PC1 Mortgage Trust                                                     | COMM 2015-PC1 A5               | CUSIP: 12593GAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5915000 | PA      | $5644999.18    | 0.00%             | 2050-07-10      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6105000 | PA      | $5870972.70    | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   21700000 | PA      | $20444885.24   | 0.01%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9221                      | CUSIP: 3140XDG75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19795681 | PA      | $19542098.09   | 0.01%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  167339526 | PA      | $141282385.98  | 0.06%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   26288000 | PA      | $22380414.98   | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B3 Mortgage Trust                                                 | BMARK 2018-B3 A5               | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10250000 | PA      | $9720184.68    | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |   10044000 | PA      | $8433997.02    | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDD3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   15525000 | PA      | $14340900.64   | 0.01%             | 2026-08-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255230                      | CUSIP: 31371LPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     146245 | PA      | $149044.12     | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745740                      | CUSIP: 31403DPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     105171 | PA      | $106363.14     | 0.00%             | 2036-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3435095.45    | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   21150000 | PA      | $23166567.90   | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $9771843.71    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3936                      | CUSIP: 31417ALS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     337327 | PA      | $315660.59     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   34000000 | PA      | $30821213.18   | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1029                      | CUSIP: 31418AEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10399559 | PA      | $10084789.62   | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC32                                           | GSMS 2015-GC32 A4              | CUSIP: 36250PAD7<br>LEI: 54930066YOFVQE068N73 | Long             | ABS-MBS          | CORP              | US        |    1425000 | PA      | $1358106.94    | 0.00%             | 2048-07-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $5732565.09    | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255271                      | CUSIP: 31371LQY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21747 | PA      | $21554.13      | 0.00%             | 2024-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   25100000 | PA      | $23378230.11   | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K130 A2                   | CUSIP: 3137H1YS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8050000 | PA      | $6481622.53    | 0.00%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38247                      | CUSIP: 31297UEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34030 | PA      | $34189.42      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS9                                         | MSC 2016-UBS9 A3               | CUSIP: 61766CAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     574303 | PA      | $542263.13     | 0.00%             | 2049-03-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     335000 | PA      | $289887.82     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   11338000 | PA      | $10746986.00   | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0022                      | CUSIP: 3138W9AY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10305125 | PA      | $9643930.02    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AS7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   20808000 | PA      | $20069771.49   | 0.01%             | 2024-07-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7543                      | CUSIP: 3138WHLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8174987 | PA      | $7657484.56    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                    | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     635000 | PA      | $720696.43     | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737413                      | CUSIP: 3620ARGW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      39764 | PA      | $40300.59      | 0.00%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  282000000 | PA      | $260717798.40  | 0.11%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C16                                         | WFRBS 2013-C16 A5              | CUSIP: 92938EAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1520000 | PA      | $1503022.82    | 0.00%             | 2046-09-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7580                      | CUSIP: 3138WHM66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3364222 | PA      | $3022498.27    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8850                      | CUSIP: 3140XCZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9497405 | PA      | $8143179.57    | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   14925000 | PA      | $8741288.03    | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   24999864 | PA      | $23378270.22   | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01837                      | CUSIP: 3128LXBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2009244 | PA      | $2017134.69    | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3857                      | CUSIP: 3138A5JB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     226806 | PA      | $224845.24     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   16843000 | PA      | $13850385.78   | 0.01%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   19425000 | PA      | $13286871.13   | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7714                      | CUSIP: 36181BSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     626224 | PA      | $551301.61     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J09912                      | CUSIP: 3128PNAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19690 | PA      | $19304.90      | 0.00%             | 2024-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9662064.70    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889190                      | CUSIP: 31410G2X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58583 | PA      | $61589.45      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | DOMINION ENERGY                | CUSIP: 257375AN5<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4290759.77    | 0.00%             | 2024-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS&RES                | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    6328000 | PA      | $6082472.71    | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 736222                      | CUSIP: 31402R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25386 | PA      | $24858.29      | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874AZ0<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   15405000 | PA      | $16254769.69   | 0.01%             | 2036-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHG8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   13050000 | PA      | $12881409.53   | 0.01%             | 2024-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   12900000 | PA      | $10261879.18   | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594078                      | CUSIP: 36201U6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      61144 | PA      | $61425.01      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61422                      | CUSIP: 31335BSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5054569 | PA      | $4962077.50    | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   19085000 | PA      | $16094490.43   | 0.01%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $9866396.50    | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15660                      | CUSIP: 3128PVJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      98119 | PA      | $97593.61      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1221                      | CUSIP: 3138EHLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     129063 | PA      | $132764.33     | 0.00%             | 2039-12-01      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DBL8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $987197.05     | 0.00%             | 2024-11-14      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    4950000 | PA      | $4506738.19    | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| United Airlines 2012-1 Class A Pass Through Trust                                | CONTL AIRLINES                 | CUSIP: 210795PZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4147036 | PA      | $3998713.99    | 0.00%             | 2025-10-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3105                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15489344 | PA      | $14529720.44   | 0.01%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   40678000 | PA      | $47039347.67   | 0.02%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C23                      | MSBAM 2015-C23 A4              | CUSIP: 61690QAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8650000 | PA      | $8197766.76    | 0.00%             | 2050-07-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BD5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     903000 | PA      | $883128.25     | 0.00%             | 2024-09-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3894437.30    | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    3965000 | PA      | $3378775.86    | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $5830138.70    | 0.00%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785HD1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   23000000 | PA      | $21489908.55   | 0.01%             | 2026-04-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54193                      | CUSIP: 3128KGUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21271 | PA      | $22530.45      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   13495000 | PA      | $10776163.43   | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | FIFTH THIRD BANK               | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3066516.78    | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    3507000 | PA      | $2610755.50    | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1132                      | CUSIP: 3132DNHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1958988 | PA      | $1844319.25    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03428                      | CUSIP: 3128M5D98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     418910 | PA      | $451274.99     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER DANIELS                 | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    2395000 | PA      | $2453693.45    | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3309                      | CUSIP: 3140JKVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2489076 | PA      | $2440289.46    | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3002561.88    | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   11855000 | PA      | $11293661.25   | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3886178.81    | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CSAIL 2017-CX10 A5             | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5925000 | PA      | $5372806.59    | 0.00%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0800                      | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2445516 | PA      | $2331463.62    | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3233                      | CUSIP: 3138EKSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     725270 | PA      | $725510.40     | 0.00%             | 2043-03-01      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753084                      | CUSIP: 31403MUH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57961 | PA      | $58715.89      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    9400000 | PA      | $9077816.97    | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8784                      | CUSIP: 3138WJXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19910096 | PA      | $17836565.20   | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD FINL                  | CUSIP: 416518AC2<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    1793000 | PA      | $1845381.35    | 0.00%             | 2042-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $14920663.68   | 0.01%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                              | JPMBB 2014-C23 A5              | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2919000 | PA      | $2827806.35    | 0.00%             | 2047-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    4865000 | PA      | $4620880.72    | 0.00%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1967676.76    | 0.00%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3084                      | CUSIP: 3140QANA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5273 | PA      | $4958.37       | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814933                      | CUSIP: 31406NLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5380 | PA      | $5686.48       | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    2052000 | PA      | $1481712.02    | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    4235000 | PA      | $3361527.99    | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBL3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   19219000 | PA      | $17660442.50   | 0.01%             | 2038-05-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6730                      | CUSIP: 3138WGPQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     325598 | PA      | $303246.42     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 A5               | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   13400000 | PA      | $12496687.24   | 0.01%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5525420.52    | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06209                      | CUSIP: 3128M8GS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50702 | PA      | $51354.94      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9282                      | CUSIP: 36184HJ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4266836 | PA      | $3823981.10    | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   20150000 | PA      | $17971857.34   | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3363                      | CUSIP: 31418CWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3606079 | PA      | $3403732.78    | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734848                      | CUSIP: 31402QL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14458 | PA      | $14768.58      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CY2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3905453.28    | 0.00%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    6350000 | PA      | $5077640.66    | 0.00%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAG5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   11564000 | PA      | $11294700.92   | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1652                      | CUSIP: 31418AZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8009198 | PA      | $7638926.25    | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5002782.74    | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    8327000 | PA      | $7648850.79    | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_20-B                                         | HART 2020-B A3                 | CUSIP: 44933FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     626455 | PA      | $617807.74     | 0.00%             | 2024-12-16      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02565                      | CUSIP: 3128M4FE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     341345 | PA      | $345062.39     | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJQ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $13255160.10   | 0.01%             | 2027-03-11      | Variable      | 1.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 988902                      | CUSIP: 31415TRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43523 | PA      | $41973.02      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6822                      | CUSIP: 3138A8SL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     543574 | PA      | $526487.68     | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Oregon                                                                  | OR ST-TXB-PENSION              | CUSIP: 68607LXP7<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     149676 | PA      | $150432.62     | 0.00%             | 2023-06-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   31992000 | PA      | $26699479.94   | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8176                      | CUSIP: 31418WCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61360 | PA      | $61004.84      | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2705000 | PA      | $2541483.45    | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 A2              | CUSIP: 90353KAV1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1475182 | PA      | $1459312.24    | 0.00%             | 2051-10-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1066492000 | PA      | $903851970.00  | 0.39%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9386                      | CUSIP: 3138E2NC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     699306 | PA      | $659965.51     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A5              | CUSIP: 060352AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9658000 | PA      | $8958496.17    | 0.00%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   14146000 | PA      | $13681034.42   | 0.01%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C19                              | JPMBB 2014-C19 A3              | CUSIP: 46641WAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     299631 | PA      | $292437.72     | 0.00%             | 2047-04-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AH4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |   10000000 | PA      | $9694083.70    | 0.00%             | 2024-10-16      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   11490000 | PA      | $7791443.34    | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBY0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2465635.45    | 0.00%             | 2043-08-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50652                      | CUSIP: 3128KCWM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24153 | PA      | $26365.07      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO LEASE TRUST NALT_21-A                                                | NALT 2021-A A3                 | CUSIP: 65480DAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4025000 | PA      | $3933195.79    | 0.00%             | 2024-08-15      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9156                      | CUSIP: 31418XE61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     216857 | PA      | $215602.61     | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M10 A2                | CUSIP: 3136AN6U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2324113 | PA      | $2194599.45    | 0.00%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA5027                      | CUSIP: 31416NSR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21976 | PA      | $21896.49      | 0.00%             | 2024-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    8599000 | PA      | $6348490.79    | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2894                      | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3720764 | PA      | $3736122.11    | 0.00%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745423                      | CUSIP: 31403DD48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51086 | PA      | $53937.34      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AL6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    4740000 | PA      | $4121985.58    | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_21-1                              | COPAR 2021-1 A3                | CUSIP: 14044CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4550000 | PA      | $4280230.50    | 0.00%             | 2026-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725690                      | CUSIP: 31402DF70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1494266 | PA      | $1577159.26    | 0.00%             | 2034-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 783691                      | CUSIP: 31405AUQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13198 | PA      | $13065.89      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAD4<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     500000 | PA      | $479383.24     | 0.00%             | 2025-04-06      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBU8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $2515251.69    | 0.00%             | 2050-09-25      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735591                      | CUSIP: 31402RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2736065 | PA      | $2832054.34    | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK          | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    4300000 | PA      | $2804311.22    | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4697304.70    | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $9190020.22    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AT9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4908547.59    | 0.00%             | 2026-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256555                      | CUSIP: 31371M5Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32250 | PA      | $32451.87      | 0.00%             | 2027-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96108                      | CUSIP: 312944YD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     684142 | PA      | $664822.19     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    4308000 | PA      | $3932548.15    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   16280000 | PA      | $12674585.29   | 0.01%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3947042.05    | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospitals Group Inc                                                  | MT SINAI HOSP                  | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $3794111.80    | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2995                      | CUSIP: 31418CKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10547777 | PA      | $10100090.34   | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08848                      | CUSIP: 3128MJ5J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7754457 | PA      | $7603134.65    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4180                      | CUSIP: 3138ELUE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     378370 | PA      | $370763.97     | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7109181.73    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $7404750.00    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OH UNIV-TXB-C-BABS             | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |    2945000 | PA      | $2952729.74    | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ9169                      | CUSIP: 3140HBFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     865747 | PA      | $827256.40     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746350                      | CUSIP: 31403EEX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18280 | PA      | $17633.03      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722092                      | CUSIP: 31401YF91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24887 | PA      | $25082.67      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45735                      | CUSIP: 3132WKLR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29152808 | PA      | $26190218.35   | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $18095935.03   | 0.01%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   30435000 | PA      | $27967756.29   | 0.01%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   12825000 | PA      | $12144036.87   | 0.01%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2013761.31    | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5627                      | CUSIP: 3138A7HD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     225734 | PA      | $233243.51     | 0.00%             | 2041-03-01      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5018                        | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1864339 | PA      | $1903762.65    | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08711                      | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9738676 | PA      | $9069729.61    | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BQ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    6100000 | PA      | $5997547.63    | 0.00%             | 2023-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   11935000 | PA      | $9295635.98    | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2025000 | PA      | $1926437.18    | 0.00%             | 2086-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4179                      | CUSIP: 31418DUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   52060406 | PA      | $46411196.41   | 0.02%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   11120000 | PA      | $9528858.10    | 0.00%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   24475000 | PA      | $18757927.09   | 0.01%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719233                      | CUSIP: 3620A5BA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     133010 | PA      | $133270.35     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848491                      | CUSIP: 31408DUQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19664 | PA      | $20496.59      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7256                      | CUSIP: 3133A2BZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9457128 | PA      | $8395827.57    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0510                      | CUSIP: 3140XFR86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27550225 | PA      | $25319772.53   | 0.01%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV9854                      | CUSIP: 3138XM5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157589 | PA      | $149525.06     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $1633400.78    | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                   | WFCM 2019-C50 A5               | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6075000 | PA      | $5528359.96    | 0.00%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1194690.24    | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN          | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |   10115000 | PA      | $10577297.98   | 0.00%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7254                      | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  247060853 | PA      | $207208109.40  | 0.09%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EC8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2069000 | PA      | $1636597.81    | 0.00%             | 2055-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0728                      | CUSIP: 3132DMYZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11901437 | PA      | $10218640.87   | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $4623237.51    | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4418                      | CUSIP: 31418D4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30147371 | PA      | $26874509.42   | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   13469000 | PA      | $12254363.02   | 0.01%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254918                      | CUSIP: 31371LDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     411948 | PA      | $403390.17     | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2931                      | CUSIP: 31418CHH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2397433 | PA      | $2285202.38    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50589                      | CUSIP: 3132XSUP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1238477 | PA      | $1150197.20    | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AK4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    6034000 | PA      | $5839592.18    | 0.00%             | 2025-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2832712.63    | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Union Pacific Railroad Co 2007-3 Pass Through Trust                              | UNION PACIFIC RR               | CUSIP: 90783XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     211308 | PA      | $217498.54     | 0.00%             | 2031-01-02      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                          | ACTIVISION BLIZZ               | CUSIP: 00507VAM1<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1607812.91    | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AV          | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    6155000 | PA      | $5435787.02    | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                   | WFCM 2018-C45 A4               | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |   12975000 | PA      | $12259606.51   | 0.01%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5436976.73    | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3375                      | CUSIP: 36179RXC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3327358 | PA      | $3043273.20    | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56064                      | CUSIP: 3132XYW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1065321 | PA      | $1018062.33    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    6555000 | PA      | $5467535.86    | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $874900.66     | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP7517                      | CUSIP: 3140KFK79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14091455 | PA      | $12054827.88   | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8026                      | CUSIP: 3132D54K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14170823 | PA      | $13067244.23   | 0.01%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   12715000 | PA      | $13441303.94   | 0.01%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON               | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   26645000 | PA      | $23501974.72   | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01787                      | CUSIP: 31292H6Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      37801 | PA      | $39840.42      | 0.00%             | 2034-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    2980000 | PA      | $2818251.32    | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 694491                      | CUSIP: 31400QRL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75396 | PA      | $77001.62      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     425000 | PA      | $437162.72     | 0.00%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4715661.95    | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4633                      | CUSIP: 3140H6EF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     932290 | PA      | $864079.49     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BN3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   16045000 | PA      | $15022261.05   | 0.01%             | 2025-02-25      | Fixed         | 2.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1354                      | CUSIP: 3138EHQG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2034533 | PA      | $2016962.37    | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1980                      | CUSIP: 31418BFW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1246202 | PA      | $1153481.57    | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |   14550000 | PA      | $10107333.99   | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1886                      | CUSIP: 3138AFCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     814697 | PA      | $807165.44     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5096                      | CUSIP: 3133KYUV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11678353 | PA      | $10313276.94   | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   13910000 | PA      | $11377565.99   | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3873989.15    | 0.00%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2010                                                                 | WPP FINANCE 2010               | CUSIP: 92936MAF4<br>LEI: 549300OJB3S151W7KN44 | Long             | DBT              | CORP              | GB        |    8615000 | PA      | $8344152.07    | 0.00%             | 2024-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1955233.95    | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AV0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1395798.33    | 0.00%             | 2041-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2723000 | PA      | $2301812.62    | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9591                      | CUSIP: 3138ERUR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9795019 | PA      | $9312127.77    | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBE9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $12975585.75   | 0.01%             | 2026-02-11      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAB9<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   13200000 | PA      | $12512413.19   | 0.01%             | 2024-03-11      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                             | MS ST-TXB-F-BAB                | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |    3220000 | PA      | $3286129.46    | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1948                      | CUSIP: 3138EJEW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4765705 | PA      | $4639797.93    | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08263                      | CUSIP: 3128MJJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     553273 | PA      | $560407.78     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada/The                                   | BELL CANADA                    | CUSIP: 0778FPAF6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $3622199.60    | 0.00%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   31750000 | PA      | $20032553.92   | 0.01%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    5000000 | PA      | $4849415.05    | 0.00%             | 2024-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   11855000 | PA      | $9904293.89    | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33545                      | CUSIP: 31297N5E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4072 | PA      | $4086.51       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130A2UW4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    1000000 | PA      | $970772.00     | 0.00%             | 2024-09-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties LP                                                   | CORPORATE OFFICE               | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $3817755.71    | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737377                      | CUSIP: 3620ARFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     454663 | PA      | $463110.09     | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5137                      | CUSIP: 36179TV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11591011 | PA      | $11202136.32   | 0.00%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6416                      | CUSIP: 3140QEDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7747309 | PA      | $6929342.35    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAF4<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2669200.90    | 0.00%             | 2024-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   18390000 | PA      | $16203173.56   | 0.01%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   37994000 | PA      | $36243197.35   | 0.02%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                      | MSBAM 2013-C12 ASB             | CUSIP: 61762XAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      47815 | PA      | $47589.24      | 0.00%             | 2046-10-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3737                      | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2695438 | PA      | $2621954.71    | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                         | KANSAS CITY SOUT               | CUSIP: 485170AS3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   10525000 | PA      | $9504512.10    | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82678                       | CUSIP: 36225E6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      30145 | PA      | $31054.12      | 0.00%             | 2040-11-20      | Floating      | 2.25%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   17010000 | PA      | $13320215.80   | 0.01%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0286                      | CUSIP: 31419AJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16508 | PA      | $16482.52      | 0.00%             | 2025-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 AM               | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3600000 | PA      | $3306411.72    | 0.00%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                  | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $3824014.13    | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828V80<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  217225000 | PA      | $211488913.21  | 0.09%             | 2024-01-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3912                      | CUSIP: 36179SKZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1866791 | PA      | $1703813.57    | 0.00%             | 2031-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN9135                      | CUSIP: 3140JSEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7317100 | PA      | $6230423.18    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    8395000 | PA      | $7027924.79    | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 912120                      | CUSIP: 31411NK97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84609 | PA      | $89609.83      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  147528000 | PA      | $118690878.87  | 0.05%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8040                      | CUSIP: 3132D54Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34699 | PA      | $31943.81      | 0.00%             | 2035-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5990                      | CUSIP: 3140X9UQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34576000 | PA      | $29647800.05   | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $4656469.86    | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Spirit Realty LP                                                                 | SPIRIT REALTY LP               | CUSIP: 84861TAD0<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2304010.73    | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4043792.77    | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX           | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2925000 | PA      | $2098913.60    | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   15510000 | PA      | $13500813.82   | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA4670                      | CUSIP: 31346YFK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     376248 | PA      | $379808.68     | 0.00%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1173                      | CUSIP: 3140XGJT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26353305 | PA      | $24762355.78   | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97626                      | CUSIP: 312946PK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1233634 | PA      | $1268801.25    | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   18000000 | PA      | $16683771.24   | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DF1<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   10577000 | PA      | $9460539.05    | 0.00%             | 2045-07-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    4500000 | PA      | $4257768.06    | 0.00%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                     | FORTIVE CORP                   | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    7547000 | PA      | $7052433.62    | 0.00%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    6105000 | PA      | $4892013.42    | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4210                      | CUSIP: 3138ELVC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        514 | PA      | $520.77        | 0.00%             | 2025-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4445                      | CUSIP: 31418D5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32358119 | PA      | $26290709.76   | 0.01%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2014-1 Class A Pass Through Trust                                | UNTD AIR 2014-1                | CUSIP: 90932PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2215051 | PA      | $2024256.01    | 0.00%             | 2027-10-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8194                      | CUSIP: 3132DWC76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   73191095 | PA      | $62161211.89   | 0.03%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                      | CUSIP: 053807AS2<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    4625000 | PA      | $4449535.64    | 0.00%             | 2026-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2014-M9 A2                 | CUSIP: 3136AKXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3593848 | PA      | $3491145.40    | 0.00%             | 2024-07-25      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU7032                      | CUSIP: 3138X6Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9621806 | PA      | $9399335.31    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784114                      | CUSIP: 3622A2SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6617564 | PA      | $6188370.40    | 0.00%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3235873.24    | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607GRR7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    2500000 | PA      | $2244696.85    | 0.00%             | 2025-10-23      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18677                      | CUSIP: 3128MMXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4931149 | PA      | $4654805.38    | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   11725000 | PA      | $10576289.56   | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9362                      | CUSIP: 3138MRML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4084846 | PA      | $3822416.81    | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3277                      | CUSIP: 31418CUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8532283 | PA      | $8153092.51    | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735383                      | CUSIP: 31402Q6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1010174 | PA      | $1040030.24    | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256851                      | CUSIP: 31371NH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231959 | PA      | $249573.63     | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   10525000 | PA      | $9963589.34    | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Airlines 2014-2 Class A Pass Through Trust                                | UNTD AIR 14-2 A                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1580630 | PA      | $1439800.15    | 0.00%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   53247000 | PA      | $50203990.92   | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0025                      | CUSIP: 36179MA26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1044659 | PA      | $1062520.35    | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3583026.16    | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   11275000 | PA      | $9749562.52    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82960                       | CUSIP: 36225FJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     460989 | PA      | $455229.82     | 0.00%             | 2041-10-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                          | KITE REALTY GROU               | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2651275.86    | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   14100000 | PA      | $13168273.83   | 0.01%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4261                      | CUSIP: 36179SWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   11748653 | PA      | $10679063.62   | 0.00%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4858                      | CUSIP: 3140X8MG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10456119 | PA      | $10293849.10   | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   12250000 | PA      | $11476349.05   | 0.01%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  549230000 | PA      | $467446247.77  | 0.20%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7473                      | CUSIP: 31417EJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1617440 | PA      | $1451153.34    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    6021000 | PA      | $4121174.48    | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1101                      | CUSIP: 3138WAGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3925200 | PA      | $3835735.25    | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     490000 | PA      | $397425.22     | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $2527060.72    | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7534                      | CUSIP: 3132DVLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   53890941 | PA      | $47003501.21   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     975000 | PA      | $736406.85     | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                  | BANK 2021-BN33 A5              | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2040000 | PA      | $1681984.08    | 0.00%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   13579000 | PA      | $9132710.98    | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    9980000 | PA      | $9404632.74    | 0.00%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   11920075 | PA      | $12917397.99   | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $5025504.79    | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    7040000 | PA      | $6705125.29    | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4232375.84    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM4495                      | CUSIP: 3131XX7G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6764301 | PA      | $6471239.23    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS DEV FIN AUTH-K-TXB          | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |    4000000 | PA      | $2697228.00    | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18303                      | CUSIP: 3128MMKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21821 | PA      | $21832.59      | 0.00%             | 2024-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                      | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    7320000 | PA      | $6960087.02    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    2425000 | PA      | $2037621.41    | 0.00%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   23650000 | PA      | $18869609.89   | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HEWLETT-PACK CO                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   12970000 | PA      | $12433731.61   | 0.01%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83592                      | CUSIP: 3132L87D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4693539 | PA      | $4333315.33    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C24                                         | WFRBS 2014-C24 A3              | CUSIP: 92939KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     786796 | PA      | $762438.04     | 0.00%             | 2047-11-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7680                      | CUSIP: 3138E0RA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3421644 | PA      | $3202196.59    | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_22-4                    | GMCAR 2022-4 A4                | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1294807.67    | 0.00%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | WFCM 2015-NXS2 A5              | CUSIP: 94989MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4762013.50    | 0.00%             | 2058-07-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90938                      | CUSIP: 3128P7BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47686 | PA      | $46872.32      | 0.00%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAQ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6319800.44    | 0.00%             | 2024-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3058736.96    | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CB0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   16993000 | PA      | $15720584.89   | 0.01%             | 2025-06-01      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    5255000 | PA      | $5035737.44    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 A4              | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6582788.80    | 0.00%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AU8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   11160000 | PA      | $10861723.78   | 0.00%             | 2025-03-02      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | GMAC LLC                       | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $2335921.47    | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01527                      | CUSIP: 31292HVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     409862 | PA      | $412766.84     | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0088                      | CUSIP: 36179MCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   16098825 | PA      | $15104564.71   | 0.01%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHV5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11302315.69   | 0.00%             | 2024-02-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930612                      | CUSIP: 31412N3V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1253927 | PA      | $1246222.62    | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55088                      | CUSIP: 3132XXUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59837 | PA      | $58687.59      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    3396000 | PA      | $3747285.64    | 0.00%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08554                      | CUSIP: 3128MJTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1727762 | PA      | $1600863.77    | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    4782000 | PA      | $4480290.57    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7596                      | CUSIP: 3140QFNN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31050104 | PA      | $25347435.91   | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109CA7<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $9536314.70    | 0.00%             | 2025-03-15      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3372                      | CUSIP: 31418CXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3777982 | PA      | $3712799.80    | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  218435000 | PA      | $206933042.95  | 0.09%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group Inc                                                      | COLUMBIA PIPELIN               | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    6035000 | PA      | $5847632.74    | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255707                      | CUSIP: 31371MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22604 | PA      | $23570.36      | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    6000000 | PA      | $5065763.70    | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   29235000 | PA      | $28821013.40   | 0.01%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-2                                               | CARMX 2022-2 A3                | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5075000 | PA      | $4935417.20    | 0.00%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3926                      | CUSIP: 3140J8LG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2718747 | PA      | $2572773.97    | 0.00%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   21259000 | PA      | $18537525.71   | 0.01%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783213                      | CUSIP: 36241LSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10871 | PA      | $11332.05      | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    7300000 | PA      | $4847621.43    | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    8339000 | PA      | $8311131.40    | 0.00%             | 2024-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1996                      | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2627057 | PA      | $2555295.79    | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBH7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   47460000 | PA      | $46015114.95   | 0.02%             | 2025-05-07      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91222                      | CUSIP: 3128P7LB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     106314 | PA      | $106545.61     | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   10242000 | PA      | $9344470.80    | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $6990905.38    | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  204159000 | PA      | $174077437.14  | 0.08%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEM0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $16101395.36   | 0.01%             | 2024-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 979543                      | CUSIP: 31414XWC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        429 | PA      | $428.74        | 0.00%             | 2023-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BC6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5733458.34    | 0.00%             | 2024-12-03      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   10550000 | PA      | $10028816.92   | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    5245000 | PA      | $4487721.92    | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2819130.16    | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  702564000 | PA      | $664691444.50  | 0.29%             | 2024-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2224                      | CUSIP: 36179QPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28654979 | PA      | $27872414.47   | 0.01%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $6236155.58    | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    4645000 | PA      | $4268959.80    | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9814202.40    | 0.00%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80391                      | CUSIP: 31335GNG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        564 | PA      | $570.96        | 0.00%             | 2026-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP3421                      | CUSIP: 3140KAYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34013579 | PA      | $27839570.17   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO9925                      | CUSIP: 3138M2A30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     948983 | PA      | $882589.59     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  539175000 | PA      | $504802593.75  | 0.22%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50524                      | CUSIP: 3128KCSM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30383 | PA      | $30360.73      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                    | PHARMACIA CORP                 | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5248000 | PA      | $5771290.89    | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   28110000 | PA      | $20225069.38   | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2491                      | CUSIP: 3138Y3XV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     736372 | PA      | $693858.45     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    2625000 | PA      | $2231644.41    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    2021000 | PA      | $1886105.75    | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5199                      | CUSIP: 31417BX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1711016 | PA      | $1653224.03    | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3306                      | CUSIP: 31418CU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12824100 | PA      | $12254426.53   | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0822                      | CUSIP: 31419A4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1562811 | PA      | $1548179.46    | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KPN NV                         | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    5000000 | PA      | $5596370.00    | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8172                      | CUSIP: 31418WCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     299654 | PA      | $297922.50     | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_22-1                              | COPAR 2022-1 A3                | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4300000 | PA      | $4140164.70    | 0.00%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6615                      | CUSIP: 3138EPK52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1570231 | PA      | $1542036.63    | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAC0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     150000 | PA      | $145518.43     | 0.00%             | 2025-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2128                      | CUSIP: 3138AFLJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177477 | PA      | $184211.49     | 0.00%             | 2041-05-01      | Floating      | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     275000 | PA      | $257503.14     | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    5535000 | PA      | $5486852.75    | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9838                      | CUSIP: 31417G4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2427344 | PA      | $2271856.75    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4390000 | PA      | $4418056.53    | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02482                      | CUSIP: 3128M4CT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     879708 | PA      | $933502.01     | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10830000 | PA      | $9201910.94    | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7511                      | CUSIP: 3132DVKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6597033 | PA      | $6099776.10    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458481                      | CUSIP: 36208RJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10893 | PA      | $10922.14      | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91148                      | CUSIP: 3128P7HZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84723 | PA      | $84322.92      | 0.00%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    3790000 | PA      | $4011639.84    | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST BMWOT_22-A                                               | BMWOT 2022-A A4                | CUSIP: 05602RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     425000 | PA      | $407393.40     | 0.00%             | 2028-12-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18472                      | CUSIP: 3128MMQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22979080 | PA      | $21499431.71   | 0.01%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K735 A2                   | CUSIP: 3137FMU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16160532 | PA      | $15301344.23   | 0.01%             | 2026-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  491385000 | PA      | $456220260.94  | 0.20%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                         | NXP BV/NXP FUNDI               | CUSIP: 62947QBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    3500000 | PA      | $3474434.32    | 0.00%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    8070000 | PA      | $6947825.59    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1911                      | CUSIP: 3140Q9DR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     449159 | PA      | $441804.72     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4143                      | CUSIP: 3140X7S91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28178470 | PA      | $26546130.65   | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745087                      | CUSIP: 31403CXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137406 | PA      | $143208.11     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FL8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    6450000 | PA      | $5787383.95    | 0.00%             | 2025-10-29      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $2416451.03    | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $3689050.45    | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAE5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   15176000 | PA      | $14566538.06   | 0.01%             | 2025-03-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_21-3                                    | EART 2021-3A D                 | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3115000 | PA      | $2827406.69    | 0.00%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3331                      | CUSIP: 31418CVZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10019086 | PA      | $8996798.88    | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14203                      | CUSIP: 3128MC3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     330306 | PA      | $326314.00     | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8151                      | CUSIP: 3132DWBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   35446075 | PA      | $30213465.53   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAP4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1497285.30    | 0.00%             | 2025-10-01      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5235000 | PA      | $5295646.11    | 0.00%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8090                      | CUSIP: 3132DV7B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   50947074 | PA      | $41781837.78   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    7603000 | PA      | $5796509.94    | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K135 A2                   | CUSIP: 3137H4R36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6275000 | PA      | $5201626.74    | 0.00%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893767                      | CUSIP: 31410P6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69903 | PA      | $74038.98      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13465                      | CUSIP: 3128MCCA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          6 | PA      | $5.84          | 0.00%             | 2024-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   15650000 | PA      | $14894581.23   | 0.01%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   64430100 | PA      | $61168326.19   | 0.03%             | 2024-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    9825000 | PA      | $6835146.00    | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                                             | BBCMS 2021-C10 A5              | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7500000 | PA      | $6172605.00    | 0.00%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGE7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2600000 | PA      | $2384506.02    | 0.00%             | 2025-05-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    6421000 | PA      | $5331685.50    | 0.00%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651787                      | CUSIP: 36292LCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      18372 | PA      | $18587.12      | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |    2745000 | PA      | $1736161.33    | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2371                      | CUSIP: 36179QT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3456740 | PA      | $3243549.18    | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    5900000 | PA      | $4650978.61    | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91905                      | CUSIP: 3128P8DJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16442995 | PA      | $15056600.36   | 0.01%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7558                      | CUSIP: 3140XBMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10254068 | PA      | $9456701.99    | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24405                      | CUSIP: 31297B3N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13365 | PA      | $13613.87      | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1838                      | CUSIP: 3140XHBG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11668725 | PA      | $10312644.42   | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAZ1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    2000000 | PA      | $1903968.02    | 0.00%             | 2026-06-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7075582.56    | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14875                      | CUSIP: 3132HRMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1451494 | PA      | $1302227.90    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50520                      | CUSIP: 3128KCSH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15044 | PA      | $16425.75      | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  120690000 | PA      | $116032114.28  | 0.05%             | 2023-12-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |   15498000 | PA      | $17569884.23   | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8120                      | CUSIP: 3132D6AV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4014233 | PA      | $3686456.76    | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAB2<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4097998.62    | 0.00%             | 2025-07-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5134                      | CUSIP: 3133KYV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15163697 | PA      | $12320540.51   | 0.01%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4141                      | CUSIP: 3140QBS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3141336 | PA      | $2815579.99    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1585                      | CUSIP: 3138WAXP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     572243 | PA      | $560330.05     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932135                      | CUSIP: 31412QSY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     493619 | PA      | $503995.99     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4139383.46    | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAX8<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1205542.65    | 0.00%             | 2025-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3357                      | CUSIP: 31418CWT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1918254 | PA      | $1832910.20    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0691                      | CUSIP: 3138EGXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        752 | PA      | $763.43        | 0.00%             | 2025-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NK7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2617606.29    | 0.00%             | 2046-04-20      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4551556.47    | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5154                      | CUSIP: 3133KYWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   40828289 | PA      | $35742815.06   | 0.02%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3502494.75    | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735036                      | CUSIP: 31402QSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1338790 | PA      | $1367419.94    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 21989TAA5<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |   25715000 | PA      | $25649256.77   | 0.01%             | 2025-11-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 780082AD5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    6400000 | PA      | $6320427.46    | 0.00%             | 2026-01-27      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14092000 | PA      | $12433095.40   | 0.01%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    2630000 | PA      | $2731637.06    | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00641                      | CUSIP: 31292GWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10794 | PA      | $11271.30      | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   19727000 | PA      | $15240115.35   | 0.01%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  108700000 | PA      | $103406392.61  | 0.05%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8691691.44    | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $5386146.38    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAT9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |   10265000 | PA      | $9947899.06    | 0.00%             | 2024-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    6575000 | PA      | $6070690.00    | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55963                      | CUSIP: 3132XYTV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34055 | PA      | $32970.23      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5016040.75    | 0.00%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2728                      | CUSIP: 3138WCA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     397271 | PA      | $389436.49     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0753                      | CUSIP: 3140XFZT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30147814 | PA      | $26043089.86   | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831115                      | CUSIP: 31407HK47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     437822 | PA      | $447364.64     | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                          | DRIVE 2021-1 C                 | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1175000 | PA      | $1146616.47    | 0.00%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                                     | WALGREENS BOOTS                | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   16200000 | PA      | $11920595.20   | 0.01%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-3                                    | HAROT 2021-4 A4                | CUSIP: 43815GAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $778476.84     | 0.00%             | 2028-06-21      | Fixed         | 1.14%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   12295000 | PA      | $10549121.31   | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18626                      | CUSIP: 3128MMVU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23633668 | PA      | $22156544.97   | 0.01%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K109 A2                   | CUSIP: 3137FTFY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9275000 | PA      | $7584914.14    | 0.00%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV2302                      | CUSIP: 3138XDRY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     411812 | PA      | $403224.94     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0813                      | CUSIP: 31418M3X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1204117 | PA      | $1216350.79    | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2754                      | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   14505867 | PA      | $13607050.03   | 0.01%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-1                                 | GMALT 2022-1 A4                | CUSIP: 36265MAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1950000 | PA      | $1852526.72    | 0.00%             | 2026-02-20      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAB7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    3380000 | PA      | $3145746.70    | 0.00%             | 2025-01-10      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A45728                      | CUSIP: 3128K6LH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36763 | PA      | $36920.13      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | UNITED TECH CORP               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   37798000 | PA      | $34016007.34   | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5120000 | PA      | $4843200.00    | 0.00%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $8951743.55    | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES TRUST MBART_20-1                                  | MBART 2020-1 A4                | CUSIP: 58769VAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400000 | PA      | $376561.24     | 0.00%             | 2026-10-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBQ8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    6261000 | PA      | $6157734.76    | 0.00%             | 2024-06-01      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1490                      | CUSIP: 31418AUQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8666635 | PA      | $8126680.94    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0541                      | CUSIP: 3132ACS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22947391 | PA      | $22093729.96   | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A2              | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2801512 | PA      | $2756334.88    | 0.00%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C19                                         | WFRBS 2014-C19 ASB             | CUSIP: 92938VAR6<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |     106484 | PA      | $105207.55     | 0.00%             | 2047-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2881                      | CUSIP: 36178NFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2099935 | PA      | $1970933.52    | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08858                      | CUSIP: 3128MJ5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16117 | PA      | $15801.80      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A28795                      | CUSIP: 31297GXY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9474 | PA      | $10162.35      | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBE7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    1975000 | PA      | $1912807.92    | 0.00%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9314                      | CUSIP: 3138WKK46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     339020 | PA      | $324615.54     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254726                      | CUSIP: 31371K4K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     332003 | PA      | $350459.05     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3891                        | CUSIP: 36202EKC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53520 | PA      | $57281.71      | 0.00%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    6205000 | PA      | $5612041.58    | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03120                      | CUSIP: 3128M4YR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84496 | PA      | $88738.55      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    8600000 | PA      | $5976992.60    | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 A4               | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    6700000 | PA      | $6381140.97    | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5609                      | CUSIP: 3138ENGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2410653 | PA      | $2269955.46    | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    7825000 | PA      | $7477048.54    | 0.00%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1033141.69    | 0.00%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 801771                      | CUSIP: 31405WW84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8144 | PA      | $8539.15       | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8975000 | PA      | $7320521.58    | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   11294000 | PA      | $10343482.73   | 0.00%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5670                      | CUSIP: 31417CJQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     892426 | PA      | $829392.73     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HV6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $5441578.14    | 0.00%             | 2024-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8079                      | CUSIP: 3132D56Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10022277 | PA      | $8935231.39    | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6638                      | CUSIP: 3140XALU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3219940 | PA      | $3047118.96    | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 731148                      | CUSIP: 31402KHZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5712 | PA      | $5618.81       | 0.00%             | 2033-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   26330000 | PA      | $23844451.16   | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69303                      | CUSIP: 3128L1KQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1275 | PA      | $1296.45       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51101                      | CUSIP: 3128KDGJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7515 | PA      | $7959.67       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7988                      | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   75659617 | PA      | $67442929.76   | 0.03%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $13492679.76   | 0.01%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC0897                      | CUSIP: 31417J7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64540 | PA      | $65085.35      | 0.00%             | 2039-07-01      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAN2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    8482000 | PA      | $8360221.55    | 0.00%             | 2024-03-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   30050000 | PA      | $27368721.14   | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $4135596.28    | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   20265000 | PA      | $22314772.73   | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7726                      | CUSIP: 3140XBSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19478024 | PA      | $18868784.13   | 0.01%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government AID Bond                                                       | AID-ISRAEL                     | CUSIP: 46513EJX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    5575000 | PA      | $5616538.60    | 0.00%             | 2024-04-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $5318095.95    | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBM2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   21574000 | PA      | $20609928.27   | 0.01%             | 2025-04-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01740                      | CUSIP: 31283H4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1665165 | PA      | $1680453.31    | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                 | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    2850000 | PA      | $2249423.66    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4994                      | CUSIP: 3138A6RQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     736980 | PA      | $715180.75     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1155                      | CUSIP: 3132DNH89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18661113 | PA      | $16468041.94   | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Finance Canada Ltd                                                  | SCHLUMBERGER                   | CUSIP: 80685XAC5<br>LEI: 549300P4EXZFF0LRNF59 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4582371.80    | 0.00%             | 2025-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18577                      | CUSIP: 3128MMUB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15634277 | PA      | $14579292.05   | 0.01%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0640                      | CUSIP: 31417YWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     230569 | PA      | $228444.37     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2957203.57    | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $5657227.18    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5616                      | CUSIP: 3138ENG29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3627235 | PA      | $3747193.17    | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A2                   | CUSIP: 3137F82N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7830000 | PA      | $6270162.21    | 0.00%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4627                      | CUSIP: 3138EMD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     252036 | PA      | $256550.78     | 0.00%             | 2043-12-01      | Floating      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357425                      | CUSIP: 31376KA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     557158 | PA      | $545583.17     | 0.00%             | 2033-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4640443.14    | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2177148.67    | 0.00%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2016                      | CUSIP: 3138WPG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2360707 | PA      | $2134167.61    | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745044                      | CUSIP: 31403CWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     420542 | PA      | $416345.75     | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563577                      | CUSIP: 36213TCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6294 | PA      | $6478.22       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3835                      | CUSIP: 31418DHM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5237370 | PA      | $4832998.88    | 0.00%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    3025000 | PA      | $3064823.28    | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3987                      | CUSIP: 31418DND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5143328 | PA      | $4541656.63    | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4587                      | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32848353 | PA      | $28756972.50   | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08838                      | CUSIP: 3128MJ4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4936343 | PA      | $4882249.14    | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5936                      | CUSIP: 3140X9S22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4747408 | PA      | $4288327.90    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   27631000 | PA      | $21629282.92   | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $11563272.11   | 0.01%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   15987000 | PA      | $14945116.50   | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902185                      | CUSIP: 31411AJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18964 | PA      | $18916.21      | 0.00%             | 2036-11-01      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18619                      | CUSIP: 3128MMVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4236832 | PA      | $3972018.02    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01676                      | CUSIP: 31292H2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102330 | PA      | $107841.94     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-3                                 | GMALT 2021-3 A4                | CUSIP: 36262XAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1025000 | PA      | $969001.89     | 0.00%             | 2025-07-21      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 834657                      | CUSIP: 31407MJA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      39096 | PA      | $39934.69      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB FINANCIAL GR               | CUSIP: 78486QAS0<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4751196.53    | 0.00%             | 2033-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2133                      | CUSIP: 3140X5LP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      99432 | PA      | $98535.45      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08699                      | CUSIP: 3128MJX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3632623 | PA      | $3486733.94    | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13884                      | CUSIP: 3128PTJ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177921 | PA      | $176007.49     | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 827209                      | CUSIP: 31407DAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13220 | PA      | $13646.08      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C76293                      | CUSIP: 31288E7E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5173 | PA      | $5358.29       | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AH2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    9089000 | PA      | $8875579.83    | 0.00%             | 2026-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725233                      | CUSIP: 31402CV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      99187 | PA      | $100937.46     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90859                      | CUSIP: 31335H5U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5441 | PA      | $5465.85       | 0.00%             | 2024-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $8764783.27    | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839240                      | CUSIP: 31407SLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11397 | PA      | $11283.19      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40265                      | CUSIP: 3132WDJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     231270 | PA      | $222472.03     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   10767000 | PA      | $9561750.85    | 0.00%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ALBERTA ENERGY                 | CUSIP: 012873AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5366523.50    | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1401                      | CUSIP: 31418ARX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4990274 | PA      | $4679363.67    | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3179464.23    | 0.00%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58177                      | CUSIP: 3128KMCN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20377 | PA      | $20746.15      | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M8 A2                 | CUSIP: 3136B2GX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4068143 | PA      | $3827120.64    | 0.00%             | 2028-06-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995021                      | CUSIP: 31416BLA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     312519 | PA      | $326894.26     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12397                      | CUSIP: 3128PRUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     205223 | PA      | $204258.29     | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CX6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   13138000 | PA      | $12944628.22   | 0.01%             | 2024-01-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950372                      | CUSIP: 31413NJR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        678 | PA      | $688.08        | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR7145                      | CUSIP: 3138W45F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1707559 | PA      | $1598481.40    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   10450000 | PA      | $10027390.82   | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AmerisourceBergen Corp                                                           | AMERISOURCEBERGE               | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    8132000 | PA      | $6656589.77    | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128285Z9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   82769000 | PA      | $80803236.25   | 0.04%             | 2024-01-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                 | CUSIP: 963320AZ9<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2826098.19    | 0.00%             | 2032-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBK1<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2680779.81    | 0.00%             | 2025-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6385                      | CUSIP: 3138WGCX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91657 | PA      | $88228.20      | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0877                      | CUSIP: 3140JG6P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2144086 | PA      | $2102373.11    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   10265000 | PA      | $10601351.20   | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     700000 | PA      | $684336.46     | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AQ          | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4925000 | PA      | $4017893.31    | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6595000 | PA      | $4993655.26    | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03066                      | CUSIP: 3128M4W33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     155905 | PA      | $170464.05     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K725 A2                   | CUSIP: 3137BWWD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16105136 | PA      | $15771073.70   | 0.01%             | 2024-01-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5420076.84    | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AT6G7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   33900000 | PA      | $33249798.00   | 0.01%             | 2024-09-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4929                      | CUSIP: 3140X8PP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5540889 | PA      | $5160094.64    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4792104.55    | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255770                      | CUSIP: 31371MCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94276 | PA      | $98259.44      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552568                      | CUSIP: 36213EZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6904 | PA      | $6960.75       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6293                      | CUSIP: 3140X97F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15866985 | PA      | $14056056.07   | 0.01%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     362000 | PA      | $397584.67     | 0.00%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889736                      | CUSIP: 31410KPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     163883 | PA      | $166767.14     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | BIO-RAD LABS                   | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    6215000 | PA      | $5326437.72    | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                  | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7679579.84    | 0.00%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9105                      | CUSIP: 3138ERDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3597644 | PA      | $3541525.26    | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3374392.52    | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5259                        | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3805225 | PA      | $3701168.07    | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    8377000 | PA      | $6475917.59    | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAC1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    7675000 | PA      | $7058737.79    | 0.00%             | 2026-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08564                      | CUSIP: 3128MJTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     602945 | PA      | $594755.84     | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFF6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   15821000 | PA      | $14711568.35   | 0.01%             | 2027-03-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4533915.00    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08729                      | CUSIP: 3128MJY38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     522892 | PA      | $515574.57     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $3529598.66    | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NJ ECON-SER A                  | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |   10800000 | PA      | $11626227.00   | 0.01%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1600                      | CUSIP: 3140X4X68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     929056 | PA      | $866150.73     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE               | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11925000 | PA      | $9277653.70    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K038 A2                   | CUSIP: 3137BBBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5625000 | PA      | $5519631.94    | 0.00%             | 2024-03-25      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850310                      | CUSIP: 31408FVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2038 | PA      | $2081.38       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   18685000 | PA      | $17347544.70   | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD2416                      | CUSIP: 3140F9VJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199307 | PA      | $185004.17     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2976701.81    | 0.00%             | 2025-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    7235000 | PA      | $6915773.42    | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526BY4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    4700000 | PA      | $4561612.59    | 0.00%             | 2024-05-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 AS                 | CUSIP: 12515GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3706000 | PA      | $3360567.82    | 0.00%             | 2050-02-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $4067441.27    | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMM 2014-LC15 Mortgage Trust                                                    | COMM 2014-LC15 A4              | CUSIP: 12591TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5235000 | PA      | $5114549.98    | 0.00%             | 2047-04-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR-A-TXBL            | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |    3750000 | PA      | $3245377.13    | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3783                      | CUSIP: 3140X7FZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14847609 | PA      | $14259073.77   | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    7070000 | PA      | $6540535.12    | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $9053450.45    | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 935520                      | CUSIP: 31412UYR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48112 | PA      | $47815.41      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    8719000 | PA      | $9031499.16    | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    3955000 | PA      | $3340022.10    | 0.00%             | 2030-08-13      | Variable      | 3.13%                 | Yes           |                  2 | On Loan: No      |
| United Airlines 2020-1 Class B Pass Through Trust                                | UNTD AIR 20-1 B                | CUSIP: 90932VAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7696200 | PA      | $7245013.21    | 0.00%             | 2027-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $2992812.90    | 0.00%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1494144.68    | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26865                      | CUSIP: 31297ETW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        735 | PA      | $720.02        | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2373                      | CUSIP: 36179QT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4006687 | PA      | $3996004.74    | 0.00%             | 2044-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 AS               | CUSIP: 90276WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2711146.20    | 0.00%             | 2050-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77913                      | CUSIP: 31288GYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      35001 | PA      | $35249.77      | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     950000 | PA      | $1041995.44    | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    7500000 | PA      | $6564517.58    | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256270                      | CUSIP: 31371MT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     304560 | PA      | $322528.35     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42136                      | CUSIP: 3128K2LR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5468 | PA      | $5585.25       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3034                      | CUSIP: 36179RLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   20176038 | PA      | $18925468.67   | 0.01%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   15425000 | PA      | $12281175.07   | 0.01%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13585                      | CUSIP: 3128PS6W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1710035 | PA      | $1646319.40    | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08451                      | CUSIP: 3128MJQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     430236 | PA      | $426923.07     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9334                      | CUSIP: 3138WKLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1059387 | PA      | $1009743.01    | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                         | NXP BV/NXP FUNDI               | CUSIP: 62947QBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    9250000 | PA      | $9175736.93    | 0.00%             | 2024-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3145000 | PA      | $2668293.89    | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7736                      | CUSIP: 3138WHS29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1626186 | PA      | $1455302.86    | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0423                      | CUSIP: 3140XFPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8022872 | PA      | $6936043.59    | 0.00%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $8663799.67    | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995196                      | CUSIP: 31416BRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2254483 | PA      | $2397029.78    | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642141                      | CUSIP: 36291YLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28687 | PA      | $30435.60      | 0.00%             | 2036-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5083789.76    | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4770                        | CUSIP: 36202FJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4493321 | PA      | $4370510.80    | 0.00%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154BK4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   17850000 | PA      | $17676155.46   | 0.01%             | 2024-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01222                      | CUSIP: 31292HLB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5000 | PA      | $5071.42       | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357596                      | CUSIP: 31376KGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10260 | PA      | $10751.30      | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6007                      | CUSIP: 3140F1U91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1598887 | PA      | $1527595.90    | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93759                      | CUSIP: 312942E84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1066182 | PA      | $1036170.17    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWF2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    6880000 | PA      | $6682411.35    | 0.00%             | 2025-06-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_21-A                                          | FORDO 2021-A A3                | CUSIP: 34532NAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5625067 | PA      | $5439926.65    | 0.00%             | 2025-08-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    7374000 | PA      | $6894192.33    | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_22-2                                 | GMALT 2022-2 A3                | CUSIP: 36266FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4325000 | PA      | $4212736.84    | 0.00%             | 2025-06-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22830                      | CUSIP: 31297AEB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5073 | PA      | $4914.88       | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $9712509.32    | 0.00%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5114                        | CUSIP: 36202FVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1546398 | PA      | $1504131.84    | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9542292.10    | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    7750000 | PA      | $4788949.29    | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AW3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2193719.25    | 0.00%             | 2025-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   79765000 | PA      | $64405933.38   | 0.03%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    8920000 | PA      | $8070013.20    | 0.00%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CM6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9995590.30    | 0.00%             | 2024-11-29      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VF Corp                                                                          | VF CORP                        | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |    2930000 | PA      | $2660795.17    | 0.00%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H           | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   19050000 | PA      | $21655478.03   | 0.01%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    9313000 | PA      | $7411745.83    | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6559                      | CUSIP: 3138EPJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3352471 | PA      | $3304468.57    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    7500000 | PA      | $7663422.23    | 0.00%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30147                      | CUSIP: 31297KEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57466 | PA      | $58277.19      | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                              | JPMBB 2015-C31 ASB             | CUSIP: 46644YAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     901379 | PA      | $874475.59     | 0.00%             | 2048-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 878366                      | CUSIP: 31409TZ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1900 | PA      | $2012.07       | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61582                      | CUSIP: 31335BXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2638609 | PA      | $2537189.96    | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY5643                      | CUSIP: 3138YKHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2399165 | PA      | $2237042.30    | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RWJ Barnabas Health Inc                                                          | RWJ BARNABAS                   | CUSIP: 78349AAB9<br>LEI: 549300HV60S88R85TC91 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2838191.13    | 0.00%             | 2046-07-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8967                      | CUSIP: 3138ET6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1725604 | PA      | $1670928.68    | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAU5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    7075000 | PA      | $6723784.48    | 0.00%             | 2026-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3616652.30    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   68500000 | PA      | $53519947.35   | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4383                      | CUSIP: 31418D2R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   59531929 | PA      | $53070393.35   | 0.02%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04576                      | CUSIP: 3128M6MZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     538865 | PA      | $548612.31     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2882000 | PA      | $2536060.74    | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   16890000 | PA      | $13916914.61   | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0971                      | CUSIP: 31419BCH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     274209 | PA      | $272658.98     | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    7498000 | PA      | $5800780.39    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   17225000 | PA      | $10976462.62   | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BB5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3283210.67    | 0.00%             | 2024-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO OWNER TRUST FORDO_22-B                                          | FORDO 2022-B A4                | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     975000 | PA      | $939044.34     | 0.00%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1247                      | CUSIP: 3138A2L56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     233192 | PA      | $219926.94     | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967ND9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4606163.10    | 0.00%             | 2025-11-03      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3430                      | CUSIP: 3138A4Y41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     391660 | PA      | $381153.39     | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933176                      | CUSIP: 31412SFR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32935 | PA      | $34100.41      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   10900000 | PA      | $10023403.47   | 0.00%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 1/23                    | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33505000 | PA      | $33039072.77   | 0.01%             | 2023-01-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3803                      | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   43336388 | PA      | $40525723.89   | 0.02%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4658000 | PA      | $3853379.60    | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2680                      | CUSIP: 36179Q6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2528625 | PA      | $2539063.04    | 0.00%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   26580000 | PA      | $24679072.03   | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    1375000 | PA      | $1270934.39    | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06367TQW3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   20000000 | PA      | $18687749.20   | 0.01%             | 2024-07-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBJ5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   15182000 | PA      | $14803513.04   | 0.01%             | 2024-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4019987.36    | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   26584000 | PA      | $23547658.99   | 0.01%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4126                      | CUSIP: 36179SSP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   91627710 | PA      | $83434304.90   | 0.04%             | 2046-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8042                      | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28413244 | PA      | $24669256.50   | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   11504000 | PA      | $12812324.15   | 0.01%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    8965000 | PA      | $7000403.36    | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    6475000 | PA      | $6541882.15    | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56653                      | CUSIP: 3128KKMA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77290 | PA      | $78950.87      | 0.00%             | 2037-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3936                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   58489836 | PA      | $53260055.32   | 0.02%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class AA Pass Through Trust                               | UNTD AIR 19-2 AA               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4245715 | PA      | $3416921.02    | 0.00%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    7850000 | PA      | $7407111.56    | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571204                      | CUSIP: 36200SRZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2356 | PA      | $2374.99       | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFX4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   25000000 | PA      | $25003905.00   | 0.01%             | 2024-11-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   15425000 | PA      | $14847512.06   | 0.01%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738882                      | CUSIP: 3620AS2P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     868452 | PA      | $845361.69     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 A4              | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4200000 | PA      | $3760532.16    | 0.00%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AJ5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   26178000 | PA      | $26187173.56   | 0.01%             | 2024-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX5316                      | CUSIP: 3138Y64A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3415408 | PA      | $3383966.35    | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CJ1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   12418000 | PA      | $11962909.98   | 0.01%             | 2025-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00860                      | CUSIP: 31292G5V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4521 | PA      | $4625.25       | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $2957848.10    | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4019                      | CUSIP: 31418DPD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  130727287 | PA      | $111831141.29  | 0.05%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD2342                      | CUSIP: 31418PS89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     220590 | PA      | $227314.48     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7536                      | CUSIP: 3132DVLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   61469309 | PA      | $53120578.15   | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C18                                         | WFRBS 2013-C18 A5              | CUSIP: 96221QAE3<br>LEI: 549300O5GNH0TNJ6B119 | Long             | ABS-MBS          | CORP              | US        |    7268000 | PA      | $7125000.65    | 0.00%             | 2046-12-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BH6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   29718000 | PA      | $22458089.04   | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1138994.16    | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8162                      | CUSIP: 3132DWB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22631659 | PA      | $19967955.38   | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-C                                      | WOART 2022-C A3                | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2125000 | PA      | $2056361.44    | 0.00%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18664                      | CUSIP: 3128MMW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3626076 | PA      | $3525361.43    | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27123                      | CUSIP: 31297E4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29491 | PA      | $28630.58      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   24440000 | PA      | $17591496.52   | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 988114                      | CUSIP: 31415SVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1598 | PA      | $1590.39       | 0.00%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D98635                      | CUSIP: 3128E5SY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     180922 | PA      | $177577.43     | 0.00%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01601                      | CUSIP: 31283HX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      68649 | PA      | $67253.17      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7310                      | CUSIP: 36179WDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   26886170 | PA      | $21517870.15   | 0.01%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $6296647.49    | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 582554                      | CUSIP: 31387FE34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        535 | PA      | $521.11        | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   41825000 | PA      | $31496596.48   | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 AM                 | CUSIP: 12515DAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3000000 | PA      | $2703769.80    | 0.00%             | 2050-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  751770000 | PA      | $650750906.25  | 0.28%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8852                      | CUSIP: 3140HNZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4963054 | PA      | $4742310.50    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6306                      | CUSIP: 3138EPAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1566910 | PA      | $1550304.33    | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAD0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4151000 | PA      | $4002857.99    | 0.00%             | 2024-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    3825000 | PA      | $3535463.64    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | KEMPER                         | CUSIP: 488401AB6<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1460199.06    | 0.00%             | 2025-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-1                                 | GMALT 2021-1 A4                | CUSIP: 36261RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     840000 | PA      | $825229.78     | 0.00%             | 2025-02-20      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11876000 | PA      | $10911402.54   | 0.00%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54334                      | CUSIP: 3132XWY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5846174 | PA      | $5418416.59    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $4236483.23    | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   16500000 | PA      | $12937463.88   | 0.01%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8274                      | CUSIP: 3132DWFP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17032233 | PA      | $16007913.17   | 0.01%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  471024200 | PA      | $311685568.39  | 0.14%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     975000 | PA      | $809756.21     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   23141000 | PA      | $21429751.74   | 0.01%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAL3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8726328.27    | 0.00%             | 2026-03-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5279                        | CUSIP: 36202F2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2873067 | PA      | $2717579.29    | 0.00%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XBV7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |   16125000 | PA      | $14172226.06   | 0.01%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 974321                      | CUSIP: 31414R4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70873 | PA      | $74912.80      | 0.00%             | 2033-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190337                      | CUSIP: 31368HLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157245 | PA      | $160024.04     | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3804                      | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1551736 | PA      | $1509398.26    | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723434                      | CUSIP: 3620A9V32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     352100 | PA      | $362628.65     | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   15428000 | PA      | $11516163.33   | 0.01%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    7600000 | PA      | $7821706.82    | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                 | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9151109.16    | 0.00%             | 2048-01-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4170                      | CUSIP: 3138WDT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     803309 | PA      | $774145.51     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 A4              | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6200000 | PA      | $5907942.80    | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AB1<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4830119.02    | 0.00%             | 2024-04-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5332                      | CUSIP: 36179T4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8040424 | PA      | $8149289.39    | 0.00%             | 2048-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K059 A2                   | CUSIP: 3137BSRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5000000 | PA      | $4757463.50    | 0.00%             | 2026-09-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2929                      | CUSIP: 31418CHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5033263 | PA      | $4671754.12    | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    5425000 | PA      | $5876767.85    | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |   12240000 | PA      | $11115385.13   | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                           | JBS USA/FOOD/FIN               | CUSIP: 46590XAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    7000000 | PA      | $5710475.05    | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0658                      | CUSIP: 3138EGWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3038694 | PA      | $3009302.51    | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6690                      | CUSIP: 31419HNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     208762 | PA      | $216236.25     | 0.00%             | 2041-06-01      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    2825000 | PA      | $1802740.02    | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co                                                        | ATLANTIC CITY EL               | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2841919.15    | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0351                      | CUSIP: 3138W9L99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     545374 | PA      | $519892.12     | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78815                      | CUSIP: 31288HYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6137 | PA      | $6226.51       | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03931                      | CUSIP: 3128M5VY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     202773 | PA      | $206310.75     | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  366562000 | PA      | $338783491.77  | 0.15%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 A5              | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7000000 | PA      | $6451015.20    | 0.00%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6593                      | CUSIP: 3138A8KF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1288011 | PA      | $1247422.87    | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3702                      | CUSIP: 3140FPDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9715593 | PA      | $9303023.00    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  813300000 | PA      | $723328687.50  | 0.32%             | 2026-01-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0534                      | CUSIP: 3138MFSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1179266 | PA      | $1072952.44    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $19082694.25   | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBQ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7574918.88    | 0.00%             | 2024-03-01      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2473                      | CUSIP: 31418BXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1656469 | PA      | $1568815.31    | 0.00%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0511                      | CUSIP: 31417YR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     737086 | PA      | $732470.79     | 0.00%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1927                      | CUSIP: 3138EJD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     123866 | PA      | $126681.35     | 0.00%             | 2039-11-01      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CONS LN-BABS                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    5250000 | PA      | $5511389.10    | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   16132000 | PA      | $12523539.23   | 0.01%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BD3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   21575000 | PA      | $21149460.31   | 0.01%             | 2024-10-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   13936000 | PA      | $13666889.01   | 0.01%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    8962000 | PA      | $8506316.80    | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     300000 | PA      | $330806.58     | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4932310.65    | 0.00%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    3295000 | PA      | $3320144.87    | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3967134.10    | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8045                      | CUSIP: 3132DV5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5269527 | PA      | $4862027.89    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885543                      | CUSIP: 31410CZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18157 | PA      | $18099.89      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46456                      | CUSIP: 3132WLE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3671044 | PA      | $3354255.29    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3750000 | PA      | $2580190.35    | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11538549.48   | 0.01%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS1                                  | WFCM 2015-NXS1 ASB             | CUSIP: 94989HAT7<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |     850264 | PA      | $835836.73     | 0.00%             | 2048-05-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   49330000 | PA      | $46222516.83   | 0.02%             | 2027-04-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Regions Bank/Birmingham AL                                                       | REGIONS BK ALAB                | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    1514000 | PA      | $1569996.91    | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0218                      | CUSIP: 31419AG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1517777 | PA      | $1503567.29    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   14250000 | PA      | $10892535.56   | 0.00%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79854                      | CUSIP: 31288J5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10192 | PA      | $10382.71      | 0.00%             | 2033-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-5                                    | EART 2022-5A D                 | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $843614.97     | 0.00%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   15800000 | PA      | $14893756.71   | 0.01%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2275186.68    | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 806716                      | CUSIP: 31406DGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23453 | PA      | $24531.74      | 0.00%             | 2035-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    1511000 | PA      | $1536570.68    | 0.00%             | 2025-11-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    7954000 | PA      | $7011480.51    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DBE8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    4768000 | PA      | $4548024.03    | 0.00%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53280                      | CUSIP: 3128KFUD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11517 | PA      | $12197.09      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4326                      | CUSIP: 31418DYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  133670878 | PA      | $113942874.74  | 0.05%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |  121835000 | PA      | $95545078.20   | 0.04%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01491                      | CUSIP: 31292HUQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     248664 | PA      | $262064.07     | 0.00%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAR1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   12900000 | PA      | $12379026.79   | 0.01%             | 2025-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5665                      | CUSIP: 31417CJK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     556062 | PA      | $524383.65     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429670                      | CUSIP: 36207EJP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      11627 | PA      | $11765.53      | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   23425000 | PA      | $21818965.13   | 0.01%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6572386.48    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5531                      | CUSIP: 36179UEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     225762 | PA      | $231117.16     | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3121                      | CUSIP: 31418CPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13051401 | PA      | $12497227.64   | 0.01%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    6325000 | PA      | $5107036.05    | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2496                      | CUSIP: 31418BX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2549272 | PA      | $2320695.02    | 0.00%             | 2036-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    6890000 | PA      | $7206418.91    | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995525                      | CUSIP: 31416B4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     452076 | PA      | $511312.65     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3775                      | CUSIP: 3140QPFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4281117 | PA      | $4032847.77    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    8855000 | PA      | $7323841.66    | 0.00%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    3865000 | PA      | $3257473.91    | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890006                      | CUSIP: 31410KYB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     330171 | PA      | $337235.77     | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AC6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   17000000 | PA      | $16777549.22   | 0.01%             | 2024-01-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $8573746.39    | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5596                      | CUSIP: 36179UGD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7245838 | PA      | $7142130.73    | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651332                      | CUSIP: 36292KSV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       1807 | PA      | $1826.38       | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    2265000 | PA      | $1874481.81    | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4818809.25    | 0.00%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $3404974.82    | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3553118.44    | 0.00%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 941128                      | CUSIP: 31413CA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11116 | PA      | $11401.22      | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7883                      | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21006504 | PA      | $19317362.40   | 0.01%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAD8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |   33000000 | PA      | $29179633.23   | 0.01%             | 2026-01-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   10000000 | PA      | $8811652.30    | 0.00%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BQ2<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    3231000 | PA      | $3010545.90    | 0.00%             | 2026-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1299111.86    | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 758796                      | CUSIP: 31403U7H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     102216 | PA      | $103848.48     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD2 Mortgage Trust                                                       | CD 2016-CD2 A4                 | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5000000 | PA      | $4652828.00    | 0.00%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FIN AUTH-A              | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2720000 | PA      | $1958689.68    | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45094                      | CUSIP: 3132WJUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44261020 | PA      | $39760710.26   | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18247                      | CUSIP: 3128MMHZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3444 | PA      | $3433.02       | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995939                      | CUSIP: 31416CLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     809237 | PA      | $848103.09     | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255842                      | CUSIP: 31371MEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     255393 | PA      | $260967.29     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    3191000 | PA      | $2755133.27    | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3166997.85    | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BS0<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $9230100.58    | 0.00%             | 2026-03-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCD0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    9577000 | PA      | $8439179.90    | 0.00%             | 2026-01-12      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8016                      | CUSIP: 3132DV3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16378089 | PA      | $14579442.26   | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK1772                      | CUSIP: 3138E56J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1182164 | PA      | $1126907.87    | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    8250000 | PA      | $5791713.18    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5085                      | CUSIP: 3133KYUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84901591 | PA      | $72526326.70   | 0.03%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6818                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12067141 | PA      | $10121355.94   | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5212                      | CUSIP: 3138WEYJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31045 | PA      | $29882.73      | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0908                      | CUSIP: 31418AAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4107880 | PA      | $3928502.68    | 0.00%             | 2031-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5955000 | PA      | $4837878.09    | 0.00%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |  100000000 | PA      | $95828257.00   | 0.04%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07925                      | CUSIP: 3128MAD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4552731 | PA      | $4383485.39    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4432                      | CUSIP: 31417A4S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1926496 | PA      | $1836465.08    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08015                      | CUSIP: 3128MJAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     226922 | PA      | $227802.92     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251499                      | CUSIP: 31371GKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4952 | PA      | $5105.34       | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    8976000 | PA      | $7501961.91    | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                                           | TCI COMMUN INC                 | CUSIP: 872287AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4775000 | PA      | $5171413.24    | 0.00%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC39                                           | GSMS 2019-GC39 A4              | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5775000 | PA      | $5141428.22    | 0.00%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8056                      | CUSIP: 3132DV5R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15058830 | PA      | $13369782.02   | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-3                              | AMCAR 2021-3 A3                | CUSIP: 03066JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $808483.11     | 0.00%             | 2026-08-18      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1012503000 | PA      | $991936532.81  | 0.43%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828J27<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  212509000 | PA      | $202182380.16  | 0.09%             | 2025-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     800000 | PA      | $700830.82     | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08836                      | CUSIP: 3128MJ4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31491080 | PA      | $30091001.95   | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9944576.16    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 755631                      | CUSIP: 31403RPQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53408 | PA      | $54433.37      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3174                      | CUSIP: 36179RQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12737101 | PA      | $12389473.76   | 0.01%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1703                      | CUSIP: 3132AD3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5272773 | PA      | $5083303.92    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41049                      | CUSIP: 3128K1EW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11190 | PA      | $11430.86      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057BZ6<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   19805000 | PA      | $19541068.87   | 0.01%             | 2024-04-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4111                      | CUSIP: 31418DR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5953609 | PA      | $5168547.39    | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    7375000 | PA      | $6108872.69    | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9990                      | CUSIP: 3138WLC43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2431260 | PA      | $2348161.67    | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                       | CD 2017-CD5 A4                 | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3500000 | PA      | $3192851.90    | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   97867000 | PA      | $100741843.13  | 0.04%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   16133000 | PA      | $14109636.73   | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93763                      | CUSIP: 312942FC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     246791 | PA      | $244451.62     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $4421349.42    | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    8888000 | PA      | $8101574.65    | 0.00%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JG7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   12464000 | PA      | $11972107.87   | 0.01%             | 2026-02-19      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU8915                      | CUSIP: 3138X83Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1804457 | PA      | $1688269.87    | 0.00%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31855                      | CUSIP: 31297MBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17623 | PA      | $18001.27      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |   32382000 | PA      | $26427316.44   | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   39075000 | PA      | $36549005.22   | 0.02%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCH7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   34700000 | PA      | $32365624.47   | 0.01%             | 2025-06-01      | Variable      | 0.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9482                      | CUSIP: 3140LYRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23187045 | PA      | $19868114.33   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2142079.76    | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725238                      | CUSIP: 31402CV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1566087 | PA      | $1593757.26    | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2142297.85    | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08753                      | CUSIP: 3128MJZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23105 | PA      | $22396.69      | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3855                      | CUSIP: 31418DH96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4607516 | PA      | $4136763.67    | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BG3<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3076463.17    | 0.00%             | 2048-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    3780000 | PA      | $3398723.99    | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 Mortgage Trust                                                    | COMM 2014-UBS4 AM              | CUSIP: 12591QAT9<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    1502000 | PA      | $1435672.13    | 0.00%             | 2047-08-10      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3695                      | CUSIP: 3140FPC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4734546 | PA      | $4394382.17    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   39202000 | PA      | $36272532.55   | 0.02%             | 2025-12-10      | Variable      | 1.56%                 | No            |                  2 | On Loan: No      |
| Marathon Oil Corp                                                                | MARATHON OIL COR               | CUSIP: 565849AB2<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |    5755000 | PA      | $5925058.06    | 0.00%             | 2032-03-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888935                      | CUSIP: 31410GSY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     172651 | PA      | $182451.92     | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8167                      | CUSIP: 3132DWCC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   66524489 | PA      | $56507038.32   | 0.02%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   28500000 | PA      | $27972410.57   | 0.01%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4196095.75    | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01411                      | CUSIP: 31292HR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14073 | PA      | $14341.02      | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9187                      | CUSIP: 3140E2F55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1165788 | PA      | $1088852.10    | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   11785000 | PA      | $9896357.35    | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    3394000 | PA      | $2822622.34    | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  372758000 | PA      | $278811353.95  | 0.12%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0697                      | CUSIP: 36179MX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5925566 | PA      | $5262289.54    | 0.00%             | 2043-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5021                      | CUSIP: 36179TSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1041614 | PA      | $1028554.78    | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5169309.09    | 0.00%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   27510000 | PA      | $24342526.39   | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27304                      | CUSIP: 31297FDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4997 | PA      | $5092.79       | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687930                      | CUSIP: 36296DHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4536 | PA      | $4736.53       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Water & Sewer System Revenue                             | MIAMI DADE CO WTR&SWR          | CUSIP: 59334DLS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     865000 | PA      | $693020.35     | 0.00%             | 2042-10-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254767                      | CUSIP: 31371K6C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     589138 | PA      | $601756.96     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23629                      | CUSIP: 31297BA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      34331 | PA      | $34457.30      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   13712000 | PA      | $12397321.28   | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-C                                    | TAOT 2021-C A4                 | CUSIP: 89239BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1171247.61    | 0.00%             | 2027-01-15      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1771723.06    | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                          | WAKEMED                        | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |    2375000 | PA      | $1574868.79    | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23918                      | CUSIP: 31297BK76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1017 | PA      | $1031.86       | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   18625000 | PA      | $17787313.62   | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723526                      | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     767834 | PA      | $758712.93     | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q39434                      | CUSIP: 3132QWPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     723238 | PA      | $673537.93     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18309                      | CUSIP: 3128MMKX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26268 | PA      | $26281.61      | 0.00%             | 2024-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO4657                      | CUSIP: 3140K0E79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30463857 | PA      | $26144712.40   | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02342                      | CUSIP: 3128LXS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     350420 | PA      | $353633.54     | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NG6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    7300000 | PA      | $6953913.86    | 0.00%             | 2025-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11310775.44   | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257424                      | CUSIP: 31371N4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3061 | PA      | $3097.76       | 0.00%             | 2028-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5841                      | CUSIP: 3140X9P33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8355612 | PA      | $8140547.31    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783473                      | CUSIP: 36241L2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4348323 | PA      | $4091155.49    | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   48150000 | PA      | $43335654.84   | 0.02%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                  | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    5625000 | PA      | $4843901.98    | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1121                      | CUSIP: 3138EHG71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     668270 | PA      | $640924.55     | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8349                      | CUSIP: 36179XH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17265783 | PA      | $17376057.56   | 0.01%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14361                      | CUSIP: 3128MDB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2581 | PA      | $2585.73       | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    9750000 | PA      | $8961290.81    | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255313                      | CUSIP: 31371LSA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     313540 | PA      | $314640.84     | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14272                      | CUSIP: 3128MC6H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         39 | PA      | $35.50         | 0.00%             | 2025-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    3256000 | PA      | $3031876.63    | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808280                      | CUSIP: 31406E6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3833 | PA      | $3847.57       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    9000000 | PA      | $7301787.39    | 0.00%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5400451.00    | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 912441                      | CUSIP: 31411NWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8459 | PA      | $8606.85       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722219                      | CUSIP: 31401YK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25112 | PA      | $25557.35      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8678268.81    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1240                      | CUSIP: 31418ALW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     589975 | PA      | $552123.80     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3939                      | CUSIP: 31418DLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9660118 | PA      | $8888432.19    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                            | UBSCM 2017-C1 AS               | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3400000 | PA      | $3008621.24    | 0.00%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT AUTO LEASE TRUST FORDL_21-A                                          | FORDL 2021-A A4                | CUSIP: 34532QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $992157.80     | 0.00%             | 2024-04-15      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC                                                        | BAKER HUGHES                   | CUSIP: 057224AZ0<br>LEI: 549300XU3XH6F05YEQ93 | Long             | DBT              | CORP              | US        |    7540000 | PA      | $7004452.05    | 0.00%             | 2040-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720204                      | CUSIP: 3620A6DH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     150184 | PA      | $150585.33     | 0.00%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08730                      | CUSIP: 3128MJY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1982054 | PA      | $1951206.47    | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  291090000 | PA      | $265619625.00  | 0.12%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35419                      | CUSIP: 31297RAU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4472 | PA      | $4466.89       | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9784805.30    | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $3789059.75    | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4305                      | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  255818682 | PA      | $209379430.42  | 0.09%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    7860000 | PA      | $7273105.59    | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST                                         | FORDF 2019-4 A                 | CUSIP: 34528QHF4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8585000 | PA      | $8214437.06    | 0.00%             | 2026-09-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1189665800 | PA      | $967904718.95  | 0.42%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M3 A2                 | CUSIP: 3136AVYL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9318993 | PA      | $8618808.69    | 0.00%             | 2026-12-25      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | DISCOVER BANK                  | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2811188.13    | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AQ7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4321312.02    | 0.00%             | 2024-08-06      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3813978.00    | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AF0<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    9042000 | PA      | $8792683.40    | 0.00%             | 2025-05-20      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1602                      | CUSIP: 36179NX78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     434396 | PA      | $436190.56     | 0.00%             | 2044-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-SG1                                   | WFCM 2015-SG1 A4               | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |    7512275 | PA      | $7186083.18    | 0.00%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8122                      | CUSIP: 3132DWAX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   84292584 | PA      | $72110527.26   | 0.03%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $10893483.25   | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K108 A2                   | CUSIP: 3137FTBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12506000 | PA      | $10238350.80   | 0.00%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    2365000 | PA      | $2997869.36    | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    8395000 | PA      | $6908146.36    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    7010000 | PA      | $6552711.13    | 0.00%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EMRZ7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   22350000 | PA      | $21222643.65   | 0.01%             | 2024-02-26      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   53700000 | PA      | $49632061.22   | 0.02%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7681                      | CUSIP: 31416RRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1629388 | PA      | $1619355.35    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9437                      | CUSIP: 3138EEPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3076977 | PA      | $2861273.41    | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-A                                   | NAROT 2022-A A4                | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1725000 | PA      | $1585670.37    | 0.00%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5697                      | CUSIP: 3138WFKK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     900397 | PA      | $840663.56     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   13009000 | PA      | $11149714.95   | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $3163483.49    | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH          | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    5425000 | PA      | $3615604.09    | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | TEXAS EAST TRANS               | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |    3205000 | PA      | $3529560.00    | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  605551000 | PA      | $428048863.13  | 0.19%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1113165000 | PA      | $946538114.06  | 0.41%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2713                      | CUSIP: 3138WQAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     998451 | PA      | $998217.25     | 0.00%             | 2043-07-01      | Floating      | 2.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91606                      | CUSIP: 3128P7YB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3513915 | PA      | $3209434.21    | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02675                      | CUSIP: 3132GF6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     516662 | PA      | $502822.41     | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   21117000 | PA      | $18721985.25   | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q48111                      | CUSIP: 3132WNAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4310460 | PA      | $4127390.54    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 366983                      | CUSIP: 36204DUG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1325152 | PA      | $1287334.50    | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02697                      | CUSIP: 31294L7J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     409013 | PA      | $407088.77     | 0.00%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2361938.27    | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   27900000 | PA      | $21536673.74   | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0324                      | CUSIP: 3140Q7LE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1689234 | PA      | $1631554.86    | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90949                      | CUSIP: 3128P7BS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23494 | PA      | $24064.61      | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889150                      | CUSIP: 31410GZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     219609 | PA      | $229602.87     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $2875250.74    | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DRIVE AUTO RECEIVABLES TRUST DRIVE_21-1                                          | DRIVE 2021-1 B                 | CUSIP: 262108AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      46668 | PA      | $46594.07      | 0.00%             | 2025-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J09869                      | CUSIP: 3128PM6E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        722 | PA      | $699.53        | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252161                      | CUSIP: 31371HB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3901 | PA      | $4076.88       | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    7700000 | PA      | $7052284.16    | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M7 A2                 | CUSIP: 3136AV7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8270078 | PA      | $7774475.15    | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893302                      | CUSIP: 31410PNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47452 | PA      | $50260.22      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |   13700000 | PA      | $11217729.88   | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   11552000 | PA      | $10907539.68   | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAD1<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |   20305000 | PA      | $20175395.62   | 0.01%             | 2024-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05733                      | CUSIP: 3128M7V29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     844915 | PA      | $871228.97     | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    3835000 | PA      | $4072584.12    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8392                      | CUSIP: 31419KKE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1325405 | PA      | $1240412.28    | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7828                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   55222967 | PA      | $49241828.45   | 0.02%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3292441.92    | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C12                                                    | BBCMS 2021-C12 A5              | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4300000 | PA      | $3551399.67    | 0.00%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5936130.55    | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AC6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5227483.18    | 0.00%             | 2025-02-15      | Fixed         | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4977                        | CUSIP: 36202FQ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5314159 | PA      | $5168962.03    | 0.00%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08271                      | CUSIP: 3128MJJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1383133 | PA      | $1409225.65    | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8113                      | CUSIP: 3132DWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  277344595 | PA      | $227443840.18  | 0.10%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8800000 | PA      | $9532874.56    | 0.00%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   14404000 | PA      | $11307391.35   | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4869                      | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32575000 | PA      | $32698315.92   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins Health System Corp/The                                             | JOHNS HOP HEALTH               | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    3925000 | PA      | $3125306.17    | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08515                      | CUSIP: 3128MJSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     841751 | PA      | $755190.08     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7533                      | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  172563083 | PA      | $144715421.82  | 0.06%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   12700000 | PA      | $13335588.65   | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08499                      | CUSIP: 3128MJRV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     282350 | PA      | $253296.02     | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 903817                      | CUSIP: 31411CDW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43002 | PA      | $45543.47      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3915000 | PA      | $3814230.41    | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Vornado Realty LP                                                                | VORNADO RLTY LP                | CUSIP: 929043AJ6<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              | CORP              | US        |    3524000 | PA      | $3310694.36    | 0.00%             | 2025-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5194                      | CUSIP: 36179TXX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2863668 | PA      | $2876016.00    | 0.00%             | 2048-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00644                      | CUSIP: 31292GWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3017 | PA      | $3027.92       | 0.00%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BQ9<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |   13920000 | PA      | $13310356.34   | 0.01%             | 2024-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MyMichigan Health                                                                | MIDMICHIGAN HLTH               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2875000 | PA      | $1949297.81    | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3561431.76    | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8078                      | CUSIP: 3132D56P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54155165 | PA      | $47008919.62   | 0.02%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV3616                      | CUSIP: 3138XFAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1865832 | PA      | $1778811.70    | 0.00%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733713                      | CUSIP: 31402NDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32225 | PA      | $32598.66      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   11658000 | PA      | $11347553.76   | 0.00%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13689                      | CUSIP: 3128MCKA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        352 | PA      | $352.90        | 0.00%             | 2024-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7467                      | CUSIP: 3140XBJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   32110284 | PA      | $28649778.09   | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 458182BV3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    6750000 | PA      | $7125191.73    | 0.00%             | 2025-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13746                      | CUSIP: 3128MCL37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      60246 | PA      | $60277.12      | 0.00%             | 2025-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4469                      | CUSIP: 31418R6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      43124 | PA      | $43557.41      | 0.00%             | 2040-05-01      | Floating      | 3.21%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM-F-BABS-UNREF          | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    2705000 | PA      | $2774371.35    | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   27201000 | PA      | $26189388.55   | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08434                      | CUSIP: 3128MJPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2839255 | PA      | $2763096.86    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15632                      | CUSIP: 3128MEPR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22083 | PA      | $21103.21      | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    7925000 | PA      | $7706611.41    | 0.00%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2554                      | CUSIP: 3140QMZU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22294753 | PA      | $19104970.99   | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB FINANCIAL GR               | CUSIP: 78486QAL5<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8767544.30    | 0.00%             | 2026-10-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4208397.00    | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAN4<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    2475000 | PA      | $2213527.21    | 0.00%             | 2025-12-10      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5424                      | CUSIP: 3138WTA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     634810 | PA      | $573952.90     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08766                      | CUSIP: 3128MJZ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4308556 | PA      | $3999220.26    | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $982770.05     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    3890000 | PA      | $4046083.84    | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40930                      | CUSIP: 3128K1A76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8015 | PA      | $8186.71       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    3475000 | PA      | $3196648.54    | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08563                      | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     725587 | PA      | $700146.14     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    6200000 | PA      | $5303847.91    | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2086359.12    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                   | MAGELLAN MID                   | CUSIP: 559080AN6<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |     500000 | PA      | $416117.55     | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18628                      | CUSIP: 3128MMVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5706618 | PA      | $5212657.21    | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD FINL                  | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |   10106000 | PA      | $8643585.40    | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    8625000 | PA      | $6447571.57    | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23573                      | CUSIP: 31297A6J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25878 | PA      | $26371.21      | 0.00%             | 2034-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    4660000 | PA      | $4610073.04    | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3745                      | CUSIP: 31418DET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10454429 | PA      | $9646695.36    | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   16750000 | PA      | $13115185.18   | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $8634700.27    | 0.00%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BB2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    1706000 | PA      | $1660626.68    | 0.00%             | 2025-03-22      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06367WHH9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    7380000 | PA      | $7242396.58    | 0.00%             | 2024-02-05      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66447                      | CUSIP: 3128KXEU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9839 | PA      | $9995.99       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893290                      | CUSIP: 31410PNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8606 | PA      | $8571.53       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  453110000 | PA      | $281848557.03  | 0.12%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   61534000 | PA      | $42648476.99   | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                | COOK CNTY-TXB-D-BABS           | CUSIP: 213185DV0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |    2695000 | PA      | $2902076.25    | 0.00%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00924                      | CUSIP: 31283HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5806 | PA      | $5746.29       | 0.00%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4772                      | CUSIP: 3140X8JS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9894098 | PA      | $9783088.15    | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03565                      | CUSIP: 31292K6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1640275 | PA      | $1594052.60    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1710849.98    | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3286                      | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1595852 | PA      | $1541343.65    | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    4425000 | PA      | $3723199.12    | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213AX8<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   12775000 | PA      | $12013910.85   | 0.01%             | 2024-06-10      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7409                      | CUSIP: 3140XBGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   36987103 | PA      | $31499855.60   | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |   12475000 | PA      | $11454014.31   | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3892                        | CUSIP: 36202EKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       6121 | PA      | $6290.64       | 0.00%             | 2036-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19                      | MSBAM 2014-C19 A4              | CUSIP: 61764PBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3275000 | PA      | $3129519.59    | 0.00%             | 2047-12-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J09639                      | CUSIP: 3128PMV80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      55562 | PA      | $54478.18      | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    4870000 | PA      | $4565561.50    | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2641                      | CUSIP: 31418B5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2836731 | PA      | $2548658.86    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8144                      | CUSIP: 31417FBN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     619688 | PA      | $622264.42     | 0.00%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3109707.07    | 0.00%             | 2025-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    3350000 | PA      | $2687262.57    | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF2                                   | CF 2019-CF2 A5                 | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6160000 | PA      | $5199237.74    | 0.00%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7171                      | CUSIP: 3140XA6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19893464 | PA      | $17823246.54   | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| State of Washington                                                              | WASHINGTON ST-F-BABS           | CUSIP: 93974CRE2<br>LEI: 549300X3TODFMUKLQ364 | Long             | DBT              | MUN               | US        |    3720000 | PA      | $3756183.70    | 0.00%             | 2040-08-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 796161                      | CUSIP: 31405QQN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      59131 | PA      | $61637.11      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |    6851000 | PA      | $7396287.53    | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    4325000 | PA      | $3066736.75    | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4051912.77    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4368424.28    | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92764                      | CUSIP: 312941B97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16087 | PA      | $15706.08      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7903571.00    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190328                      | CUSIP: 31368HLH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69928 | PA      | $73893.86      | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $6295927.89    | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $8255828.92    | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C71766                      | CUSIP: 31287Y6B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4905 | PA      | $5170.10       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468J1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1626295.53    | 0.00%             | 2025-07-22      | Variable      | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11746                      | CUSIP: 3128PQ5F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5700 | PA      | $5673.59       | 0.00%             | 2025-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746641                      | CUSIP: 31403EP27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31888 | PA      | $32446.33      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co                                                     | RELIANCE STEEL                 | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1356257.21    | 0.00%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   22588000 | PA      | $20826018.54   | 0.01%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    1742000 | PA      | $1598272.30    | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Rush Obligated Group                                                             | RUSH OBL GROUP                 | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2875000 | PA      | $2597263.33    | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   80954000 | PA      | $57678348.78   | 0.03%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52756                      | CUSIP: 3128KFBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42550 | PA      | $45052.98      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4585                      | CUSIP: 36179TCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13461768 | PA      | $12236814.01   | 0.01%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6039463 | PA      | $5874668.66    | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $7754110.02    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   22765000 | PA      | $24716902.06   | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC5998                      | CUSIP: 3140F1UY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2314653 | PA      | $2079772.04    | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10051140.30   | 0.00%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A62513                      | CUSIP: 3128KSYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29021 | PA      | $29536.16      | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253750                      | CUSIP: 31371JZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13937 | PA      | $15203.02      | 0.00%             | 2031-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $21656742.67   | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      50000 | PA      | $53517.45      | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03146                      | CUSIP: 3128M4ZK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     181590 | PA      | $180704.59     | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  192760500 | PA      | $177580610.63  | 0.08%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08750                      | CUSIP: 3128MJZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4119528 | PA      | $3690765.66    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8063                      | CUSIP: 3132DV5Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6329912 | PA      | $5823573.48    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08849                      | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3505691 | PA      | $3492543.26    | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                                                   | OAKTREE SPECIAL                | CUSIP: 67401PAB4<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1899254.62    | 0.00%             | 2025-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    8574000 | PA      | $7177104.63    | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959984                      | CUSIP: 31413Y6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116034 | PA      | $122082.99     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2828                      | CUSIP: 36179RD97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3348075 | PA      | $3339147.69    | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7731                      | CUSIP: 31419JSV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2240819 | PA      | $2219360.98    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7545                      | CUSIP: 3138WHL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1879282 | PA      | $1748288.09    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4163354.45    | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604574                      | CUSIP: 36200MT78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      86811 | PA      | $87395.35      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5833                      | CUSIP: 3140JAPT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10913548 | PA      | $10166062.45   | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2380590.65    | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR5272                      | CUSIP: 3138W22E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9747498 | PA      | $8811171.60    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   25986000 | PA      | $20848046.78   | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30269                      | CUSIP: 3128CUJN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5884 | PA      | $5968.77       | 0.00%             | 2025-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90993                      | CUSIP: 3128P7C68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62370 | PA      | $62757.08      | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0238                      | CUSIP: 3138EGHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     103716 | PA      | $101788.54     | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8919                      | CUSIP: 3138WJ4D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     623415 | PA      | $586002.78     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AE6<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   13352000 | PA      | $12080151.23   | 0.01%             | 2025-08-12      | Fixed         | 0.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17969                      | CUSIP: 3128PX2A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     466895 | PA      | $438160.68     | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889543                      | CUSIP: 31410KHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21397 | PA      | $22300.75      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C9                                                     | BBCMS 2021-C9 A5               | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7175000 | PA      | $5818122.12    | 0.00%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148PD9<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    8950000 | PA      | $9153917.34    | 0.00%             | 2024-02-09      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $8169114.77    | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $3640200.56    | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57164                      | CUSIP: 3132Y06A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     201280 | PA      | $192610.75     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15666                      | CUSIP: 3128PVJK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4083 | PA      | $4060.18       | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27578                      | CUSIP: 31297FM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28680 | PA      | $28785.14      | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7931                      | CUSIP: 3133KPY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10094318 | PA      | $9767111.67    | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16400                      | CUSIP: 3128PWDD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     404301 | PA      | $389889.12     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-3                                 | GMALT 2021-3 A3                | CUSIP: 36262XAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6350000 | PA      | $6166805.04    | 0.00%             | 2024-10-21      | Fixed         | 0.39%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |   20905000 | PA      | $19824159.86   | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 428124                      | CUSIP: 36207CSM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     202331 | PA      | $208419.68     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    2725000 | PA      | $2236391.80    | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3188                      | CUSIP: 31418CRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5799667 | PA      | $5527901.45    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08841                      | CUSIP: 3128MJ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     892744 | PA      | $827443.82     | 0.00%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3873                      | CUSIP: 36179SJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   60661029 | PA      | $55235833.77   | 0.02%             | 2046-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644676                      | CUSIP: 36292CFR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      17305 | PA      | $17560.54      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co/The                                                             | TOLEDO EDISON                  | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2769000 | PA      | $2859561.34    | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1925964.59    | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BMW VEHICLE OWNER TRUST BMWOT_22-A                                               | BMWOT 2022-A A3                | CUSIP: 05602RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1800000 | PA      | $1754143.20    | 0.00%             | 2026-08-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1208                      | CUSIP: 31418AKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1653336 | PA      | $1483354.90    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3409                      | CUSIP: 31416YYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     471662 | PA      | $465338.72     | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    3707000 | PA      | $3441196.39    | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    2585000 | PA      | $2451970.55    | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C10                      | MSBAM 2013-C10 A4              | CUSIP: 61762MBW0<br>LEI: 549300P1YQ48837ZOI22 | Long             | ABS-MBS          | CORP              | US        |    1780000 | PA      | $1764823.36    | 0.00%             | 2046-07-15      | Variable      | 4.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0804                      | CUSIP: 31417Y3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1792062 | PA      | $1713773.45    | 0.00%             | 2031-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                        | APTIV PLC                      | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    1400000 | PA      | $1315717.76    | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 AS              | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2970000 | PA      | $2443849.06    | 0.00%             | 2063-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11559                      | CUSIP: 3128PQWU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3354 | PA      | $3337.86       | 0.00%             | 2025-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR INC                     | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |   13285000 | PA      | $13660815.25   | 0.01%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $1630254.66    | 0.00%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938EAU1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |      75000 | PA      | $73413.43      | 0.00%             | 2025-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2826143.71    | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAY4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    2600000 | PA      | $2657449.65    | 0.00%             | 2025-11-07      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    4461000 | PA      | $4652715.18    | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_20-B                                     | WOART 2020-B A3                | CUSIP: 98163WAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     859475 | PA      | $840100.44     | 0.00%             | 2025-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    5740000 | PA      | $4466369.77    | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2266577.21    | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4089                      | CUSIP: 31417ARK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     719581 | PA      | $679154.68     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08852                      | CUSIP: 3128MJ5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1169343 | PA      | $1117363.26    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4558687.12    | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6986097.28    | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | JPMCC 2017-JP5 AS              | CUSIP: 46647TAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2300000 | PA      | $2091153.33    | 0.00%             | 2050-03-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 929771AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1192438.44    | 0.00%             | 2025-10-01      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAG4<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    7990000 | PA      | $7888394.53    | 0.00%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03444                      | CUSIP: 3128M5ER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3181 | PA      | $3313.11       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $13152383.40   | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582245                      | CUSIP: 36201FZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5711 | PA      | $5760.26       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1257669.14    | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4451                      | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17606289 | PA      | $16287655.64   | 0.01%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp                                              | YALE-NEW HAVEN                 | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $2405938.92    | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K154 A3                   | CUSIP: 3137FDET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4475000 | PA      | $4025110.35    | 0.00%             | 2032-11-25      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDF0<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5560553.21    | 0.00%             | 2025-09-17      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ6596                      | CUSIP: 3140H8KJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     719501 | PA      | $644372.85     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    7455000 | PA      | $6532925.19    | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91724                      | CUSIP: 3128P74H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2879035 | PA      | $2602780.68    | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53991                      | CUSIP: 3128KGNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5325 | PA      | $5302.64       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5268012.54    | 0.00%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7790                      | CUSIP: 3140XBUQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25161254 | PA      | $23441793.89   | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8199                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6545803 | PA      | $6020455.45    | 0.00%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   11250000 | PA      | $10736031.15   | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   10865000 | PA      | $9357836.97    | 0.00%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBG9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     826000 | PA      | $790969.62     | 0.00%             | 2024-09-06      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0361                      | CUSIP: 3140XFMK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   41742914 | PA      | $35782785.90   | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   25000000 | PA      | $23624132.75   | 0.01%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257350                      | CUSIP: 31371NZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     150394 | PA      | $153334.94     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $4309847.94    | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   36831000 | PA      | $31503899.33   | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNV-TXB-H-BAB          | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |    2900000 | PA      | $2984128.13    | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08687                      | CUSIP: 3128MJXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5882293 | PA      | $5492123.51    | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2435314.57    | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6516836.00    | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93547                      | CUSIP: 3129415G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     516211 | PA      | $511273.15     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66777                      | CUSIP: 3128KXQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     118075 | PA      | $120038.33     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   11900000 | PA      | $10138158.35   | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    5025000 | PA      | $4352483.15    | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1780000 | PA      | $1926004.52    | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  285089000 | PA      | $235332074.72  | 0.10%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711063                      | CUSIP: 36297F5Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1838236 | PA      | $1808036.67    | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15638                      | CUSIP: 3128PVHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13584 | PA      | $13255.00      | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254846                      | CUSIP: 31371LBP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6027 | PA      | $5975.90       | 0.00%             | 2023-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12776                      | CUSIP: 31296MCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38690 | PA      | $39520.48      | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18424                      | CUSIP: 3128MMPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1197744 | PA      | $1123991.34    | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   10218000 | PA      | $9488822.16    | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AM9<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $8971534.15    | 0.00%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z50018                      | CUSIP: 3132FEAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     157251 | PA      | $151640.68     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587725                      | CUSIP: 36201M4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        881 | PA      | $889.56        | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2304                      | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6691929 | PA      | $6509180.87    | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7666                      | CUSIP: 3138EQQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2011108 | PA      | $1900987.74    | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31714                      | CUSIP: 31297L3X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2833 | PA      | $2893.73       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ1407                      | CUSIP: 3138ASR53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1886476 | PA      | $1830819.02    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   10370000 | PA      | $9368321.36    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K052 A2                   | CUSIP: 3137BMTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4150000 | PA      | $3986714.52    | 0.00%             | 2025-11-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2975                      | CUSIP: 3138LTJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3630636 | PA      | $3442612.95    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   14431000 | PA      | $11340697.75   | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1421795000 | PA      | $1380251856.25 | 0.60%             | 2025-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    3000000 | PA      | $2745787.05    | 0.00%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5686                      | CUSIP: 3138YXJ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82384 | PA      | $77443.31      | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4029                      | CUSIP: 3140QPPP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10153437 | PA      | $9800332.08    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0910                      | CUSIP: 3140QLAL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21770915 | PA      | $18535789.33   | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $6430613.56    | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1915293.94    | 0.00%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1475                      | CUSIP: 31416WT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     882253 | PA      | $873805.83     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5081                        | CUSIP: 36202FUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1642456 | PA      | $1597529.65    | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP8910                      | CUSIP: 3138MC3U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1805663 | PA      | $1678969.72    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AY0512                      | CUSIP: 36196PR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      97425 | PA      | $96460.75      | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $9349632.11    | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7068918.50    | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CR6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   14300000 | PA      | $13013974.83   | 0.01%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 830757                      | CUSIP: 31407G5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4648 | PA      | $4879.43       | 0.00%             | 2035-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50138                      | CUSIP: 3132XSEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     425612 | PA      | $413969.94     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBF2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3623172.84    | 0.00%             | 2025-07-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AB2<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    9157000 | PA      | $8877700.69    | 0.00%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37283                      | CUSIP: 31297TCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2970 | PA      | $3120.69       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3127                      | CUSIP: 31418CPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     304465 | PA      | $275943.19     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JK3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   65800000 | PA      | $58059887.44   | 0.03%             | 2026-03-26      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7135                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  107790675 | PA      | $90402358.00   | 0.04%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2825000 | PA      | $2267016.17    | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                  | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $2532218.75    | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    8925000 | PA      | $6348469.15    | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7766                      | CUSIP: 36179WTX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  143809857 | PA      | $120582033.82  | 0.05%             | 2051-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $3812265.66    | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-2                                               | CARMX 2021-2 A4                | CUSIP: 14314QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1275000 | PA      | $1166674.73    | 0.00%             | 2026-12-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    5000000 | PA      | $4950796.95    | 0.00%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0084                      | CUSIP: 3140Q7CW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     248450 | PA      | $239932.13     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1158                      | CUSIP: 36179NJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2454537 | PA      | $2387439.83    | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $3725302.30    | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   13048000 | PA      | $10069102.20   | 0.00%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18614                      | CUSIP: 3128MMVG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8062897 | PA      | $7559107.61    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Markel Corp                                                                      | MARKEL CORP                    | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4042221.52    | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M10 AV2               | CUSIP: 3136AXVB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3473200 | PA      | $3358632.20    | 0.00%             | 2024-07-25      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 042735BE9<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    3070000 | PA      | $2960681.97    | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4018                      | CUSIP: 31418DPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69736380 | PA      | $57192332.14   | 0.02%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    4225000 | PA      | $3395201.59    | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   35365000 | PA      | $28607532.19   | 0.01%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    6575000 | PA      | $5123497.61    | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00666                      | CUSIP: 31292GW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9180 | PA      | $8977.54       | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                               | JPMDB 2016-C4 A3               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $730542.56     | 0.00%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    7800000 | PA      | $7473104.81    | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3692                      | CUSIP: 31418DC67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22422597 | PA      | $20688984.93   | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2830747.95    | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    7237000 | PA      | $6413428.17    | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782623                      | CUSIP: 36241K4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     175196 | PA      | $171062.07     | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7499789.28    | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4731                      | CUSIP: 31418EHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14899835 | PA      | $13560953.86   | 0.01%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    3200000 | PA      | $3066011.04    | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP3478                      | CUSIP: 3140KA2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17272752 | PA      | $14134413.58   | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $5981272.13    | 0.00%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   20890000 | PA      | $16997603.69   | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08758                      | CUSIP: 3128MJZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     515841 | PA      | $493915.37     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K041 A2                   | CUSIP: 3137BFE98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9600000 | PA      | $9327063.36    | 0.00%             | 2024-10-25      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4279                      | CUSIP: 3138X3XH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4389573 | PA      | $3968183.42    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783341                      | CUSIP: 36241LWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     223572 | PA      | $230837.16     | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 37331NAJ0<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   12300000 | PA      | $11237111.24   | 0.00%             | 2025-09-30      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   23720000 | PA      | $16818042.16   | 0.01%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |   31200000 | PA      | $31352669.71   | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THU2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9551068.60    | 0.00%             | 2024-01-11      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8054000 | PA      | $5618993.91    | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  908957000 | PA      | $768494784.04  | 0.34%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBJ3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    6548000 | PA      | $5861498.71    | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   17059000 | PA      | $15383911.80   | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2860                      | CUSIP: 3138EKFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3954362 | PA      | $3652273.33    | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THP3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7171716.08    | 0.00%             | 2025-10-16      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   23444000 | PA      | $22486308.15   | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $6768640.34    | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-B                                   | NAROT 2022-B A3                | CUSIP: 65480JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3425000 | PA      | $3383286.93    | 0.00%             | 2027-05-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BP8<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   14575000 | PA      | $13887344.94   | 0.01%             | 2025-06-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   13100000 | PA      | $12143310.01   | 0.01%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   28565000 | PA      | $27276404.86   | 0.01%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2955815.25    | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 AS               | CUSIP: 07332VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2900000 | PA      | $2635112.55    | 0.00%             | 2050-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CN4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   15945000 | PA      | $15925197.27   | 0.01%             | 2025-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFC3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   20050000 | PA      | $19667838.58   | 0.01%             | 2024-01-29      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | BAXALTA INC                    | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    4188000 | PA      | $3964388.06    | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94604                      | CUSIP: 312943DH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     379759 | PA      | $369169.27     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   27100000 | PA      | $26222591.43   | 0.01%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $6736419.06    | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   27600000 | PA      | $26090253.23   | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4440318.11    | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14236                      | CUSIP: 31296NV53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71924 | PA      | $72124.92      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5138                      | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   12688243 | PA      | $12529433.31   | 0.01%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE GLOBAL MKTS               | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    5830000 | PA      | $4535832.23    | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738419                      | CUSIP: 3620ASK81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     446069 | PA      | $451354.30     | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78866                      | CUSIP: 31288HZ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6170 | PA      | $6243.29       | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20800000 | PA      | $15991985.98   | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3790404.02    | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $7242160.11    | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    2641000 | PA      | $2613534.76    | 0.00%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8066                      | CUSIP: 3132D56B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5637619 | PA      | $4893933.38    | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14747                      | CUSIP: 3128MDP80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1287325 | PA      | $1214809.53    | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03811                      | CUSIP: 3128M5R85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     312976 | PA      | $317447.73     | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   35761000 | PA      | $27422134.87   | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                    | BLACKROCK INC                  | CUSIP: 09247XAN1<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5681100.84    | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24569                      | CUSIP: 31297CCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6131 | PA      | $5937.03       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAR6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   23921000 | PA      | $22931628.64   | 0.01%             | 2025-02-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1258775.52    | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4328                      | CUSIP: 31418DY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47076424 | PA      | $40861474.35   | 0.02%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782899                      | CUSIP: 36241LGG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     571090 | PA      | $581717.66     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31716                      | CUSIP: 31297L3Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6803 | PA      | $6949.42       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBC5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   10105000 | PA      | $9650727.81    | 0.00%             | 2026-02-28      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AV0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   13105000 | PA      | $11530828.71   | 0.01%             | 2026-04-08      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    9000000 | PA      | $8099371.53    | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BF1<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    7050000 | PA      | $5486192.12    | 0.00%             | 2057-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    2175000 | PA      | $2328021.84    | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2474                      | CUSIP: 31418BXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     630513 | PA      | $598976.49     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K047 A1                   | CUSIP: 3137BKRH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     388263 | PA      | $381616.26     | 0.00%             | 2024-12-25      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | WELLTOWER INC                  | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   16750000 | PA      | $13391374.42   | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR2462                      | CUSIP: 3138NYWY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1152609 | PA      | $1041916.46    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 AS                 | CUSIP: 61770KBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1275000 | PA      | $1049367.84    | 0.00%             | 2053-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   17250000 | PA      | $10126701.86   | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON               | CUSIP: 075887BV0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    7278000 | PA      | $7100149.41    | 0.00%             | 2024-06-06      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    2406000 | PA      | $1726082.69    | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 695504                      | CUSIP: 31400RU58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7951 | PA      | $8054.20       | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4120491.91    | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FM4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5791064.04    | 0.00%             | 2025-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7589                      | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   75502912 | PA      | $65606390.45   | 0.03%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    4001000 | PA      | $3751843.37    | 0.00%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780892                      | CUSIP: 36225A7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5557 | PA      | $5409.52       | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5452236.60    | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783185                      | CUSIP: 36241LRE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2207040 | PA      | $2216159.29    | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2145000 | PA      | $1719893.45    | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8709                      | CUSIP: 31419KVB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93120 | PA      | $87807.81      | 0.00%             | 2025-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9330                      | CUSIP: 3138MRLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4023757 | PA      | $3741088.92    | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LAY9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   23468000 | PA      | $21588726.21   | 0.01%             | 2025-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   11739000 | PA      | $10717464.24   | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734844                      | CUSIP: 31402QLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30272 | PA      | $30918.80      | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3312                      | CUSIP: 31418CVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11701535 | PA      | $11045465.94   | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36550000 | PA      | $22249933.85   | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8960                      | CUSIP: 3138ET5W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     844005 | PA      | $831432.05     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   43470000 | PA      | $38340037.49   | 0.02%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $701040.81     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459056HV2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   27910000 | PA      | $26529027.16   | 0.01%             | 2024-08-28      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AF7<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   10991000 | PA      | $11166355.69   | 0.00%             | 2024-02-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7028                      | CUSIP: 3138WGY24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1566176 | PA      | $1503277.30    | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |   10800000 | PA      | $8786629.44    | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2149                      | CUSIP: 31418BL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     991374 | PA      | $953465.91     | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 A5               | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7265000 | PA      | $6914553.84    | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84873                      | CUSIP: 312931MW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      41951 | PA      | $41100.09      | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773307                      | CUSIP: 31404NDL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3632 | PA      | $3807.71       | 0.00%             | 2035-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 736934                      | CUSIP: 31402SV38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53037 | PA      | $53967.95      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4977                      | CUSIP: 3140QCQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13541761 | PA      | $11983297.67   | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 662622                      | CUSIP: 31391CD36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2484 | PA      | $2666.83       | 0.00%             | 2032-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    3535000 | PA      | $2920993.72    | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C92031                      | CUSIP: 3128P8HG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     916969 | PA      | $890537.64     | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Physicians Realty LP                                                             | PHYSICIANS REALT               | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |   12645000 | PA      | $11931128.04   | 0.01%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9595                      | CUSIP: 3138WKUV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1869923 | PA      | $1802147.00    | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAK4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    3077000 | PA      | $3103709.01    | 0.00%             | 2024-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890301                      | CUSIP: 31410LDE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         47 | PA      | $47.34         | 0.00%             | 2024-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | KEMPER                         | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3870311.75    | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   20872000 | PA      | $17588005.78   | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                   | CUSIP: 166764BL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9700000 | PA      | $9205019.28    | 0.00%             | 2026-05-16      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5151649.92    | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    5225000 | PA      | $4278146.66    | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                     | FACTSET RESEARCH               | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1821067.62    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    6725000 | PA      | $6460962.11    | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9787                      | CUSIP: 3138MD2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     161839 | PA      | $151451.44     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7937                      | CUSIP: 31417EZB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4711279 | PA      | $4259415.88    | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190370                      | CUSIP: 31368HMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1464033 | PA      | $1532604.91    | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   19445000 | PA      | $14264913.45   | 0.01%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03789                      | CUSIP: 31292LF67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1141730 | PA      | $1111101.37    | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08537                      | CUSIP: 3128MJS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10749453 | PA      | $9717504.58    | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   10467000 | PA      | $11010815.18   | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $17998748.90   | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $1948148.06    | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1075745000 | PA      | $978759918.63  | 0.43%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42003                      | CUSIP: 3128K2GL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3128 | PA      | $3128.94       | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   13910000 | PA      | $12760602.93   | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   13100000 | PA      | $12950520.88   | 0.01%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6380                      | CUSIP: 3140QECS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4219685 | PA      | $4179217.98    | 0.00%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBB2<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    5420000 | PA      | $5304986.52    | 0.00%             | 2026-01-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K095 A2                   | CUSIP: 3137FNAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12625000 | PA      | $11411510.25   | 0.00%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782434                      | CUSIP: 36241KV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      90817 | PA      | $91427.67      | 0.00%             | 2038-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K159 A2                   | CUSIP: 3137FKKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3330000 | PA      | $3151796.05    | 0.00%             | 2030-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CN1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     775000 | PA      | $765825.05     | 0.00%             | 2025-11-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                   | WHIRLPOOL CORP                 | CUSIP: 963320AR7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |    2675000 | PA      | $2634951.91    | 0.00%             | 2024-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819035                      | CUSIP: 31406S4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42140 | PA      | $43045.94      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91837                      | CUSIP: 3128P8BE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1238994 | PA      | $1134575.27    | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   10100000 | PA      | $9444445.87    | 0.00%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55453                      | CUSIP: 3128KJBW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17167 | PA      | $18481.12      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1399                      | CUSIP: 3140XGRV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76522816 | PA      | $67569149.46   | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888485                      | CUSIP: 31410GCW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137676 | PA      | $143293.08     | 0.00%             | 2037-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    1235000 | PA      | $1280113.15    | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1132                      | CUSIP: 31418AHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1536335 | PA      | $1378505.65    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    5775000 | PA      | $5602912.05    | 0.00%             | 2067-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AJ9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2678903.69    | 0.00%             | 2044-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1592                      | CUSIP: 31418NXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2529580 | PA      | $2506202.78    | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GN7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   12075000 | PA      | $11695287.62   | 0.01%             | 2025-08-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FJ3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    4373000 | PA      | $3764058.44    | 0.00%             | 2040-03-25      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60238                      | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15509315 | PA      | $14242732.58   | 0.01%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6619                      | CUSIP: 31417DK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1683272 | PA      | $1565192.60    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87994                      | CUSIP: 3129343B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1403298 | PA      | $1432516.92    | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4487656.92    | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18327                      | CUSIP: 3128MMLH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83130 | PA      | $83174.12      | 0.00%             | 2024-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J10557                      | CUSIP: 3128PPTN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      54328 | PA      | $53264.40      | 0.00%             | 2024-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3802                      | CUSIP: 31418DGL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25156982 | PA      | $22394788.53   | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $10280557.99   | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3339                      | CUSIP: 31418CV92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     310399 | PA      | $293002.27     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5260                        | CUSIP: 36202FZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2643499 | PA      | $2741564.76    | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   12295000 | PA      | $11554339.98   | 0.01%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594859                      | CUSIP: 36201VZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7064 | PA      | $7113.83       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | NATIONAL RETAIL                | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $951466.32     | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $8593445.66    | 0.00%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $3877347.43    | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BB5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   13868000 | PA      | $13395777.82   | 0.01%             | 2025-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8120                      | CUSIP: 3132DWAV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   97635359 | PA      | $74966450.02   | 0.03%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAG1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4386449.07    | 0.00%             | 2024-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11000000 | PA      | $7386177.37    | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6137                      | CUSIP: 3138WFZB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6396870 | PA      | $5972045.31    | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3575000 | PA      | $2678216.61    | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1628                      | CUSIP: 3140JHY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5154593 | PA      | $5053995.18    | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENZ94<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   46922000 | PA      | $46809856.42   | 0.02%             | 2024-11-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp            | TRITON CONTAINER               | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    6300000 | PA      | $4864542.42    | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AJ4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    3589000 | PA      | $3499634.51    | 0.00%             | 2024-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AFW94<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   44590000 | PA      | $43472262.47   | 0.02%             | 2024-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   23780000 | PA      | $21936243.62   | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2013-C11                      | MSBAM 2013-C11 A4              | CUSIP: 61762TAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     990000 | PA      | $974988.23     | 0.00%             | 2046-08-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   24825000 | PA      | $16699631.28   | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91840                      | CUSIP: 3128P8BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5956758 | PA      | $5454471.31    | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | LINDE INC/CT                   | CUSIP: 53522KAB9<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5406922.42    | 0.00%             | 2025-12-05      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08014                      | CUSIP: 3128MJAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72051 | PA      | $72313.89      | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   26333000 | PA      | $21025617.03   | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Magellan Midstream Partners LP                                                   | MAGELLAN MID                   | CUSIP: 559080AM8<br>LEI: MZF5TI8NFVZZNUSKDL39 | Long             | DBT              | CORP              | US        |   10710000 | PA      | $8074494.98    | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LA CNTY                        | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     895000 | PA      | $1098661.55    | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    6232000 | PA      | $6219555.07    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18592                      | CUSIP: 3128MMUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2113508 | PA      | $2003142.41    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4720                      | CUSIP: 3140X8G68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11597076 | PA      | $10336483.84   | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B1862                      | CUSIP: 31326GB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     340377 | PA      | $347547.63     | 0.00%             | 2043-11-01      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00574                      | CUSIP: 31292GT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7923 | PA      | $8055.09       | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1889344.64    | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    4130000 | PA      | $4424218.10    | 0.00%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    9025000 | PA      | $5955817.89    | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     325000 | PA      | $246764.28     | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    7260000 | PA      | $5737519.70    | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   19650000 | PA      | $15674929.19   | 0.01%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     775000 | PA      | $652889.63     | 0.00%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    5214000 | PA      | $4089044.77    | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M13 A2                | CUSIP: 3136AUZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7542610 | PA      | $7016167.09    | 0.00%             | 2026-09-25      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08146                      | CUSIP: 3128MJEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7260 | PA      | $7688.37       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7826                      | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     219224 | PA      | $183947.38     | 0.00%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5085                      | CUSIP: 3138EMUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     896703 | PA      | $869104.68     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148LAE6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    9456000 | PA      | $9153891.67    | 0.00%             | 2025-05-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K079 A2                   | CUSIP: 3137FGZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23650000 | PA      | $23009688.08   | 0.01%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255467                      | CUSIP: 31371LW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3546 | PA      | $3678.37       | 0.00%             | 2034-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9612                      | CUSIP: 3138MDVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4954456 | PA      | $4444925.59    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10300000 | PA      | $7859573.41    | 0.00%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   11700000 | PA      | $10710640.75   | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710716                      | CUSIP: 36297FSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     199198 | PA      | $205193.07     | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2816047.14    | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4696                        | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3457468 | PA      | $3457899.29    | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                        | HCP Inc                        | CUSIP: 40414LAQ2<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4715922.80    | 0.00%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   14200000 | PA      | $11155826.29   | 0.00%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8199                      | CUSIP: 3132DWDC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  104164424 | PA      | $84996857.42   | 0.04%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CH0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11625000 | PA      | $11284701.14   | 0.00%             | 2024-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18652                      | CUSIP: 3128MMWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2126994 | PA      | $2010373.93    | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $13107843.65   | 0.01%             | 2024-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A28413                      | CUSIP: 31297GK26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7072 | PA      | $7189.56       | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | FED RLTY INVS TR               | CUSIP: 313747AT4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2621188.70    | 0.00%             | 2023-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4794                      | CUSIP: 3140QCKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4676609 | PA      | $4176051.26    | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818ES3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   10950000 | PA      | $10654440.45   | 0.00%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08544                      | CUSIP: 3128MJTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2507095 | PA      | $2266352.94    | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                           | SKYWORKS SOLUT                 | CUSIP: 83088MAK8<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5105603.99    | 0.00%             | 2026-06-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7215                      | CUSIP: 3138Y9AR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     101389 | PA      | $97509.84      | 0.00%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0464                      | CUSIP: 3138LQQS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     117471 | PA      | $109228.80     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2703                      | CUSIP: 3138WCAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1172850 | PA      | $1113070.68    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01288                      | CUSIP: 31292HND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10566 | PA      | $11275.24      | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    9250000 | PA      | $8029705.22    | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    6350000 | PA      | $6138490.26    | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G03U5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    2200000 | PA      | $2018306.40    | 0.00%             | 2025-04-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18688                      | CUSIP: 3128MMXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13445510 | PA      | $12691552.63   | 0.01%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1575                      | CUSIP: 3140XGXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14457954 | PA      | $13365863.84   | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4944                      | CUSIP: 3140X8P68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4492821 | PA      | $4237301.47    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3513                      | CUSIP: 3133KJ3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13219619 | PA      | $11347610.22   | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   14625000 | PA      | $9691558.84    | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91843                      | CUSIP: 3128P8BL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3191251 | PA      | $2922371.90    | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4546252.70    | 0.00%             | 2051-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605461                      | CUSIP: 36200NTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     222042 | PA      | $228698.84     | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   19000000 | PA      | $17686822.41   | 0.01%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                  | BANK 2019-BN19 A3              | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3415000 | PA      | $3009206.48    | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBQ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    7891000 | PA      | $7671589.64    | 0.00%             | 2025-11-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    3910000 | PA      | $3183297.53    | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    5031000 | PA      | $4070892.36    | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   57500000 | PA      | $54454456.73   | 0.02%             | 2025-01-22      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8511                      | CUSIP: 3138WJN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5450910 | PA      | $5110117.08    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   19875000 | PA      | $13300878.28   | 0.01%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01649                      | CUSIP: 31292HZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     374780 | PA      | $377436.89     | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   13080000 | PA      | $11579432.71   | 0.01%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   23055000 | PA      | $17346811.63   | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55590                      | CUSIP: 3128KJF72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2294 | PA      | $2343.21       | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2022-GC48                                    | CGCMT 2022-GC48 A5             | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5600000 | PA      | $5382926.08    | 0.00%             | 2054-05-15      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Luxembourg Finance SA                                         | TRANE TECH LUX                 | CUSIP: 456873AE8<br>LEI: 549300GHBOWCVY92IS29 | Long             | DBT              | CORP              | LU        |    3170000 | PA      | $2983644.77    | 0.00%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    5198000 | PA      | $4874446.23    | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DV7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    5050000 | PA      | $4106704.69    | 0.00%             | 2042-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State of Utah                                                                    | UT-BABS-SER D                  | CUSIP: 917542QR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2795000 | PA      | $2783794.01    | 0.00%             | 2024-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4786                      | CUSIP: 3132A5J71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12084589 | PA      | $11837125.63   | 0.01%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CM8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   21000000 | PA      | $20043758.70   | 0.01%             | 2025-01-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4857743.94    | 0.00%             | 2026-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                              | JPMBB 2014-C18 B               | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     935000 | PA      | $900606.77     | 0.00%             | 2047-02-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2671                      | CUSIP: 3138YT6H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     803839 | PA      | $751274.10     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6598                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   49982018 | PA      | $43692440.42   | 0.02%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738252                      | CUSIP: 31402UEZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7982 | PA      | $8810.32       | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    8550000 | PA      | $7908831.99    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91093                      | CUSIP: 3128P7GA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25823 | PA      | $25837.45      | 0.00%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   22790000 | PA      | $22259490.96   | 0.01%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4069                      | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5610113 | PA      | $5246369.35    | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |   22660000 | PA      | $19414509.04   | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   11025000 | PA      | $10863396.43   | 0.00%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0695                      | CUSIP: 31417YXZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1532855 | PA      | $1465941.14    | 0.00%             | 2031-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2781648.87    | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8681773.90    | 0.00%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAA0<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    1015000 | PA      | $978647.95     | 0.00%             | 2026-06-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08710                      | CUSIP: 3128MJYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8775408 | PA      | $7884172.66    | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3531798.00    | 0.00%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8226                      | CUSIP: 3132DWD75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   69506814 | PA      | $63315661.38   | 0.03%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   17848000 | PA      | $15763047.15   | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3945                      | CUSIP: 31418DL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     442521 | PA      | $434611.51     | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5001                      | CUSIP: 3140X8RX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11539155 | PA      | $10678210.29   | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M1 A2                 | CUSIP: 3136B3XY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12196373 | PA      | $11566854.30   | 0.01%             | 2028-09-25      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7515                      | CUSIP: 3132DVK46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22032663 | PA      | $19754855.66   | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4829                      | CUSIP: 31417BLK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1037989 | PA      | $965233.77     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6204                      | CUSIP: 3138WF3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62088 | PA      | $57958.05      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   32761000 | PA      | $24059507.06   | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HMN7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   25341000 | PA      | $24796019.75   | 0.01%             | 2025-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254982                      | CUSIP: 31371LFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     376358 | PA      | $383009.34     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York State Urban Development Corp                                            | NY URBAN DEV-B                 | CUSIP: 6500358W1<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |    3040000 | PA      | $2784907.82    | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC0292                      | CUSIP: 31417JKE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14836 | PA      | $14758.43      | 0.00%             | 2024-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTVACO CORP                  | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    4304000 | PA      | $4869685.70    | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    1225000 | PA      | $1057706.28    | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7192067.65    | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    6340000 | PA      | $5456623.77    | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  100656000 | PA      | $106648172.47  | 0.05%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN AUTO LOAN ENHANCED TRUST VALET_20-1                                   | VALET 2020-1 A3                | CUSIP: 92868JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     356939 | PA      | $351595.58     | 0.00%             | 2024-11-20      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4154902.62    | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   27577000 | PA      | $27254595.64   | 0.01%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37876                      | CUSIP: 31297TXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85840 | PA      | $86239.76      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3794                      | CUSIP: 3138X3GC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5359712 | PA      | $5028685.31    | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   19750000 | PA      | $13734826.24   | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL SECURITIZED TERM AUTO RECEIVABLES TRUST GMCAR_21-4                  | GMCAR 2021-4 A4                | CUSIP: 362554AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1200000 | PA      | $1091962.08    | 0.00%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $12355209.86   | 0.01%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    9785000 | PA      | $8507932.84    | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887675                      | CUSIP: 31410FFQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30819 | PA      | $32631.64      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4677                      | CUSIP: 3138WEFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36968 | PA      | $34683.09      | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAH3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2791285.12    | 0.00%             | 2041-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86673                      | CUSIP: 312933MW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17369 | PA      | $17261.76      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6409                      | CUSIP: 36179VDN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   28767252 | PA      | $25897505.96   | 0.01%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12952                      | CUSIP: 31296MH51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32757 | PA      | $35257.16      | 0.00%             | 2033-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    3655000 | PA      | $3365808.83    | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    5670000 | PA      | $5104298.60    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHK9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    2490000 | PA      | $2439337.02    | 0.00%             | 2024-09-11      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8292                      | CUSIP: 3138AAGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24639 | PA      | $24308.15      | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10143770.78   | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   76342000 | PA      | $80767454.13   | 0.04%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   12672000 | PA      | $11998666.44   | 0.01%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4509                      | CUSIP: 36179TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2438404 | PA      | $2216344.12    | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00524                      | CUSIP: 31292GSM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4298 | PA      | $4420.74       | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AS9<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    7955000 | PA      | $7818077.90    | 0.00%             | 2024-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC                         | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   11269000 | PA      | $10505005.86   | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M4 A2                 | CUSIP: 3136BDZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47775000 | PA      | $37419716.20   | 0.02%             | 2031-02-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 447860                      | CUSIP: 31380RQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1414 | PA      | $1446.25       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    4460000 | PA      | $5451597.64    | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   28400000 | PA      | $24767029.40   | 0.01%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2671                      | CUSIP: 31418B6H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1898897 | PA      | $1768411.57    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   21864000 | PA      | $19567294.15   | 0.01%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   21838000 | PA      | $17727602.50   | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41897                      | CUSIP: 3128K2DA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13348 | PA      | $13635.32      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C29                                   | WFCM 2015-C29 A4               | CUSIP: 94989KAV5<br>LEI: 549300NYO16WLNMVJJ46 | Long             | ABS-MBS          | CORP              | US        |    1250000 | PA      | $1187694.38    | 0.00%             | 2048-06-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3440                      | CUSIP: 3140X6ZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1542145 | PA      | $1349052.19    | 0.00%             | 2037-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0542                      | CUSIP: 3132ACS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7148311 | PA      | $6878052.47    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0699                      | CUSIP: 36179MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10015794 | PA      | $9397573.94    | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                | TIME WARNER ENT                | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6275000 | PA      | $7003462.55    | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EQ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   12188000 | PA      | $11598765.05   | 0.01%             | 2025-03-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08744                      | CUSIP: 3128MJZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     502421 | PA      | $495401.47     | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 A5               | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5975000 | PA      | $5462293.62    | 0.00%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1425145 | PA      | $1386186.42    | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   17500000 | PA      | $16708133.05   | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4998295.65    | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    3248000 | PA      | $2783283.01    | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 AS               | CUSIP: 36253PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $537695.40     | 0.00%             | 2050-05-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885655                      | CUSIP: 31410C5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     111496 | PA      | $116425.99     | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2014-GC21                                    | CGCMT 2014-GC21 A5             | CUSIP: 17322MAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1675000 | PA      | $1629535.64    | 0.00%             | 2047-05-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6515                      | CUSIP: 3138WGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1287356 | PA      | $1238993.91    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7117                      | CUSIP: 3138EP4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2486375 | PA      | $2392532.91    | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $4797955.47    | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    5475000 | PA      | $5579127.05    | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    8150000 | PA      | $6823827.84    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7075                      | CUSIP: 3138EP2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1105452 | PA      | $1029062.17    | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |   14500000 | PA      | $9884339.85    | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01672                      | CUSIP: 31292H2D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18460 | PA      | $19460.86      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    4000000 | PA      | $3740684.72    | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CC4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   17070000 | PA      | $16232195.69   | 0.01%             | 2024-11-07      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak Properties Inc                                                        | HEALTHPEAK PROP                | CUSIP: 42250PAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4178089.15    | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JU5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $2894928.66    | 0.00%             | 2051-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2050                      | CUSIP: 3140X5H48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21913851 | PA      | $19503375.27   | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1084                      | CUSIP: 3140JHF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1051897 | PA      | $1012535.46    | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   10530000 | PA      | $9709738.17    | 0.00%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3065213.98    | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18434                      | CUSIP: 3128MMPU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2207983 | PA      | $2072121.32    | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2907                      | CUSIP: 31418CGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6111674 | PA      | $5852012.42    | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    4000000 | PA      | $3818420.60    | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $9896867.09    | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3137EAEX3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |  108000000 | PA      | $97071696.00   | 0.04%             | 2025-09-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   20560000 | PA      | $17827117.10   | 0.01%             | 2029-02-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2911                      | CUSIP: 31418CGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2437757 | PA      | $2132583.28    | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   35443000 | PA      | $30245429.01   | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  773350000 | PA      | $665685141.02  | 0.29%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 1/23                    | CUSIP: 01F030611<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   82675000 | PA      | $72702328.13   | 0.03%             | 2023-01-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BC5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   12134000 | PA      | $12013060.66   | 0.01%             | 2024-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7731                      | CUSIP: 31417ESV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     695292 | PA      | $623836.74     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3448569.26    | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 849657                      | CUSIP: 31408E5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      50655 | PA      | $52071.51      | 0.00%             | 2035-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   13700000 | PA      | $13687177.76   | 0.01%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4290                      | CUSIP: 3138X3XU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3305797 | PA      | $3190018.71    | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67702                      | CUSIP: 3132XCRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23840355 | PA      | $22769607.99   | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAD2<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    8208000 | PA      | $8122710.34    | 0.00%             | 2026-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817795                      | CUSIP: 31406RRQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7923 | PA      | $7897.49       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3670                      | CUSIP: 31418DCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1620476 | PA      | $1442779.11    | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4333                      | CUSIP: 31416MY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87810 | PA      | $86430.79      | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3521                      | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6992665 | PA      | $6681651.93    | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    6234000 | PA      | $4945782.30    | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   13350000 | PA      | $10466930.40   | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2302                      | CUSIP: 36179QRX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6852973 | PA      | $6211164.24    | 0.00%             | 2044-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2501                      | CUSIP: 3138Y3X71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1533461 | PA      | $1479631.55    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | BIO-RAD LABS                   | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2767767.96    | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE PRIME AUTO RECEIVABLES TRUST COPAR_19-1                              | COPAR 2019-1 A4                | CUSIP: 14042WAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1089350 | PA      | $1088551.30    | 0.00%             | 2024-10-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K039 A1                   | CUSIP: 3137BDCV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     268335 | PA      | $265508.94     | 0.00%             | 2023-12-25      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   10248000 | PA      | $8947089.47    | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K043 A1                   | CUSIP: 3137BGJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     318998 | PA      | $315119.70     | 0.00%             | 2023-10-25      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    5693000 | PA      | $4963203.06    | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    9803000 | PA      | $8768853.59    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967GT2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   22865000 | PA      | $22746085.77   | 0.01%             | 2023-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   47300000 | PA      | $32268717.94   | 0.01%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   13650000 | PA      | $12738143.15   | 0.01%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91417                      | CUSIP: 3128P7SE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1771219 | PA      | $1699929.56    | 0.00%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class AA Pass Through Trust                             | AM AIRLN 16-1 AA               | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2250296 | PA      | $2005774.38    | 0.00%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    4105000 | PA      | $2832773.97    | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769GQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   16640000 | PA      | $15753463.23   | 0.01%             | 2025-05-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01317                      | CUSIP: 31283HPA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13292 | PA      | $14057.35      | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251821                      | CUSIP: 31371GVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3241 | PA      | $3308.26       | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890329                      | CUSIP: 31410LEA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     351706 | PA      | $347028.57     | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   31414000 | PA      | $29993328.87   | 0.01%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7790                      | CUSIP: 3133KPUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6614144 | PA      | $6523204.90    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC5873                      | CUSIP: 31417SQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      94382 | PA      | $93836.92      | 0.00%             | 2025-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4442                      | CUSIP: 31418D5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7708512 | PA      | $6871621.71    | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   19679000 | PA      | $16755595.40   | 0.01%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3121                      | CUSIP: 3140XJPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10555613 | PA      | $10259395.46   | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   11725000 | PA      | $9071899.13    | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7328                      | CUSIP: 31419JEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1914781 | PA      | $1860789.40    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42152                      | CUSIP: 3128K2L98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14365 | PA      | $15501.58      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    4810000 | PA      | $4301171.46    | 0.00%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4106                      | CUSIP: 31418DR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7649565 | PA      | $6640652.66    | 0.00%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2894762 | PA      | $2944248.26    | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726414                      | CUSIP: 3620ADAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     369861 | PA      | $372345.10     | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02381                      | CUSIP: 3128LXUE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      85735 | PA      | $91128.52      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $4760212.87    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co                                                        | DELMARVA PR & LT               | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $4390169.21    | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   15349000 | PA      | $14849140.01   | 0.01%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9150038.60    | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                  | COMM 2015-CR27 B               | CUSIP: 12635QBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     800000 | PA      | $737538.08     | 0.00%             | 2048-10-10      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | DDR CORP                       | CUSIP: 23317HAE2<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1599813.51    | 0.00%             | 2026-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |   13300000 | PA      | $10944406.68   | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7890                      | CUSIP: 3138WHXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2401030 | PA      | $2148700.31    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    7368000 | PA      | $6871777.28    | 0.00%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    9025000 | PA      | $7430749.18    | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8164645 | PA      | $7879192.63    | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   28006000 | PA      | $22204548.98   | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |   13757000 | PA      | $14132204.43   | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254379                      | CUSIP: 31371KQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13710 | PA      | $15009.69      | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783065                      | CUSIP: 36241LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     290313 | PA      | $294923.96     | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   42150000 | PA      | $40198645.94   | 0.02%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0953                      | CUSIP: 3138A2BX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1153625 | PA      | $1142585.17    | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   19510000 | PA      | $18711163.05   | 0.01%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DBJPM 16-C1 Mortgage Trust                                                       | DBJPM 2016-C1 A4               | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2600000 | PA      | $2434332.16    | 0.00%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   26399000 | PA      | $20708829.92   | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7787                      | CUSIP: 3140XBUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3997990 | PA      | $3860344.34    | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   11425000 | PA      | $7499562.51    | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848976                      | CUSIP: 31300L6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137007 | PA      | $140661.89     | 0.00%             | 2042-02-01      | Floating      | 2.66%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                      | DISCOVER FIN SVS               | CUSIP: 254709AK4<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   15810000 | PA      | $15393296.78   | 0.01%             | 2024-11-06      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7649                      | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   21086482 | PA      | $18322291.05   | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                        | CH ROBINSON                    | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    4175000 | PA      | $3945746.87    | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   20300000 | PA      | $14736886.91   | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4999                      | CUSIP: 3138WERV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     734950 | PA      | $691037.08     | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC2040                      | CUSIP: 3617B5HR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9827 | PA      | $9704.32       | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6784                      | CUSIP: 3138EBRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2087255 | PA      | $1989887.54    | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AG1<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2410335.40    | 0.00%             | 2039-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   26048000 | PA      | $24685828.18   | 0.01%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  134655676 | PA      | $117710848.05  | 0.05%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0462                      | CUSIP: 3140Q7QQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     746704 | PA      | $693098.05     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38072                      | CUSIP: 31297T6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9269 | PA      | $9417.49       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAY5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   19525000 | PA      | $17092349.60   | 0.01%             | 2048-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2566                      | CUSIP: 3138Y3Z87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3190995 | PA      | $3009728.98    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 AS              | CUSIP: 06541XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5225000 | PA      | $4756308.10    | 0.00%             | 2060-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    1436000 | PA      | $1512597.86    | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5264                      | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9228308 | PA      | $8918633.27    | 0.00%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    4047000 | PA      | $3927037.61    | 0.00%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15691                      | CUSIP: 31296QKC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4273 | PA      | $4263.42       | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLE TRUST WOART_22-A                                      | WOART 2022-A A3                | CUSIP: 98164GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4275000 | PA      | $4069420.81    | 0.00%             | 2027-05-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4193300.45    | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAC4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   20330000 | PA      | $19598561.57   | 0.01%             | 2026-03-09      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $7469058.15    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2081669.18    | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8221                      | CUSIP: 3132DWD26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   64529480 | PA      | $58783413.79   | 0.03%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C71390                      | CUSIP: 31287YRK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2308 | PA      | $2316.47       | 0.00%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38074                      | CUSIP: 31297T6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16433 | PA      | $16712.26      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745418                      | CUSIP: 31403DDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9473344 | PA      | $9873101.60    | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954784                      | CUSIP: 31413TFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3447 | PA      | $3567.31       | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481427                      | CUSIP: 31382FYY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12248 | PA      | $12554.34      | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7960                      | CUSIP: 3138WHZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     109143 | PA      | $107622.52     | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 AS               | CUSIP: 08162CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2175000 | PA      | $2016656.09    | 0.00%             | 2051-10-10      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05531                      | CUSIP: 3128M7PQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29919 | PA      | $31238.62      | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    6205000 | PA      | $5863795.36    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   40427000 | PA      | $39958538.80   | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BH7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4740000 | PA      | $4536612.19    | 0.00%             | 2024-10-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03520                      | CUSIP: 31292K4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2364200 | PA      | $2297592.61    | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932848                      | CUSIP: 31412RL54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     933208 | PA      | $906877.36     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753172                      | CUSIP: 31403MW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     337029 | PA      | $342116.60     | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 AS               | CUSIP: 95002MBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3775000 | PA      | $3197366.87    | 0.00%             | 2052-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   22150000 | PA      | $23065142.53   | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   12150000 | PA      | $11354416.66   | 0.00%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 AS               | CUSIP: 61690YBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2951000 | PA      | $2634890.65    | 0.00%             | 2049-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09015                      | CUSIP: 31292SAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5787982 | PA      | $5192787.49    | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M8 A2                 | CUSIP: 3136ANSB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7205569 | PA      | $6932115.89    | 0.00%             | 2025-01-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814902                      | CUSIP: 31406NKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5666 | PA      | $6153.48       | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1998                      | CUSIP: 36179QGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     934741 | PA      | $950735.11     | 0.00%             | 2044-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7549                      | CUSIP: 3132DVL60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34465611 | PA      | $28644558.78   | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     275000 | PA      | $246633.02     | 0.00%             | 2028-01-11      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2970                      | CUSIP: 3138LTJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1218360 | PA      | $1093164.89    | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    2775000 | PA      | $2147877.56    | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    2000000 | PA      | $1868482.22    | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0329                      | CUSIP: 31417YLK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137166 | PA      | $131089.01     | 0.00%             | 2030-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                           | GSMS 2014-GC26 B               | CUSIP: 36250HAK9<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |    1125000 | PA      | $1050764.96    | 0.00%             | 2047-11-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    6225000 | PA      | $5877037.50    | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55253                      | CUSIP: 3128KHZS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11828 | PA      | $12038.84      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1087583000 | PA      | $869046790.94  | 0.38%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1873962.82    | 0.00%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Legrand France SA                                                                | LEGRAND                        | CUSIP: 524671AA2<br>LEI: 969500TJLHIZLFRWEQ48 | Long             | DBT              | CORP              | FR        |    3350000 | PA      | $3614750.40    | 0.00%             | 2025-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03417                      | CUSIP: 3128M5DW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40502 | PA      | $42650.08      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAF1<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4332272.52    | 0.00%             | 2024-09-29      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00051                      | CUSIP: 3132GDBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36906 | PA      | $36400.13      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5115                      | CUSIP: 3140J9VH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1438941 | PA      | $1392593.30    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFB0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1982116.90    | 0.00%             | 2024-01-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    8205000 | PA      | $7466063.44    | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90766                      | CUSIP: 31335HZ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6267 | PA      | $5879.89       | 0.00%             | 2023-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0091                      | CUSIP: 36179MC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     635628 | PA      | $655326.77     | 0.00%             | 2042-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCU1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     650000 | PA      | $647056.72     | 0.00%             | 2023-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07326                      | CUSIP: 3128M9PK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     206878 | PA      | $209540.79     | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3905                      | CUSIP: 31417AKT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     230995 | PA      | $223695.56     | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785GJ9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   59480000 | PA      | $58514821.01   | 0.03%             | 2024-01-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K133 A2                   | CUSIP: 3137H4BP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10200000 | PA      | $8417726.46    | 0.00%             | 2031-09-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   31770000 | PA      | $28929339.14   | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    2610000 | PA      | $2706863.63    | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_20-3                                 | GMALT 2020-3 B                 | CUSIP: 362569AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     400000 | PA      | $396897.40     | 0.00%             | 2024-10-21      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_21-A                                   | NAROT 2021-A A3                | CUSIP: 65480BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5640000 | PA      | $5401650.78    | 0.00%             | 2025-10-15      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14579                      | CUSIP: 3128PUCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19995 | PA      | $19888.95      | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1297453.59    | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   29625000 | PA      | $24678953.39   | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8704823.10    | 0.00%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4026                      | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8625441 | PA      | $8183913.23    | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    6000000 | PA      | $4943893.86    | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    3645000 | PA      | $3103739.41    | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    5350000 | PA      | $4937530.84    | 0.00%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630CW6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    1000000 | PA      | $981517.90     | 0.00%             | 2024-02-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6154677.28    | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30698                      | CUSIP: 3128CUX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     258477 | PA      | $255790.37     | 0.00%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513YJH2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    6795000 | PA      | $6443285.36    | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   15150000 | PA      | $14109854.18   | 0.01%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    6495000 | PA      | $5387096.86    | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18473                      | CUSIP: 3128MMQ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1877158 | PA      | $1789553.26    | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   70396000 | PA      | $47895288.51   | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1064                      | CUSIP: 36179NFD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1852059 | PA      | $1730817.58    | 0.00%             | 2028-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9320001.20    | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943666                      | CUSIP: 31413EZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2375 | PA      | $2458.98       | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644781                      | CUSIP: 36292CJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12430 | PA      | $12616.34      | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3663                        | CUSIP: 36202EB81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     137526 | PA      | $138034.07     | 0.00%             | 2035-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1805381.08    | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 1/23                    | CUSIP: 01F020612<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -60055000 | PA      | $-49001126.56  | -0.02%            | 2023-01-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2454818.19    | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2605806.46    | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4636                        | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3860416 | PA      | $3966863.38    | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   13000000 | PA      | $9417304.39    | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN L               | CUSIP: 11271RAA7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    9920000 | PA      | $9747861.22    | 0.00%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern/Old                                                         | KANSAS CITY SOUT               | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    8745000 | PA      | $6241935.44    | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   10986000 | PA      | $10280839.53   | 0.00%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4902                      | CUSIP: 36179TNT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2378122 | PA      | $2348313.05    | 0.00%             | 2047-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                            | OWL ROCK CAPITAL               | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1583237.48    | 0.00%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6311935.00    | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                | BMARK 2021-B31 A5              | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $1644360.40    | 0.00%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3916                      | CUSIP: 3140QPK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12818563 | PA      | $12381801.11   | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   17905000 | PA      | $17518454.86   | 0.01%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   10955000 | PA      | $9244177.59    | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBL0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    2720000 | PA      | $2303665.89    | 0.00%             | 2054-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4786                      | CUSIP: 3140E9J80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     585316 | PA      | $559315.00     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0959                      | CUSIP: 3128S5B45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13702 | PA      | $13704.30      | 0.00%             | 2037-09-01      | Floating      | 3.55%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6080708.13    | 0.00%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02746                      | CUSIP: 31294MBP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     637295 | PA      | $613560.66     | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                | BMARK 2020-B19 AS              | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     775000 | PA      | $581937.12     | 0.00%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6881                      | CUSIP: 3138WGUF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1282372 | PA      | $1194255.41    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    3445000 | PA      | $3827135.11    | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   10293000 | PA      | $7626841.57    | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4511                      | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3630472 | PA      | $3503505.54    | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4214                      | CUSIP: 3133KKVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15084291 | PA      | $12415616.15   | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    7145000 | PA      | $8161114.31    | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1517 A2                 | CUSIP: 3137FWHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18200000 | PA      | $12913274.92   | 0.01%             | 2035-07-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A32021                      | CUSIP: 31297MG69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20398 | PA      | $21221.84      | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                               | STORE CAPITAL                  | CUSIP: 862121AA8<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    2195000 | PA      | $1978208.48    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   21280000 | PA      | $18383753.06   | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3823239.40    | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96707                      | CUSIP: 312945NY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2053250 | PA      | $1998429.14    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   16144000 | PA      | $10098236.18   | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $6482237.92    | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723337                      | CUSIP: 3620A9S28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     681259 | PA      | $673167.92     | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08698                      | CUSIP: 3128MJX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9288108 | PA      | $8650245.28    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   13925000 | PA      | $10704413.75   | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Activision Blizzard Inc                                                          | ACTIVISION BLIZZ               | CUSIP: 00507VAN9<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    4930000 | PA      | $4325560.21    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08635                      | CUSIP: 3128MJV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2384415 | PA      | $2148887.55    | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   20900000 | PA      | $13850527.81   | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                                    | HAROT 2022-2 A3                | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3590000 | PA      | $3510283.69    | 0.00%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18692                      | CUSIP: 3128MMXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4846577 | PA      | $4661899.50    | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $5461353.20    | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    5093000 | PA      | $4278097.39    | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   15351000 | PA      | $12051897.86   | 0.01%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    5575000 | PA      | $5248878.50    | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                                    | CGCMT 2015-GC31 A4             | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2925000 | PA      | $2779955.39    | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 A5               | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4900000 | PA      | $4575009.95    | 0.00%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J36173                      | CUSIP: 31307S2E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     596165 | PA      | $552072.33     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3903                      | CUSIP: 3138WDKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2317268 | PA      | $2236329.20    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866AT5<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2726164.93    | 0.00%             | 2023-05-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190347                      | CUSIP: 31368HL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     727740 | PA      | $740575.23     | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0752                      | CUSIP: 3138W9ZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4017721 | PA      | $3814353.79    | 0.00%             | 2028-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4713                        | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4622237 | PA      | $4622818.82    | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BE3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    5883000 | PA      | $5835025.90    | 0.00%             | 2025-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC20                                  | WFCM 2015-LC20 B               | CUSIP: 94989EAK3<br>LEI: 549300W6NRTMFPYUPG47 | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1752379.31    | 0.00%             | 2050-04-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3904780.85    | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC / Brookfield Finance Inc                                  | BROOKFIELD FIN L               | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12950000 | PA      | $8211675.42    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01953                      | CUSIP: 3128LXE22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      97283 | PA      | $96014.79      | 0.00%             | 2035-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2549                      | CUSIP: 3140X5ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4569419 | PA      | $4259424.61    | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 Mortgage Trust                                                    | COMM 2015-LC19 A4              | CUSIP: 200474BC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4000000 | PA      | $3794408.80    | 0.00%             | 2048-02-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBSCM 2017-C3 A4               | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7325000 | PA      | $6708189.59    | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7510                      | CUSIP: 3132DVKX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19377289 | PA      | $17385879.60   | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC6834                      | CUSIP: 31417TSY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84199 | PA      | $83679.50      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    9737000 | PA      | $8138043.41    | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 C               | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2800000 | PA      | $2294560.24    | 0.00%             | 2050-11-15      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4415                      | CUSIP: 31418D3Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24149565 | PA      | $21306968.36   | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $13072177.60   | 0.01%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1682852.12    | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Banking Corp                                                     | SUMITOMO MITSUI                | CUSIP: 865622BN3<br>LEI: 5U0XI89JRFVHWIBS4F54 | Long             | DBT              | CORP              | JP        |    9400000 | PA      | $9125911.79    | 0.00%             | 2024-07-11      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5066                      | CUSIP: 3133KYTX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     791645 | PA      | $699114.68     | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1123                      | CUSIP: 3140H2G93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3925040 | PA      | $3690001.22    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13600                      | CUSIP: 3128PS7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     372572 | PA      | $358713.46     | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SITE Centers Corp                                                                | DDR CORP                       | CUSIP: 23317HAG7<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    9955000 | PA      | $9587100.63    | 0.00%             | 2024-08-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAC7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   15000000 | PA      | $15090697.20   | 0.01%             | 2025-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13595                      | CUSIP: 31296M7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48772 | PA      | $48781.87      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5084                      | CUSIP: 3140QQUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18631186 | PA      | $18554691.69   | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-C                                    | TAOT 2021-C A3                 | CUSIP: 89239BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5925000 | PA      | $5619112.40    | 0.00%             | 2026-01-15      | Fixed         | 0.43%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHZ6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    8400000 | PA      | $7794837.54    | 0.00%             | 2025-05-12      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | ING US INC                     | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4224007.29    | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    5119000 | PA      | $3430057.62    | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    3780000 | PA      | $3123774.31    | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5806                      | CUSIP: 3140X9NY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17935019 | PA      | $16129801.86   | 0.01%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2863                      | CUSIP: 3138EKFD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     566754 | PA      | $548260.38     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3043                      | CUSIP: 31418CLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     244712 | PA      | $221788.12     | 0.00%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $8849634.60    | 0.00%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3774                      | CUSIP: 31418DFQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19082839 | PA      | $16987299.09   | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia                                                             | DC INCOME TAX-E-BABS           | CUSIP: 25477GCY9<br>LEI: 549300HWFOZXPKGOX654 | Long             | DBT              | MUN               | US        |   11090000 | PA      | $11521237.98   | 0.01%             | 2034-12-01      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CR6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4926860.45    | 0.00%             | 2024-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAY1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    9970000 | PA      | $8836130.54    | 0.00%             | 2026-02-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B0468                      | CUSIP: 3128LLQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38327 | PA      | $39130.27      | 0.00%             | 2042-05-01      | Floating      | 3.39%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE               | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1229788.56    | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1557476.82    | 0.00%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1711308.06    | 0.00%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    4315000 | PA      | $3504603.30    | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255028                      | CUSIP: 31371LHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182601 | PA      | $186505.92     | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4599                      | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  120355827 | PA      | $105970056.34  | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0303                      | CUSIP: 3138W9KR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2713783 | PA      | $2453271.38    | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23518748.50   | 0.01%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   45575000 | PA      | $48686915.69   | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $1969646.10    | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 739346                      | CUSIP: 31402VL32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15016 | PA      | $15831.14      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                  | BANK 2019-BN19 C               | CUSIP: 06540WBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575000 | PA      | $1210018.01    | 0.00%             | 2061-08-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AR1<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   11142000 | PA      | $10810311.80   | 0.00%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                    | TENNESSEE GAS PL               | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4269939.88    | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    7225000 | PA      | $6969940.81    | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09025                      | CUSIP: 31294UA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1110920 | PA      | $1039410.12    | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   17063000 | PA      | $17861247.92   | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5022                      | CUSIP: 3133KYSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5934981 | PA      | $5398838.72    | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0864                      | CUSIP: 3132DM5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11489126 | PA      | $10544654.73   | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG AUTH-B             | CUSIP: 576000ZJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2240000 | PA      | $1828796.03    | 0.00%             | 2030-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735061                      | CUSIP: 31402QTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1331387 | PA      | $1385894.80    | 0.00%             | 2034-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709033                      | CUSIP: 31401HV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11604 | PA      | $11850.59      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $7126298.78    | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4369                      | CUSIP: 31419E2B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     210953 | PA      | $198552.56     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   20763000 | PA      | $16898064.72   | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7832                      | CUSIP: 3128UGCU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     141377 | PA      | $146109.87     | 0.00%             | 2040-11-01      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1077                      | CUSIP: 3140X4FT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3776066 | PA      | $3684016.28    | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1716039.95    | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2600                      | CUSIP: 3140XH3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15575194 | PA      | $13746376.14   | 0.01%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBD5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    7820000 | PA      | $6092800.51    | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40534                      | CUSIP: 3128K0SX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27863 | PA      | $28455.24      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $4477092.29    | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   13400000 | PA      | $12279203.50   | 0.01%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    7305000 | PA      | $5028192.06    | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1853                      | CUSIP: 31419CBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1033408 | PA      | $1004403.27    | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   11275000 | PA      | $11341734.47   | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-A                                                     | CNH 2022-A A3                  | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2050000 | PA      | $1962486.32    | 0.00%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1052                      | CUSIP: 3138EHE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     425023 | PA      | $421915.37     | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |   16445000 | PA      | $15761134.51   | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15383                      | CUSIP: 3128PU6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     162426 | PA      | $161558.23     | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GCJ14                                          | GSMS 2013-GC14 AAB             | CUSIP: 36198FAF9<br>LEI: 549300ITVQSU1IHX4H03 | Long             | ABS-MBS          | CORP              | US        |     118185 | PA      | $117614.86     | 0.00%             | 2046-08-10      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DQ7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   21120000 | PA      | $19897008.17   | 0.01%             | 2025-06-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4346                      | CUSIP: 3140QPZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19488610 | PA      | $19220762.24   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   18730000 | PA      | $16791188.96   | 0.01%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6735                      | CUSIP: 3138X6PV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3910873 | PA      | $3536163.58    | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                                        | RENAISSANCERE FI               | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |    3525000 | PA      | $3283732.43    | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P3                                       | CRVNA 2021-P3 A3               | CUSIP: 14687JAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3625000 | PA      | $3374552.01    | 0.00%             | 2026-11-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50950                      | CUSIP: 3128KDBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5649 | PA      | $5965.47       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3869                      | CUSIP: 3140X7JP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20145052 | PA      | $18983812.19   | 0.01%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1345000 | PA      | $1483212.55    | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  963245000 | PA      | $903794674.49  | 0.39%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                                       | BMO 2022-C3 A5                 | CUSIP: 05602QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10675000 | PA      | $10723990.78   | 0.00%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0081                      | CUSIP: 3138EGCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1877919 | PA      | $1935110.63    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD7148                      | CUSIP: 3140FE5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1214178 | PA      | $1126697.74    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3385                      | CUSIP: 31418CXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16496636 | PA      | $16153796.28   | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3563                      | CUSIP: 31418C5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19605095 | PA      | $18733862.04   | 0.01%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    1430000 | PA      | $1345757.81    | 0.00%             | 2040-06-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   12465000 | PA      | $13504077.04   | 0.01%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546BA1<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $7561922.31    | 0.00%             | 2052-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01391                      | CUSIP: 31283HRL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     116787 | PA      | $122232.36     | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1964330.08    | 0.00%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 761915                      | CUSIP: 31403YN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5207 | PA      | $5336.79       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    8200000 | PA      | $6306756.69    | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9224                      | CUSIP: 3140E2HA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     677109 | PA      | $632204.83     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2773                      | CUSIP: 31418CCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11778926 | PA      | $11020793.22   | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   18570000 | PA      | $15456644.61   | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMWARE INC                     | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   27579000 | PA      | $25737360.43   | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7590                      | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   68169126 | PA      | $60993978.21   | 0.03%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595412                      | CUSIP: 36200AN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      12070 | PA      | $12562.26      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2479                      | CUSIP: 3140H3XH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1741570 | PA      | $1616372.95    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327V2A1<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    2895000 | PA      | $2715026.22    | 0.00%             | 2026-05-20      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07277                      | CUSIP: 3128M9M25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     913279 | PA      | $938091.39     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K066 A2                   | CUSIP: 3137F2LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9890000 | PA      | $9349398.75    | 0.00%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4646                      | CUSIP: 3132A5ET8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4684751 | PA      | $4217771.62    | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651718                      | CUSIP: 36292LAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10475 | PA      | $10998.59      | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BA CREDIT CARD TRUST                                                             | BACCT 2020-A1 A1               | CUSIP: 05522RDC9<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |   12600000 | PA      | $12056133.60   | 0.01%             | 2026-05-15      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp/The                                                                | LUBRIZOL CORP                  | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |     420000 | PA      | $480991.17     | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 ASB             | CUSIP: 46590JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2319745 | PA      | $2242570.21    | 0.00%             | 2048-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDP4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3325000 | PA      | $3176324.55    | 0.00%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995051                      | CUSIP: 31416BL89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1591913 | PA      | $1679803.98    | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   19275000 | PA      | $15925478.97   | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67716                      | CUSIP: 3132XCSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14352302 | PA      | $14160292.23   | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |    7600000 | PA      | $4997899.38    | 0.00%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   29278000 | PA      | $23859423.04   | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2953                      | CUSIP: 3138YUH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1848110 | PA      | $1755718.15    | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   13232000 | PA      | $13652554.64   | 0.01%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI9896                      | CUSIP: 36198W7H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        399 | PA      | $373.76        | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893452                      | CUSIP: 31410PTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16364 | PA      | $17086.64      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS12                                        | MSC 2016-UB12 A4               | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7350000 | PA      | $6801873.02    | 0.00%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6997                      | CUSIP: 3140XAX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27921801 | PA      | $23156954.35   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 866138                      | CUSIP: 31409BHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2806 | PA      | $2958.40       | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8483                      | CUSIP: 3138WJM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   80447096 | PA      | $72265650.82   | 0.03%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    9990000 | PA      | $9468985.74    | 0.00%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4323                      | CUSIP: 36179SYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2819633 | PA      | $2805025.98    | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    9275000 | PA      | $6267474.59    | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 981750                      | CUSIP: 31415BEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36382 | PA      | $37547.39      | 0.00%             | 2038-07-01      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAY2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   38170000 | PA      | $37612057.66   | 0.02%             | 2024-12-05      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794305                      | CUSIP: 31405NNW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16120 | PA      | $16517.94      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6778149.52    | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AN2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    7875000 | PA      | $7573087.86    | 0.00%             | 2044-03-15      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53534                      | CUSIP: 3132XV4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     739641 | PA      | $662479.82     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7046000 | PA      | $8082726.88    | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    8100000 | PA      | $7620566.99    | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | TOTAL SYSTEM SVC               | CUSIP: 891906AC3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6327016.28    | 0.00%             | 2026-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    5650000 | PA      | $4547414.25    | 0.00%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO3185                      | CUSIP: 3140JXRF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10821705 | PA      | $9287454.59    | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $3198247.82    | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90720                      | CUSIP: 31335HYR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19019 | PA      | $17842.01      | 0.00%             | 2023-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0147                      | CUSIP: 31417YEV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33628 | PA      | $32452.11      | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   11340000 | PA      | $10584600.08   | 0.00%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   17950000 | PA      | $14558144.31   | 0.01%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1737231.46    | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    4520000 | PA      | $4230638.19    | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 809276                      | CUSIP: 31406GCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      38957 | PA      | $40610.23      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930071                      | CUSIP: 31412NJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      91622 | PA      | $93380.01      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNH EQUIPMENT TRUST CNH_22-B                                                     | CNH 2022-B A3                  | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $818895.87     | 0.00%             | 2027-08-16      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   26500000 | PA      | $23560050.52   | 0.01%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   31354000 | PA      | $27035235.45   | 0.01%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 AS               | CUSIP: 05492JAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6638000 | PA      | $5703575.38    | 0.00%             | 2052-11-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE               | CUSIP: 05684BAB3<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2585827.14    | 0.00%             | 2026-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3694                      | CUSIP: 31418DC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13469453 | PA      | $13164502.20   | 0.01%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2806306.51    | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   53621000 | PA      | $47560139.55   | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FORD CREDIT FLOORPLAN MASTER OWNER TRUST FORDF_20-2                              | FORDF 2020-2 A                 | CUSIP: 34528QHQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9765000 | PA      | $8791564.26    | 0.00%             | 2027-09-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $11083588.43   | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    9005000 | PA      | $6589699.25    | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4338                      | CUSIP: 3138ELZC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     688531 | PA      | $665005.43     | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1302778.49    | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAX5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4558833.78    | 0.00%             | 2024-10-25      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4755940.50    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    6855000 | PA      | $5602075.73    | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   23033000 | PA      | $22854078.50   | 0.01%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    4450000 | PA      | $3436610.53    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7474                      | CUSIP: 36179WJT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3019605 | PA      | $2795982.17    | 0.00%             | 2051-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  214326000 | PA      | $207159474.38  | 0.09%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54498                      | CUSIP: 3132XW7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1805156 | PA      | $1673272.17    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18312                      | CUSIP: 3128MMK28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     147949 | PA      | $145047.21     | 0.00%             | 2024-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup COmmercial Mortgage Trust 2018-C6                                      | CGCMT 2018-C6 A4               | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1804802.97    | 0.00%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3522                      | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    9555133 | PA      | $9294601.14    | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20905641.80   | 0.01%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4175794.80    | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBE5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   10690000 | PA      | $10014707.14   | 0.00%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18716                      | CUSIP: 3128MMYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4068789 | PA      | $3913712.42    | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K746 A2                   | CUSIP: 3137H4BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8325000 | PA      | $7284048.66    | 0.00%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAT7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    9545000 | PA      | $9290270.58    | 0.00%             | 2024-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                                                       | CIGNA CORP                     | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   15015000 | PA      | $10728484.92   | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   20500000 | PA      | $21103408.28   | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3750000 | PA      | $2808549.38    | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                   | CUSIP: 751212AC5<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $3740274.46    | 0.00%             | 2025-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    3815000 | PA      | $3651244.90    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAZ7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2927160.34    | 0.00%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7580                      | CUSIP: 3140XBM64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23195988 | PA      | $21546663.00   | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4795040.16    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18518                      | CUSIP: 3128MMSG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2358968 | PA      | $2248742.25    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5203                        | CUSIP: 36202FX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7380074 | PA      | $7178362.29    | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAX7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   13700000 | PA      | $12211229.77   | 0.01%             | 2038-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0943                      | CUSIP: 3138A2BM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1896395 | PA      | $1785120.79    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   13750000 | PA      | $16419832.83   | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA NE-A          | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3660000 | PA      | $2565229.58    | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3685305.82    | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3961                      | CUSIP: 31418DMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6779365 | PA      | $6237446.04    | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08179                      | CUSIP: 3128MJFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     260444 | PA      | $262495.82     | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                      | DISCOVER FIN SVS               | CUSIP: 254709AL2<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   12486000 | PA      | $12024524.18   | 0.01%             | 2025-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6014                      | CUSIP: 3138WFVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1760950 | PA      | $1657193.08    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02527                      | CUSIP: 3132GFYY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     344356 | PA      | $341699.23     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K054 A2                   | CUSIP: 3137BNGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6350000 | PA      | $6019463.45    | 0.00%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2874019.68    | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DF3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    5000000 | PA      | $4407979.95    | 0.00%             | 2026-02-09      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 619154                      | CUSIP: 31388YZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10478 | PA      | $11093.44      | 0.00%             | 2032-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571257                      | CUSIP: 36200STN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       9157 | PA      | $9225.11       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7065000 | PA      | $5674605.03    | 0.00%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   20889000 | PA      | $19297859.59   | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701857                      | CUSIP: 36296UWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     637290 | PA      | $641543.37     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4853                        | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8478602 | PA      | $8403792.33    | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5258                        | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   13502728 | PA      | $12772208.69   | 0.01%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J21208                      | CUSIP: 31306YKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     907667 | PA      | $867705.95     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0073                      | CUSIP: 36179MCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1614605 | PA      | $1506848.04    | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4359910.74    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14428                      | CUSIP: 3128MDD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14711 | PA      | $14709.48      | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6763                      | CUSIP: 3138WGQR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4476816 | PA      | $4169601.04    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60344                      | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16234260 | PA      | $15745826.02   | 0.01%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3860                      | CUSIP: 3138WDJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2573347 | PA      | $2382043.76    | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8074                      | CUSIP: 3140XB6L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4569499 | PA      | $4071285.60    | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   22000000 | PA      | $20905801.40   | 0.01%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1704                      | CUSIP: 3140H23N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4713654 | PA      | $4513645.94    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    9635000 | PA      | $6883001.87    | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC -BABS-SER F1               | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    5425000 | PA      | $5948460.42    | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    4600000 | PA      | $3112079.95    | 0.00%             | 2042-03-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4423039.50    | 0.00%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01396                      | CUSIP: 3132GERR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     135791 | PA      | $134744.17     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    3260000 | PA      | $3078431.66    | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M52 A2                | CUSIP: 3136BCB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10825000 | PA      | $8497823.10    | 0.00%             | 2030-10-25      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JB3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |   47900000 | PA      | $45142067.45   | 0.02%             | 2025-03-14      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1150894000 | PA      | $1000198816.88 | 0.44%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6412244.22    | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3137EAFA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |   60000000 | PA      | $57499440.00   | 0.03%             | 2023-12-04      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  639983800 | PA      | $635483945.91  | 0.28%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B33 Mortgage Trust                                                | BMARK 2022-B33 A5              | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3350000 | PA      | $2955654.75    | 0.00%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZE7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24135061.75   | 0.01%             | 2023-12-06      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2210232.95    | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   44050000 | PA      | $37431680.00   | 0.02%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717097                      | CUSIP: 3620A2UW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     146985 | PA      | $147972.81     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0981                      | CUSIP: 31419BCT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4864831 | PA      | $4552163.84    | 0.00%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8001                      | CUSIP: 3132DV3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1977591 | PA      | $1824647.99    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0304                      | CUSIP: 3140EUKS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1178705 | PA      | $1097877.58    | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    7729000 | PA      | $7121290.99    | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $37362419.20   | 0.02%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   30440000 | PA      | $26369067.64   | 0.01%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114QCB2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   19900000 | PA      | $19478170.35   | 0.01%             | 2024-03-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | BANK OF AMERICA                | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    7400000 | PA      | $7586900.76    | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $3997748.36    | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    9100000 | PA      | $7884397.52    | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL AUTOMOBILE LEASING TRUST GMALT_21-1                                 | GMALT 2021-1 B                 | CUSIP: 36261RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     510000 | PA      | $495793.29     | 0.00%             | 2025-02-20      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735396                      | CUSIP: 31402Q7H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9029 | PA      | $8885.68       | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8460                      | CUSIP: 3140QGMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14347683 | PA      | $12257350.83   | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC                         | CUSIP: 960386AN0<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    8205000 | PA      | $8070737.07    | 0.00%             | 2024-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Maryland State Transportation Authority                                          | MD TRN AUTH                    | CUSIP: 574300HZ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     840000 | PA      | $884615.68     | 0.00%             | 2043-07-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A             | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   12600000 | PA      | $10215234.54   | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   13845000 | PA      | $16238901.01   | 0.01%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   15110000 | PA      | $11268665.39   | 0.00%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    2243000 | PA      | $2145836.78    | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4004                      | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15865597 | PA      | $14836434.26   | 0.01%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4384                      | CUSIP: 31418D2S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6232199 | PA      | $5723463.26    | 0.00%             | 2036-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-2                                    | HAROT 2022-2 A4                | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     650000 | PA      | $627838.12     | 0.00%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2816                      | CUSIP: 3138EKDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     211164 | PA      | $217377.70     | 0.00%             | 2042-10-01      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4883                        | CUSIP: 36202FM86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1677764 | PA      | $1677978.42    | 0.00%             | 2040-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q60624                      | CUSIP: 3132VLVS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      58602 | PA      | $57453.36      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154BT5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   13400000 | PA      | $12844603.23   | 0.01%             | 2025-01-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86715                      | CUSIP: 312933N83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      48733 | PA      | $48432.68      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   16825000 | PA      | $15244181.38   | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR3915                      | CUSIP: 3138W1K55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93242 | PA      | $84277.64      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   14708000 | PA      | $15803681.73   | 0.01%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5775305.20    | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    6552000 | PA      | $5948709.14    | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8008000 | PA      | $8028838.66    | 0.00%             | 2026-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   17505000 | PA      | $14355357.73   | 0.01%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    2400000 | PA      | $1913226.96    | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167CY7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   13404000 | PA      | $12753546.50   | 0.01%             | 2025-03-19      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC1442                      | CUSIP: 3140EVS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5462637 | PA      | $5087812.39    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    5540000 | PA      | $5543012.15    | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6423                      | CUSIP: 3140QED58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7937960 | PA      | $7113654.49    | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CK6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $4894934.31    | 0.00%             | 2024-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92241                      | CUSIP: 312940P29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     878255 | PA      | $904729.99     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05484                      | CUSIP: 3128M7M94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1034572 | PA      | $1028207.73    | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   41250000 | PA      | $38237250.98   | 0.02%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   10600000 | PA      | $8312087.63    | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAN4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   20794000 | PA      | $19703656.42   | 0.01%             | 2025-03-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A25831                      | CUSIP: 31297DPQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1025 | PA      | $1035.09       | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890818                      | CUSIP: 31410LVK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9461045 | PA      | $9276146.91    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 00254ENA6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    5200000 | PA      | $4857620.25    | 0.00%             | 2024-07-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   13200000 | PA      | $10415816.66   | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4773                      | CUSIP: 3132A5JS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15272686 | PA      | $14959701.24   | 0.01%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $9604331.23    | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569800                      | CUSIP: 36200Q7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5130 | PA      | $5280.14       | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    1893000 | PA      | $1739628.16    | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |    8904000 | PA      | $7619063.76    | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619178                      | CUSIP: 36290V2K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4782 | PA      | $5027.20       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | AVANGRID INC                   | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6268601.77    | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAQ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   22560000 | PA      | $21983744.28   | 0.01%             | 2025-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46280                      | CUSIP: 3128K66R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9382 | PA      | $9425.92       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   10900000 | PA      | $7195679.04    | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8267                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  114101382 | PA      | $108162257.07  | 0.05%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $9062965.20    | 0.00%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4272                      | CUSIP: 31417AXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2129565 | PA      | $1976447.34    | 0.00%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 884992                      | CUSIP: 31410CF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2263 | PA      | $2396.59       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-C                                     | WOART 2021-C A3                | CUSIP: 98164CAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4225000 | PA      | $4039616.72    | 0.00%             | 2026-08-17      | Fixed         | 0.44%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   93721000 | PA      | $91846580.00   | 0.04%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CREDIT CARD TRUST BACCT_22-A1                                    | BACCT 2022-A1 A1               | CUSIP: 05522RDE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6600000 | PA      | $6416818.32    | 0.00%             | 2027-11-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   19540000 | PA      | $23700539.45   | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4233                      | CUSIP: 31418DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11793640 | PA      | $10415109.45   | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888129                      | CUSIP: 31410FVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1781678 | PA      | $1863800.87    | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   11655000 | PA      | $11269333.72   | 0.00%             | 2025-05-26      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2006                      | CUSIP: 3140J6GQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   22293726 | PA      | $21347279.05   | 0.01%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $9339903.02    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q41489                      | CUSIP: 3132WEUP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     775748 | PA      | $685245.54     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711966                      | CUSIP: 36297G6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1419493 | PA      | $1429075.04    | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   10000000 | PA      | $10706837.50   | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HLDS               | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   19700000 | PA      | $19455729.46   | 0.01%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 AS              | CUSIP: 22945EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2100000 | PA      | $1699508.16    | 0.00%             | 2054-03-15      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5055                      | CUSIP: 3138XUTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2446027 | PA      | $2285506.75    | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7534                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   83449572 | PA      | $72614420.84   | 0.03%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    9395000 | PA      | $8000593.07    | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2656                      | CUSIP: 3140XH5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18764652 | PA      | $18127316.06   | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $6763276.90    | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1083                      | CUSIP: 31418AFZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5339670 | PA      | $4884638.47    | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XAS5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9278000 | PA      | $9007778.34    | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2327161.15    | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   10100000 | PA      | $10002486.92   | 0.00%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZK1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1860839.92    | 0.00%             | 2024-12-13      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08666                      | CUSIP: 3128MJW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9936362 | PA      | $8955161.84    | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   35785000 | PA      | $32860366.38   | 0.01%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745347                      | CUSIP: 31403DBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     418982 | PA      | $442087.72     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   16337000 | PA      | $10143633.33   | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3088                      | CUSIP: 31418CNE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10757947 | PA      | $10301067.84   | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5609799.66    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5205                        | CUSIP: 36202FYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1646874 | PA      | $1674946.73    | 0.00%             | 2041-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07914                      | CUSIP: 3128MADT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2593382 | PA      | $2631519.04    | 0.00%             | 2044-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7521                      | CUSIP: 3132DVLA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26508977 | PA      | $22935911.23   | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07273                      | CUSIP: 3128M9MW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2257837 | PA      | $2243001.19    | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    8500000 | PA      | $6669178.71    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAB5<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     669000 | PA      | $634213.51     | 0.00%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    6940000 | PA      | $4828196.73    | 0.00%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  749478000 | PA      | $714580430.63  | 0.31%             | 2024-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93784                      | CUSIP: 312942FZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1174694 | PA      | $1148180.47    | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    3290000 | PA      | $3007337.41    | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BH1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   23330000 | PA      | $22424000.21   | 0.01%             | 2026-11-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAP6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $6624241.43    | 0.00%             | 2026-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBSCM 2019-C17 A4              | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4910000 | PA      | $4180915.57    | 0.00%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 AS              | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9929000 | PA      | $8909391.98    | 0.00%             | 2060-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    7700000 | PA      | $5263601.34    | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    4631000 | PA      | $3813468.68    | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2901                      | CUSIP: 3140X6GK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19218600 | PA      | $18527401.10   | 0.01%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  651075000 | PA      | $362567390.63  | 0.16%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A72748                      | CUSIP: 3128L6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167160 | PA      | $172226.04     | 0.00%             | 2038-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $919910.16     | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    4025000 | PA      | $4237868.28    | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAV1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    4295000 | PA      | $4134419.01    | 0.00%             | 2025-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BM7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $4607808.82    | 0.00%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1680                      | CUSIP: 3132AD2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3905888 | PA      | $3860546.35    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $788109.04     | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845425                      | CUSIP: 31408AHA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      20152 | PA      | $20034.42      | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2311                      | CUSIP: 3140FMR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7304133 | PA      | $6561593.13    | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1159                      | CUSIP: 3140X4JD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17504739 | PA      | $17087089.83   | 0.01%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18317                      | CUSIP: 3128MMK77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56905 | PA      | $56935.79      | 0.00%             | 2024-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCP5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   41104000 | PA      | $40230901.30   | 0.02%             | 2025-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A34557                      | CUSIP: 31297QB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51314 | PA      | $52416.24      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8429                      | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   44137169 | PA      | $44419072.87   | 0.02%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Welltower Inc                                                                    | HEALTH CARE REIT               | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1998938.28    | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   41045000 | PA      | $39382795.30   | 0.02%             | 2026-09-12      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3097650.12    | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     775000 | PA      | $638393.18     | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q12454                      | CUSIP: 3132HNWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1074238 | PA      | $963809.77     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1820043.62    | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15553                      | CUSIP: 3128PVE22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     169769 | PA      | $168867.45     | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                                        | EDWARDS LIFE                   | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $4547560.08    | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   58950000 | PA      | $54141427.87   | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3270604.79    | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1659                      | CUSIP: 3138X0ZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7188652 | PA      | $6878568.65    | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16511                      | CUSIP: 31296RGU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17028 | PA      | $17250.70      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03510                      | CUSIP: 3132GJR76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1347372 | PA      | $1311246.58    | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   10174000 | PA      | $9030847.53    | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM 2016-DC2 Mortgage Trust                                                     | COMM 2016-DC2 ASB              | CUSIP: 12594CBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2647194 | PA      | $2577795.14    | 0.00%             | 2049-02-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11100000 | PA      | $10558870.12   | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   22702000 | PA      | $14289186.83   | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   11926000 | PA      | $11783062.95   | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01845                      | CUSIP: 31292JBN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      24291 | PA      | $23943.13      | 0.00%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   12591000 | PA      | $10068850.58   | 0.00%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7051                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  153180069 | PA      | $128468600.43  | 0.06%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9171                      | CUSIP: 31417GFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3198818 | PA      | $3060827.61    | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08728                      | CUSIP: 3128MJY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1577276 | PA      | $1513923.40    | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHX1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   13750000 | PA      | $13224192.30   | 0.01%             | 2024-07-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9209                      | CUSIP: 3140XDGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8494336 | PA      | $7577332.86    | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_19-B                                         | HART 2020-A A3                 | CUSIP: 44891LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     186066 | PA      | $183374.07     | 0.00%             | 2024-11-15      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW4979                      | CUSIP: 3138XUQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2430548 | PA      | $2342558.29    | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CD2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    1319000 | PA      | $1269239.64    | 0.00%             | 2024-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  347155000 | PA      | $345202253.13  | 0.15%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7123862.48    | 0.00%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4126918.40    | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26922                      | CUSIP: 31297EVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8174 | PA      | $8597.59       | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HLDS               | CUSIP: 15089QAK0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3369666.56    | 0.00%             | 2026-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0324                      | CUSIP: 36179MLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     221545 | PA      | $236707.72     | 0.00%             | 2039-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    5023000 | PA      | $4322481.57    | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   18434000 | PA      | $13245639.54   | 0.01%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBH2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   16625000 | PA      | $16416381.35   | 0.01%             | 2024-01-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6038                      | CUSIP: 36179UV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   17749067 | PA      | $15846830.58   | 0.01%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   21072000 | PA      | $13601176.95   | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                           | SKYWORKS SOLUT                 | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5483202.83    | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q42621                      | CUSIP: 3132WF4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3086859 | PA      | $2821377.80    | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAU0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $3945435.67    | 0.00%             | 2025-03-07      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8020                      | CUSIP: 3132D54D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7672225 | PA      | $7074847.08    | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255706                      | CUSIP: 31371MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133323 | PA      | $138928.61     | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55068                      | CUSIP: 3128KHTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4296 | PA      | $4487.09       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    9978000 | PA      | $7177540.59    | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |   16600000 | PA      | $11803290.56   | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97294                      | CUSIP: 312946C79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1648732 | PA      | $1604495.65    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $4779502.47    | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3693                      | CUSIP: 31418DC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4992984 | PA      | $4751854.53    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4547                      | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   42273626 | PA      | $34495616.91   | 0.02%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   37770000 | PA      | $31364692.97   | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6635260.22    | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C62892                      | CUSIP: 31287NF94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11907 | PA      | $12007.23      | 0.00%             | 2032-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01309                      | CUSIP: 31283HN27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6971 | PA      | $7424.75       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $852568.64     | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A3                 | CUSIP: 3137FL2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12220000 | PA      | $11188570.90   | 0.00%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    3275000 | PA      | $2619517.20    | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3679081.95    | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8425                      | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10074622 | PA      | $9262730.60    | 0.00%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    6675000 | PA      | $6255706.07    | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B30 Mortgage Trust                                                | BMARK 2021-B30 A5              | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10550000 | PA      | $8619310.97    | 0.00%             | 2054-11-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781649                      | CUSIP: 36225BZN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      10457 | PA      | $10761.52      | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4150000 | PA      | $4102701.70    | 0.00%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0070                      | CUSIP: 3138EGCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     694849 | PA      | $708958.38     | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1883593.22    | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738710                      | CUSIP: 3620ASVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     415510 | PA      | $415546.41     | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95258                      | CUSIP: 312943ZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     179251 | PA      | $174198.58     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 756350                      | CUSIP: 31403SH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95756 | PA      | $97610.29      | 0.00%             | 2033-11-01      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4049                      | CUSIP: 31418DQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13120211 | PA      | $12071309.03   | 0.01%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   22561000 | PA      | $18859541.27   | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7299310.08    | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9424                      | CUSIP: 3138ERPJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15392413 | PA      | $14378751.93   | 0.01%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13072                      | CUSIP: 3128MBT56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        807 | PA      | $806.10        | 0.00%             | 2023-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |   13105000 | PA      | $14342869.47   | 0.01%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA          | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |    8965000 | PA      | $5480367.26    | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K055 A2                   | CUSIP: 3137BPW21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7500000 | PA      | $7076881.50    | 0.00%             | 2026-03-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    2239000 | PA      | $2415212.82    | 0.00%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO LEASE TRUST MBALT_20-B                                        | MBALT 2021-A A3                | CUSIP: 58770GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1472228 | PA      | $1457033.83    | 0.00%             | 2024-01-16      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ5486                      | CUSIP: 3140KRCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   44878289 | PA      | $36809823.77   | 0.02%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 ASB              | CUSIP: 12635FAU8<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |    1302926 | PA      | $1269295.68    | 0.00%             | 2048-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3979                      | CUSIP: 3138A5M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     629403 | PA      | $607079.21     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31620                      | CUSIP: 31297LYR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6441 | PA      | $6579.48       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   14230000 | PA      | $9213857.98    | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    5300000 | PA      | $5161918.31    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   37900000 | PA      | $26107603.74   | 0.01%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   14025000 | PA      | $12206531.82   | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   15000000 | PA      | $11485297.35   | 0.01%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    9235000 | PA      | $7248870.66    | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7472                      | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  133136461 | PA      | $115934364.93  | 0.05%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2136                      | CUSIP: 31418BLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1999034 | PA      | $1850654.73    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    5648000 | PA      | $5269837.71    | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   12985000 | PA      | $12003250.51   | 0.01%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6447479.28    | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01549                      | CUSIP: 31292HWJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      63040 | PA      | $66442.62      | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C17                              | JPMBB 2013-C17 ASB             | CUSIP: 46640UAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     227178 | PA      | $225084.07     | 0.00%             | 2047-01-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    6700000 | PA      | $5408183.65    | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   38825000 | PA      | $32613261.68   | 0.01%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3776                      | CUSIP: 31418DFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3617581 | PA      | $3443076.73    | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1935000 | PA      | $1591645.98    | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    4750000 | PA      | $3572322.34    | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2303                      | CUSIP: 36179QRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    8290225 | PA      | $7778684.92    | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 AS               | CUSIP: 36254CAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3700000 | PA      | $3308309.86    | 0.00%             | 2050-08-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   35125000 | PA      | $32828644.82   | 0.01%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBN3<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    3589000 | PA      | $3437944.84    | 0.00%             | 2025-02-05      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49956                      | CUSIP: 3132WQB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2711878 | PA      | $2519917.08    | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 740320                      | CUSIP: 31402WPD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      47067 | PA      | $46091.18      | 0.00%             | 2033-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4468                      | CUSIP: 31418D6E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3257735 | PA      | $2999560.09    | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV SYS                | CUSIP: 8821177C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    4725000 | PA      | $3460028.20    | 0.00%             | 2049-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |    3704000 | PA      | $2105365.97    | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    8050000 | PA      | $5388185.23    | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1238                      | CUSIP: 3140X4LU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     162671 | PA      | $154815.58     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783533                      | CUSIP: 36241L4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     573506 | PA      | $539602.16     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CE7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4440000 | PA      | $3891151.44    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254198                      | CUSIP: 31371KKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13786 | PA      | $14259.96      | 0.00%             | 2032-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6333545.61    | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Prudential PLC                                                                   | PRUDENTIAL PLC                 | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |   13340000 | PA      | $11611842.89   | 0.01%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8204                      | CUSIP: 3132DWDH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9018712 | PA      | $7359169.25    | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723552                      | CUSIP: 3620A9ZR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     262844 | PA      | $264188.49     | 0.00%             | 2025-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03581                      | CUSIP: 3128M5J27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     495607 | PA      | $534050.73     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779239                      | CUSIP: 36176XPY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4046063 | PA      | $3743118.86    | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $5900681.93    | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932840                      | CUSIP: 31412RLV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     626226 | PA      | $619471.16     | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    7925000 | PA      | $6718305.03    | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4826206.10    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82907                       | CUSIP: 36225FGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     327304 | PA      | $317249.81     | 0.00%             | 2041-08-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    4380000 | PA      | $3759463.11    | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5793                      | CUSIP: 31417CNK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1646656 | PA      | $1531201.82    | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    5800000 | PA      | $4661423.75    | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AB7<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2960874.32    | 0.00%             | 2026-04-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    4945000 | PA      | $6488021.04    | 0.00%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4826                      | CUSIP: 3140QQLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8797041 | PA      | $8271030.42    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3764                      | CUSIP: 31418DFE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7147511 | PA      | $6591270.67    | 0.00%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   38977000 | PA      | $30536755.55   | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60194                      | CUSIP: 31335AGB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2443342 | PA      | $2239467.64    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607GLZ5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    5445000 | PA      | $5138058.11    | 0.00%             | 2025-01-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03721                      | CUSIP: 3128M5PE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     451839 | PA      | $457319.81     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8654922.30    | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $8559267.52    | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 824324                      | CUSIP: 31406YYV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4699 | PA      | $4680.87       | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2976                      | CUSIP: 3138LTJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4437891 | PA      | $4230509.87    | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03490                      | CUSIP: 31292K2X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     712641 | PA      | $705820.25     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 80290                       | CUSIP: 36225CKC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5912 | PA      | $5735.39       | 0.00%             | 2029-06-20      | Floating      | 2.88%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   36100000 | PA      | $26445269.80   | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK9597                      | CUSIP: 3140HPUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     133602 | PA      | $127674.49     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4625                      | CUSIP: 31418ED72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  113586392 | PA      | $103469467.79  | 0.05%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906236                      | CUSIP: 31411EY92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32439 | PA      | $32916.22      | 0.00%             | 2037-01-01      | Floating      | 2.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91714                      | CUSIP: 3128P73X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4541988 | PA      | $4106010.81    | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638BU5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    4800000 | PA      | $4610495.71    | 0.00%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   11316000 | PA      | $10364264.54   | 0.00%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   23691000 | PA      | $18426405.17   | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38470                      | CUSIP: 31297UMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25774 | PA      | $25891.43      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   13200000 | PA      | $12148906.57   | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3927                      | CUSIP: 3138A5LH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1875563 | PA      | $1822604.76    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                      | DISCOVER FIN SVS               | CUSIP: 254709AM0<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |   15300000 | PA      | $14400039.77   | 0.01%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALLY AUTO RECEIVABLES TRUST ALLYA_22-2                                           | ALLYA 2022-2 A3                | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7675000 | PA      | $7628243.90    | 0.00%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745354                      | CUSIP: 31403DBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108442 | PA      | $113023.46     | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7312                      | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  191559285 | PA      | $167057760.19  | 0.07%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521278                      | CUSIP: 36211SCP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      35181 | PA      | $35502.93      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2018-1 Class AA Pass Through Trust                               | UNTD AIR 18-1 AA               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     262962 | PA      | $224188.90     | 0.00%             | 2031-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    2905000 | PA      | $2467135.51    | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K103 A2                   | CUSIP: 3137FQKN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12550000 | PA      | $11175591.77   | 0.00%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19627850 | PA      | $18969139.02   | 0.01%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    4875000 | PA      | $3991771.58    | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6045                      | CUSIP: 3140X9WF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16579342 | PA      | $14905479.71   | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2482                      | CUSIP: 3138EJXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1063142 | PA      | $1047927.00    | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7339                      | CUSIP: 3138Y9EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     913503 | PA      | $845548.50     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AT7<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2615054.79    | 0.00%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8824                      | CUSIP: 3138AAYW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     218626 | PA      | $212165.38     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8819                      | CUSIP: 31417FYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4511132 | PA      | $4077977.00    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05651                      | CUSIP: 3128M7TG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     283722 | PA      | $289713.43     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08117                      | CUSIP: 3128MJDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     312962 | PA      | $331363.39     | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AS4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2929294.57    | 0.00%             | 2025-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                   | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   11300000 | PA      | $9084161.30    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10000000 | PA      | $8813225.00    | 0.00%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   16880000 | PA      | $17912601.76   | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1736747.19    | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   28483000 | PA      | $33999562.66   | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3860000 | PA      | $3084724.29    | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0936                      | CUSIP: 3138A2BE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3336639 | PA      | $3122586.30    | 0.00%             | 2040-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   58600000 | PA      | $53262806.93   | 0.02%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0040                      | CUSIP: 3138EGBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     168699 | PA      | $168308.67     | 0.00%             | 2041-03-01      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4721                      | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2375919 | PA      | $2346145.20    | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                  | BANK 2019-BN20 A3              | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7785000 | PA      | $6792504.36    | 0.00%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   11625000 | PA      | $9671054.66    | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   15500000 | PA      | $12164274.14   | 0.01%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3596                      | CUSIP: 36179R7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5176487 | PA      | $4713510.68    | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1539                      | CUSIP: 3140X4V94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2027756 | PA      | $1960049.23    | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAL5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   19875000 | PA      | $19895400.10   | 0.01%             | 2024-12-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    8950000 | PA      | $7485452.70    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $5839123.34    | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   20590000 | PA      | $17577875.93   | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02926                      | CUSIP: 31294MHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      88301 | PA      | $87829.33      | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3998                      | CUSIP: 31418DNQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     739046 | PA      | $725856.25     | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636224                      | CUSIP: 36291RYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      15699 | PA      | $16331.91      | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69349LAQ1<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    9374000 | PA      | $9140976.89    | 0.00%             | 2025-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $4748542.70    | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7059                      | CUSIP: 31417DZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1039787 | PA      | $891885.72     | 0.00%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01469                      | CUSIP: 31283HT21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      96503 | PA      | $98354.92      | 0.00%             | 2032-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8099                      | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   50052176 | PA      | $46016764.63   | 0.02%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                  | LIFE STORAGE                   | CUSIP: 53227JAA2<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $926079.60     | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08079                      | CUSIP: 3128MJCR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     258486 | PA      | $259688.99     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92303                      | CUSIP: 312940RY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     503839 | PA      | $519214.45     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EH6<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |   15000000 | PA      | $14244702.30   | 0.01%             | 2024-11-13      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783467                      | CUSIP: 36241LZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     787757 | PA      | $757931.24     | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA AUTO RECEIVABLES OWNER TRUST TAOT_21-A                                    | TAOT 2021-A A3                 | CUSIP: 89240BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1888998 | PA      | $1835995.66    | 0.00%             | 2025-05-15      | Fixed         | 0.26%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   11472000 | PA      | $12496438.47   | 0.01%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     765000 | PA      | $717230.29     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6067                      | CUSIP: 3138A7W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182273 | PA      | $179852.84     | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   55935000 | PA      | $64660468.46   | 0.03%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR/PWR-BABS           | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    1265000 | PA      | $1496188.74    | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | RAYTHEON TECH                  | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    9825000 | PA      | $6407928.57    | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VAU7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11473443.84   | 0.01%             | 2025-03-15      | Fixed         | 3.79%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4099                      | CUSIP: 31418DRV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   67915311 | PA      | $62518441.12   | 0.03%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $873464.41     | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   24247000 | PA      | $24720431.89   | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8255                      | CUSIP: 3132DWE41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20079870 | PA      | $18275743.82   | 0.01%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41066                      | CUSIP: 3128K1FF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     273509 | PA      | $279354.74     | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2316                      | CUSIP: 3138YTSE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56747 | PA      | $52417.50      | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9874                      | CUSIP: 3138AP6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     145201 | PA      | $143924.10     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17233                      | CUSIP: 3128PXBA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2561172 | PA      | $2417134.97    | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06883                      | CUSIP: 3128M86U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1096310 | PA      | $1095673.81    | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   12925000 | PA      | $9712345.59    | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E04106                      | CUSIP: 31294NR35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     729196 | PA      | $668915.58     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAB1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    7275000 | PA      | $7068956.94    | 0.00%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745943                      | CUSIP: 31403DWC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     106684 | PA      | $112737.51     | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04190                      | CUSIP: 3128M57B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     349524 | PA      | $355480.64     | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3906                      | CUSIP: 31418DKU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5627316 | PA      | $5193005.14    | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    9565000 | PA      | $6518987.97    | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3881                        | CUSIP: 36202EJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4859 | PA      | $5013.33       | 0.00%             | 2036-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1138                      | CUSIP: 31418AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3035865 | PA      | $2943945.15    | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91558                      | CUSIP: 3128P7WT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1068085 | PA      | $1025077.19    | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817366                      | CUSIP: 31406RCB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16355 | PA      | $16704.33      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783535                      | CUSIP: 36241L4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     569268 | PA      | $550411.84     | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 A3              | CUSIP: 61766LBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5758384 | PA      | $5448324.19    | 0.00%             | 2049-01-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1586                      | CUSIP: 3138WAXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1528915 | PA      | $1497070.97    | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   50465000 | PA      | $52548094.77   | 0.02%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82840                       | CUSIP: 36225FEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      41325 | PA      | $40633.73      | 0.00%             | 2041-05-20      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   38100000 | PA      | $32025795.11   | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7304000 | PA      | $6581826.86    | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422ETT6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    4421000 | PA      | $4283453.01    | 0.00%             | 2024-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AQF40<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   21000000 | PA      | $19611732.00   | 0.01%             | 2024-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAL9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4361492.48    | 0.00%             | 2025-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552706                      | CUSIP: 36213FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       7963 | PA      | $8197.80       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6849                      | CUSIP: 31417DTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1455351 | PA      | $1324132.52    | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | MSBAM 2017-C33 AS              | CUSIP: 61767CAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    3800000 | PA      | $3437025.52    | 0.00%             | 2050-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   15092000 | PA      | $13261131.68   | 0.01%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K111 A2                   | CUSIP: 3137FUZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9875000 | PA      | $7927889.96    | 0.00%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   42853000 | PA      | $33611732.98   | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784353                      | CUSIP: 3622A2ZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5477274 | PA      | $5272098.22    | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3828333.80    | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   19195000 | PA      | $18118480.29   | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4637                        | CUSIP: 36202FEJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4588475 | PA      | $4666954.33    | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8245                      | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   74890603 | PA      | $72277527.35   | 0.03%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58217                      | CUSIP: 3132Y2DX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     388835 | PA      | $381194.60     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-TXBL           | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    1800000 | PA      | $1483031.88    | 0.00%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4378                      | CUSIP: 31418D2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  171047577 | PA      | $139987082.04  | 0.06%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   37855000 | PA      | $35349872.31   | 0.02%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   10139000 | PA      | $9720511.66    | 0.00%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AA0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    1964000 | PA      | $1847654.39    | 0.00%             | 2024-12-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $7164004.72    | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC23 Mortgage Trust                                                    | COMM 2015-LC23 A4              | CUSIP: 12636FBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    7797000 | PA      | $7389525.66    | 0.00%             | 2048-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAK0<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    5774000 | PA      | $5628915.43    | 0.00%             | 2025-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3266                      | CUSIP: 3133KJTX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17964341 | PA      | $14803599.45   | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   49105000 | PA      | $45345581.11   | 0.02%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK6111                      | CUSIP: 3140HKYH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2296149 | PA      | $2194032.24    | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $2393626.59    | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2373                      | CUSIP: 3140X5T78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2308430 | PA      | $2305379.99    | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AZ8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     625000 | PA      | $587653.46     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB4275                      | CUSIP: 3133AAXC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47302425 | PA      | $38794251.36   | 0.02%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 737158                      | CUSIP: 3620AQ5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      36259 | PA      | $37871.79      | 0.00%             | 2033-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J09954                      | CUSIP: 3128PNBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32060 | PA      | $31430.07      | 0.00%             | 2024-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   42480000 | PA      | $39080017.62   | 0.02%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C51                                   | WFCM 2019-C51 A4               | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8750000 | PA      | $7765198.88    | 0.00%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9736                      | CUSIP: 3138MDZA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5895497 | PA      | $5482518.79    | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4446                        | CUSIP: 36202E5F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1099680 | PA      | $1104219.62    | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3907211.10    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   22523000 | PA      | $24856876.95   | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $5738442.78    | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9893                      | CUSIP: 3138AP7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     598728 | PA      | $579928.78     | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                 | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    5750000 | PA      | $4417054.38    | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42254                      | CUSIP: 3128K2QF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8536 | PA      | $8719.34       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |   13944000 | PA      | $8926092.22    | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2083357.39    | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   48600000 | PA      | $30871961.24   | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                  | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    7595000 | PA      | $7022974.30    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757030                      | CUSIP: 36230RY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1715227 | PA      | $1670690.17    | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   18045000 | PA      | $15316472.21   | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2682                      | CUSIP: 3133A86T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2299755 | PA      | $1967080.14    | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8094                      | CUSIP: 3132D57F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3178028 | PA      | $2918358.10    | 0.00%             | 2036-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02032                      | CUSIP: 3128LXHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     193508 | PA      | $202676.07     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                             | UNITED UTILITIES               | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     175000 | PA      | $184585.70     | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4169000 | PA      | $3553029.83    | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TAY3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $3052740.61    | 0.00%             | 2049-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    7712000 | PA      | $7635852.48    | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CY0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    9500000 | PA      | $7907942.22    | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                       | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    5125000 | PA      | $4793602.13    | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08835                      | CUSIP: 3128MJ4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3056527 | PA      | $2832828.22    | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4368                      | CUSIP: 3140QB2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2366894 | PA      | $2252427.69    | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs BDC Inc                                                            | GOLDMAN SACHS BD               | CUSIP: 38147UAD9<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    4801000 | PA      | $4408074.30    | 0.00%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                     | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   19015000 | PA      | $23100840.52   | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781035                      | CUSIP: 36225BEG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5662 | PA      | $5876.77       | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 579800                      | CUSIP: 31387CDD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2003 | PA      | $2065.40       | 0.00%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $4668950.10    | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6043                      | CUSIP: 3140X9WD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   29037711 | PA      | $26988302.17   | 0.01%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AU0<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2254863.18    | 0.00%             | 2025-09-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   18500000 | PA      | $15165654.17   | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9394                      | CUSIP: 3138WKNL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2888812 | PA      | $2789946.77    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    5253000 | PA      | $5003367.35    | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4983342.00    | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   11245000 | PA      | $9824089.33    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1164589.86    | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 712060                      | CUSIP: 31401MB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17631 | PA      | $18009.64      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0232                      | CUSIP: 3132DMHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4209112 | PA      | $3751668.09    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   22783000 | PA      | $22773126.08   | 0.01%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   17675000 | PA      | $12259482.52   | 0.01%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781759                      | CUSIP: 36225B5U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19331 | PA      | $19894.59      | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286G0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  182842000 | PA      | $178070957.42  | 0.08%             | 2024-02-29      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AT7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3485232.26    | 0.00%             | 2044-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    7700000 | PA      | $6767506.75    | 0.00%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | CARE CAPITAL                   | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |   12500000 | PA      | $11905793.25   | 0.01%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4133                      | CUSIP: 3140QPSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13629731 | PA      | $13160208.33   | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4515                      | CUSIP: 31418EAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   51094305 | PA      | $44346428.65   | 0.02%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH                 | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |    9215000 | PA      | $9518017.77    | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2013-C15                              | JPMBB 2013-C15 ASB             | CUSIP: 46640NAF5<br>LEI: 549300UOGMFS1M8XVM16 | Long             | ABS-MBS          | CORP              | US        |      67816 | PA      | $67340.14      | 0.00%             | 2045-11-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058DX8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   47197000 | PA      | $45420548.81   | 0.02%             | 2024-11-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535903                      | CUSIP: 31384WKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5999 | PA      | $6269.29       | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-1                              | AMCAR 2021-1 C                 | CUSIP: 03063FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1025000 | PA      | $934324.50     | 0.00%             | 2026-10-19      | Fixed         | 0.89%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    6750000 | PA      | $5063876.66    | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2013-GC16                                           | GSMS 2013-GC16 A4              | CUSIP: 36248GAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6450000 | PA      | $6375623.76    | 0.00%             | 2046-11-10      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91858                      | CUSIP: 3128P8B34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2959465 | PA      | $2710134.49    | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4459484.65    | 0.00%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8193                      | CUSIP: 3132DWC68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17476332 | PA      | $14260608.01   | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX5249                      | CUSIP: 3138Y6ZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     262039 | PA      | $252847.34     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q06299                      | CUSIP: 3132GRKL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16150 | PA      | $15644.15      | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3427138.28    | 0.00%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 965365                      | CUSIP: 31414F6A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9028 | PA      | $9552.56       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    8325000 | PA      | $6664717.53    | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP               | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    4966000 | PA      | $4363399.14    | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5247                      | CUSIP: 36184BZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     476701 | PA      | $442501.15     | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  429583000 | PA      | $406492913.75  | 0.18%             | 2024-04-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Discover Bank                                                                    | DISCOVER BANK                  | CUSIP: 25466AAR2<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6405757.60    | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |   42176000 | PA      | $39635366.68   | 0.02%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4616                      | CUSIP: 3140X8DW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47384950 | PA      | $43999043.99   | 0.02%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255844                      | CUSIP: 31371MER4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      25451 | PA      | $26900.65      | 0.00%             | 2035-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06945                      | CUSIP: 3128M9BN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     257612 | PA      | $260931.49     | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8147                      | CUSIP: 3132DWBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  108285535 | PA      | $92307441.43   | 0.04%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP/TARGA RESOURCES PARTNERS FINANCE COR                 | TRGP 6.5 7/15/2027             | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4038839.36    | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAL9<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $15575543.52   | 0.01%             | 2024-05-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RAX2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    7250000 | PA      | $6882491.99    | 0.00%             | 2026-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBC2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   11000000 | PA      | $8740806.14    | 0.00%             | 2031-10-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1652                      | CUSIP: 31416WZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     942052 | PA      | $881662.18     | 0.00%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2138                      | CUSIP: 31418BLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2855741 | PA      | $2702558.14    | 0.00%             | 2035-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   11173000 | PA      | $10526467.54   | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAB8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    2680000 | PA      | $2510659.94    | 0.00%             | 2026-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K058 A2                   | CUSIP: 3137BSP72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9400000 | PA      | $8803738.26    | 0.00%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-4                                | SDART 2021-4 D                 | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $1024418.45    | 0.00%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    3975000 | PA      | $2990337.92    | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    7225000 | PA      | $6662560.70    | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13166                      | CUSIP: 3128PSQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      69038 | PA      | $68713.08      | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08669                      | CUSIP: 3128MJW71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5091421 | PA      | $4900435.24    | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 704866                      | CUSIP: 31401DCB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     282104 | PA      | $287508.78     | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9799182.40    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4536                      | CUSIP: 31418EBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33775865 | PA      | $30172200.13   | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BF2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   11644000 | PA      | $11342653.05   | 0.00%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JICA                           | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    4500000 | PA      | $4226078.34    | 0.00%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    4990000 | PA      | $4503250.50    | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B3 Mortgage Trust                                                 | BMARK 2018-B3 A2               | CUSIP: 08161BAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1047378 | PA      | $1040781.12    | 0.00%             | 2051-04-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| City of Riverside CA                                                             | RIVERSIDE CA PENSN OB          | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |    3820000 | PA      | $3090713.10    | 0.00%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    2343000 | PA      | $2327816.00    | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $3914721.56    | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   10405000 | PA      | $9044029.02    | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    9390000 | PA      | $7264935.58    | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   29000000 | PA      | $24874792.34   | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-1                                               | CARMX 2021-1 A4                | CUSIP: 14316NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     625000 | PA      | $573326.19     | 0.00%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Great Lakes Water Authority Sewage Disposal System Revenue                       | GREAT LAKES WTR AUTH           | CUSIP: 39081HCV2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3030000 | PA      | $2327117.57    | 0.00%             | 2039-07-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257314                      | CUSIP: 31371NYK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        770 | PA      | $766.21        | 0.00%             | 2023-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    8030000 | PA      | $6543551.84    | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4751995.14    | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M11 A2                | CUSIP: 3136AT5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9238100 | PA      | $8570152.57    | 0.00%             | 2026-07-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAL1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1907254.84    | 0.00%             | 2024-10-24      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                         | US BANK NA OHIO                | CUSIP: 90331HMS9<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   23016000 | PA      | $22178840.64   | 0.01%             | 2025-01-27      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | MSBAM 2015-C22 B               | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1875000 | PA      | $1733226.19    | 0.00%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    6400000 | PA      | $5322953.28    | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   21425000 | PA      | $19802331.56   | 0.01%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0632                      | CUSIP: 3140JGV28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9696 | PA      | $9268.29       | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                     | FORTIVE CORP                   | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $4856618.94    | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18707                      | CUSIP: 3128MMYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4160828 | PA      | $4002183.17    | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group Inc                                                      | COLUMBIA PIPELIN               | CUSIP: 198280AF6<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |   10448000 | PA      | $10301308.83   | 0.00%             | 2025-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-1 Class AA Pass Through Trust                               | UNTD AIR 19-1 AA               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2319622 | PA      | $2044450.24    | 0.00%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    1001000 | PA      | $1044240.03    | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C17                                         | WFRBS 2013-C17 A4              | CUSIP: 92938GAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     925000 | PA      | $910041.92     | 0.00%             | 2046-12-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4955                      | CUSIP: 3140X8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16465003 | PA      | $15668969.65   | 0.01%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                                     | WALGREENS BOOTS                | CUSIP: 931427AS7<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4324366.55    | 0.00%             | 2030-04-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    4525000 | PA      | $3844572.49    | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569898                      | CUSIP: 36200RDB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8677 | PA      | $9068.65       | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAH1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1126000 | PA      | $1112965.10    | 0.00%             | 2023-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 929815                      | CUSIP: 31412NAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9950 | PA      | $9937.51       | 0.00%             | 2023-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHA3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    6241000 | PA      | $5627943.08    | 0.00%             | 2046-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0443                      | CUSIP: 3140EUP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9252352 | PA      | $8637572.02    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735484                      | CUSIP: 31402RCV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1137346 | PA      | $1168124.47    | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5435                      | CUSIP: 3140X9BD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4856468 | PA      | $4804945.10    | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-6                                | SDART 2022-6 C                 | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $816842.18     | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6864                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  141692295 | PA      | $118843632.96  | 0.05%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07961                      | CUSIP: 3128MAFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2729555 | PA      | $2555820.69    | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAN3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   25100000 | PA      | $23242136.91   | 0.01%             | 2026-01-25      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   17391000 | PA      | $15637017.30   | 0.01%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   11246000 | PA      | $10080891.46   | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    1496000 | PA      | $1399599.26    | 0.00%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 AS               | CUSIP: 17326FAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1575000 | PA      | $1409758.56    | 0.00%             | 2050-10-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725024                      | CUSIP: 31402CPH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      14429 | PA      | $14321.77      | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AM1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |   13800000 | PA      | $12374041.45   | 0.01%             | 2026-03-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AN0<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   45842000 | PA      | $40353035.70   | 0.02%             | 2048-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | WFCM 2016-BNK1 A3              | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |    8875000 | PA      | $8017099.90    | 0.00%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3215                      | CUSIP: 31418CSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9307843 | PA      | $8931400.99    | 0.00%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RR81<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1952107.46    | 0.00%             | 2024-06-13      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |   22573000 | PA      | $21212763.66   | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    2550000 | PA      | $2024890.84    | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 935821                      | CUSIP: 31412VD21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5722 | PA      | $5691.94       | 0.00%             | 2024-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9277                      | CUSIP: 3140GYJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3963582 | PA      | $3673712.21    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $5024122.19    | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST AMXCA_22-3                          | AMXCA 2022-3 A                 | CUSIP: 02582JJV3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23050000 | PA      | $22511286.93   | 0.01%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01828                      | CUSIP: 3128LXA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     247422 | PA      | $250839.29     | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $4817521.67    | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2222                      | CUSIP: 36179QPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1183479 | PA      | $1084398.35    | 0.00%             | 2044-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    5039000 | PA      | $4970705.07    | 0.00%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9524                      | CUSIP: 3140E2SN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     314972 | PA      | $294057.31     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MF5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3675000 | PA      | $3562786.59    | 0.00%             | 2025-04-24      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4419                      | CUSIP: 31418D4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2573721 | PA      | $2363750.81    | 0.00%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                                                  | FEDERAL REALTY I               | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1719829.02    | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3340095.29    | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5827000 | PA      | $5503071.01    | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781908                      | CUSIP: 36241KDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      20360 | PA      | $20234.74      | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    2033000 | PA      | $1738879.36    | 0.00%             | 2027-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AN6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5049000 | PA      | $4969448.36    | 0.00%             | 2024-12-05      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8529                      | CUSIP: 31418WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3454437 | PA      | $3421358.39    | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    5413000 | PA      | $4602461.17    | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                   | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     600000 | PA      | $506505.08     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8246                      | CUSIP: 3138WJEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1727855 | PA      | $1619824.01    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGT0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   30925000 | PA      | $29628139.41   | 0.01%             | 2025-10-01      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    6135000 | PA      | $4734614.65    | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    6850000 | PA      | $6168057.29    | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                            | UBSCM 2017-C2 A4               | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5850000 | PA      | $5365881.50    | 0.00%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81296                      | CUSIP: 3132L6NM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     384630 | PA      | $367136.41     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | MSBAM 2015-C27 ASB             | CUSIP: 61690AAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1000921 | PA      | $973731.95     | 0.00%             | 2047-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2743                      | CUSIP: 3140X6BM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15169555 | PA      | $14318863.18   | 0.01%             | 2034-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4123                      | CUSIP: 31418DSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9365431 | PA      | $8349528.56    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5006115.66    | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07921                      | CUSIP: 3128MAD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8194717 | PA      | $7721052.74    | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933960                      | CUSIP: 31412TB51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         18 | PA      | $18.43         | 0.00%             | 2023-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781324                      | CUSIP: 36225BPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      13840 | PA      | $14726.68      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   37595000 | PA      | $33121468.32   | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 788303                      | CUSIP: 31405FX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2253 | PA      | $2260.44       | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18622                      | CUSIP: 3128MMVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26450844 | PA      | $24797573.48   | 0.01%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M12 A2                | CUSIP: 3136AP6Z0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4571429 | PA      | $4367277.68    | 0.00%             | 2025-05-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | BB&T CORPORATION               | CUSIP: 05531FBE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   15098000 | PA      | $14677984.81   | 0.01%             | 2025-06-05      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co/The                                           | CLEVE ELEC ILLUM               | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4539000 | PA      | $4503115.53    | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11824419.48   | 0.01%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CU2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   25151000 | PA      | $24496055.38   | 0.01%             | 2024-05-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6821                      | CUSIP: 36179VSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   34762094 | PA      | $32194166.29   | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5481                      | CUSIP: 3140X9CT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16991009 | PA      | $15871640.90   | 0.01%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | OHIO EDISON CO                 | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4180000 | PA      | $4501054.26    | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |   13973000 | PA      | $12979538.98   | 0.01%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701811                      | CUSIP: 36296UVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     937426 | PA      | $943768.05     | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BG2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    9993000 | PA      | $9734670.66    | 0.00%             | 2025-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    3478000 | PA      | $3238317.46    | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 A5              | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4225000 | PA      | $3621737.60    | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 ASB                | CUSIP: 12512JAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $579769.32     | 0.00%             | 2051-08-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System Inc                            | FRANCISCAN HEALT               | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1504757.36    | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286S4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  145000000 | PA      | $136934375.00  | 0.06%             | 2026-04-30      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08062                      | CUSIP: 3128MJB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     519038 | PA      | $521440.35     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08776                      | CUSIP: 3128MJ2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2037147 | PA      | $2001771.95    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5448906.96    | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH           | CUSIP: 576000ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    8820000 | PA      | $6442400.54    | 0.00%             | 2043-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   51760000 | PA      | $49076197.42   | 0.02%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0020                      | CUSIP: 3128S4AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      51889 | PA      | $51957.80      | 0.00%             | 2035-12-01      | Floating      | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746683                      | CUSIP: 31403ERC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      46040 | PA      | $47021.01      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1028                      | CUSIP: 31418AEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     929724 | PA      | $899410.85     | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  726471000 | PA      | $647126709.15  | 0.28%             | 2026-02-28      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   30337000 | PA      | $27750575.99   | 0.01%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726765                      | CUSIP: 3620ADMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5106 | PA      | $5173.05       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 1/23                  | CUSIP: 01F032617<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37553000 | PA      | $34179095.78   | 0.01%             | 2023-01-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH0207                      | CUSIP: 3140GNGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4952405 | PA      | $4596214.52    | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G1915                      | CUSIP: 3128QSDU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      56060 | PA      | $56958.67      | 0.00%             | 2037-05-01      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08800                      | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14185434 | PA      | $13147918.26   | 0.01%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61006                      | CUSIP: 31335BDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3411540 | PA      | $3320529.31    | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368FAE9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   10700000 | PA      | $9984091.03    | 0.00%             | 2025-01-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBC7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   16000000 | PA      | $13651385.12   | 0.01%             | 2032-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENGF1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   30000000 | PA      | $28826760.00   | 0.01%             | 2023-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 AS              | CUSIP: 46643GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2750000 | PA      | $2586750.65    | 0.00%             | 2047-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7419                      | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19104048 | PA      | $17038311.84   | 0.01%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57774                      | CUSIP: 3128KLT72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3317 | PA      | $3364.32       | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Inc                                                                    | BLACKROCK INC                  | CUSIP: 09247XAP6<br>LEI: 549300LRIF3NWCU26A80 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2771688.03    | 0.00%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4003                      | CUSIP: 3138ELNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     348806 | PA      | $351280.45     | 0.00%             | 2042-07-01      | Floating      | 3.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96258                      | CUSIP: 3129445T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2916102 | PA      | $2833886.81    | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 891799                      | CUSIP: 31410MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6656 | PA      | $7011.15       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08300                      | CUSIP: 3128MJKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      44806 | PA      | $45380.27      | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 A5              | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6425000 | PA      | $5317556.80    | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4020797.45    | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 1/23                  | CUSIP: 01F022618<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        | -140938000 | PA      | $-119687199.23 | -0.05%            | 2023-01-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4492                      | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  173554791 | PA      | $142038403.69  | 0.06%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1917089.30    | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0160                      | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5755645 | PA      | $5696383.84    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02988                      | CUSIP: 3128M4UM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     112178 | PA      | $114127.07     | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3456                      | CUSIP: 36179RZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2577164 | PA      | $2570291.49    | 0.00%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_22-2                                               | CARMX 2022-2 A4                | CUSIP: 14317HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1225000 | PA      | $1178249.71    | 0.00%             | 2027-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CG2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    8300000 | PA      | $7987037.71    | 0.00%             | 2024-07-30      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zeneca Wilmington Inc                                                            | ZENECA WILMINGTN               | CUSIP: 98934KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5100000 | PA      | $5163178.09    | 0.00%             | 2023-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4416715.42    | 0.00%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     450000 | PA      | $403849.64     | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494AX1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   19035000 | PA      | $18727821.36   | 0.01%             | 2024-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $4961351.96    | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24237                      | CUSIP: 31297BV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7430 | PA      | $7656.85       | 0.00%             | 2034-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    4600000 | PA      | $4871951.17    | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783635                      | CUSIP: 3622A2BC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     295491 | PA      | $278807.35     | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08477                      | CUSIP: 3128MJQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1180771 | PA      | $1106262.25    | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 700761                      | CUSIP: 36296TQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      31644 | PA      | $31837.32      | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13000000 | PA      | $10448896.38   | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   31220000 | PA      | $39075951.04   | 0.02%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7726                      | CUSIP: 31418VSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     108474 | PA      | $107847.09     | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95960                      | CUSIP: 312944TR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1130828 | PA      | $1098995.94    | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03238                      | CUSIP: 3128M44X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      75948 | PA      | $77267.91      | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2659                      | CUSIP: 3140X55V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14576164 | PA      | $13556889.63   | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6006                      | CUSIP: 3140F1U83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     182627 | PA      | $171249.26     | 0.00%             | 2031-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEQ0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  656175000 | PA      | $632388656.25  | 0.28%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2563114.50    | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97052                      | CUSIP: 312945ZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     963382 | PA      | $990769.35     | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4815                      | CUSIP: 3138AJK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1524407 | PA      | $1510379.06    | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828P46<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  534932000 | PA      | $494561323.88  | 0.22%             | 2026-02-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04680                      | CUSIP: 3128M6Q92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     196164 | PA      | $200188.21     | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBH5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   12682000 | PA      | $12220233.29   | 0.01%             | 2026-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 785098                      | CUSIP: 3622AART3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3758579 | PA      | $3490283.24    | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    8275000 | PA      | $6883714.15    | 0.00%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   18749000 | PA      | $15774224.60   | 0.01%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K148 A2                   | CUSIP: 3137H8U90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11325000 | PA      | $10466817.55   | 0.00%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6065                      | CUSIP: 3138WFW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     277020 | PA      | $258637.86     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $18331949.22   | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    8079000 | PA      | $7966276.46    | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3154                      | CUSIP: 31418CQG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3358630 | PA      | $3110527.37    | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745355                      | CUSIP: 31403DBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2558736 | PA      | $2607496.39    | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBB3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    4375000 | PA      | $4301707.59    | 0.00%             | 2025-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H7                                           | MSC 2019-H7 A4                 | CUSIP: 61771MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5650000 | PA      | $4965640.36    | 0.00%             | 2052-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                    | COMM 2014-CR14 B               | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2650000 | PA      | $2555910.43    | 0.00%             | 2047-02-10      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENKS8<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   11170000 | PA      | $10446217.51   | 0.00%             | 2025-01-06      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2677                      | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2252558 | PA      | $2060282.20    | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9337                      | CUSIP: 36184HLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304340 | PA      | $274352.36     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CJ9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    1800000 | PA      | $1696535.80    | 0.00%             | 2026-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2518                      | CUSIP: 31416XYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     478766 | PA      | $472395.96     | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4569633.00    | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A49323                      | CUSIP: 3128KALC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      92304 | PA      | $97427.46      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 948741AL7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     900000 | PA      | $861973.93     | 0.00%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | MSBAM 2016-C31 A5              | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    9400000 | PA      | $8560258.52    | 0.00%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   11935000 | PA      | $11240099.54   | 0.00%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09004                      | CUSIP: 31292SAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5513056 | PA      | $5165161.58    | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6181                      | CUSIP: 3138WF2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3549474 | PA      | $3198631.02    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3135000 | PA      | $2666528.33    | 0.00%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                              | JPMBB 2015-C30 AS              | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1850000 | PA      | $1726748.19    | 0.00%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03478                      | CUSIP: 31292K2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2652574 | PA      | $2627160.56    | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8953                      | CUSIP: 3138AA5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     266824 | PA      | $264665.90     | 0.00%             | 2041-04-01      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0275                      | CUSIP: 3128S4JU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     106664 | PA      | $108330.85     | 0.00%             | 2037-06-01      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DF4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   13998000 | PA      | $13482773.09   | 0.01%             | 2025-01-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    9410000 | PA      | $9999874.22    | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4412                      | CUSIP: 31418D3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11947660 | PA      | $9170947.40    | 0.00%             | 2051-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Comm 2014-UBS2 Mortgage Trust                                                    | COMM 2014-UBS2 A5              | CUSIP: 12591UAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1699000 | PA      | $1658896.29    | 0.00%             | 2047-03-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13586                      | CUSIP: 3128MCF34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        961 | PA      | $960.61        | 0.00%             | 2024-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC0416                      | CUSIP: 3133AJN90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4928053 | PA      | $4196842.62    | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    2900000 | PA      | $2711806.33    | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission                                                  | TEXAS ST TRANSPRTN CO          | CUSIP: 882830BH4<br>LEI: 5493006JSGNPGVJS7691 | Long             | DBT              | MUN               | US        |    8150000 | PA      | $5560066.92    | 0.00%             | 2044-10-01      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $2784907.70    | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3934899.15    | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: 445545AF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   13441000 | PA      | $14649151.14   | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   26873000 | PA      | $25811153.18   | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8855                      | CUSIP: 3138AAZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     481656 | PA      | $478139.37     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A43856                      | CUSIP: 3128K4H99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4579 | PA      | $4674.45       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0754                      | CUSIP: 3140XFZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10500811 | PA      | $9374998.96    | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     500000 | PA      | $525511.20     | 0.00%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4732                      | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   68600143 | PA      | $64476574.22   | 0.03%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CNTY CA REG          | CUSIP: 797400LP1<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |    1225000 | PA      | $922970.98     | 0.00%             | 2048-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9736                      | CUSIP: 3138WKZA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4209068 | PA      | $4187984.05    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LORAL CORP                     | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   11685000 | PA      | $12674382.62   | 0.01%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  362172900 | PA      | $298566284.44  | 0.13%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0111                      | CUSIP: 3138Y1DR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128136 | PA      | $123477.53     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C26                                   | WFCM 2015-C26 A4               | CUSIP: 94989CAX9<br>LEI: 549300DT2BKPLXAJ4C66 | Long             | ABS-MBS          | CORP              | US        |    2075000 | PA      | $1967611.70    | 0.00%             | 2048-02-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8226                      | CUSIP: 3138WJD88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6491460 | PA      | $6085352.32    | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4282308.42    | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0481                      | CUSIP: 3133BMRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15994498 | PA      | $16018287.08   | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    9350000 | PA      | $8763128.92    | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW4182                      | CUSIP: 3138XTUG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1240340 | PA      | $1148514.29    | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03511                      | CUSIP: 3128M5GU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22831 | PA      | $23162.06      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DK1<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |   25500000 | PA      | $24076577.51   | 0.01%             | 2025-03-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 830681                      | CUSIP: 31407G2N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18960 | PA      | $19571.37      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   34500000 | PA      | $23288044.76   | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2198                      | CUSIP: 3140XHNQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8409463 | PA      | $8570076.42    | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   20449000 | PA      | $19569920.80   | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    6580000 | PA      | $4789922.25    | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAJ9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2654911.41    | 0.00%             | 2047-09-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783449                      | CUSIP: 36241LZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     296329 | PA      | $305042.49     | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    5525000 | PA      | $4692745.66    | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AG3<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     100000 | PA      | $96007.78      | 0.00%             | 2025-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-UBS1                                        | WFRBS 2013-UBS1 B              | CUSIP: 92938JAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     375000 | PA      | $368709.71     | 0.00%             | 2046-03-15      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE MULTIASSET EXECUTION TRUST COMET_21-A2                               | COMET 2021-A2 A2               | CUSIP: 14041NFX4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24275000 | PA      | $20229015.35   | 0.01%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636074                      | CUSIP: 36291RT77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2332 | PA      | $2415.10       | 0.00%             | 2034-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725866                      | CUSIP: 31402DMP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     603737 | PA      | $597709.44     | 0.00%             | 2034-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6153                      | CUSIP: 3140X9ZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19721075 | PA      | $17533595.96   | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255745                      | CUSIP: 31371MBN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19919 | PA      | $20253.52      | 0.00%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   67100000 | PA      | $59889702.40   | 0.03%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    1646000 | PA      | $1781692.95    | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comm 2014-UBS2 Mortgage Trust                                                    | COMM 2014-UBS2 ASB             | CUSIP: 12591UAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     150179 | PA      | $148254.72     | 0.00%             | 2047-03-10      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Safehold Operating Partnership LP                                                | SAFEHOLD OPERATI               | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $7440078.95    | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   10300000 | PA      | $8243755.17    | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON               | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    5234000 | PA      | $4024571.04    | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAT6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    6000000 | PA      | $5969721.24    | 0.00%             | 2026-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08553                      | CUSIP: 3128MJTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1726203 | PA      | $1560674.02    | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3245                      | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7873303 | PA      | $7658451.28    | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890441                      | CUSIP: 31410LHS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     430481 | PA      | $425779.28     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4680                      | CUSIP: 3140X8FW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5875859 | PA      | $5416147.66    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STORE Capital Corp                                                               | STORE CAPITAL                  | CUSIP: 862121AB6<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4467338.30    | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                       | CUSIP: 482480AE0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    3124000 | PA      | $3118616.04    | 0.00%             | 2024-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3448                      | CUSIP: 3140X6ZN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1395615 | PA      | $1379499.88    | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2275                      | CUSIP: 3140Q9Q55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27544 | PA      | $26638.50      | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0920                      | CUSIP: 31418AAW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3804500 | PA      | $3638360.56    | 0.00%             | 2031-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    5425000 | PA      | $4654244.05    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06507                      | CUSIP: 3128M8R48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     294668 | PA      | $286610.40     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   98290000 | PA      | $84294585.19   | 0.04%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5257                      | CUSIP: 3133KLZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   21491888 | PA      | $17613650.94   | 0.01%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |   11000000 | PA      | $9511359.55    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    5325000 | PA      | $4752046.35    | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4680000 | PA      | $4492168.95    | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                      | CGCMT 2019-C7 A4               | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2061000 | PA      | $1771906.42    | 0.00%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A43655                      | CUSIP: 3128K4BY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      82922 | PA      | $83359.71      | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC22                                           | GSMS 2014-GC22 A5              | CUSIP: 36253BAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1350000 | PA      | $1309815.90    | 0.00%             | 2047-06-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91768                      | CUSIP: 3128P76D0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6588535 | PA      | $6362132.20    | 0.00%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     400000 | PA      | $349421.50     | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1644                      | CUSIP: 3138Y2ZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1270730 | PA      | $1176255.61    | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    5730000 | PA      | $5400098.06    | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |   59500000 | PA      | $48255196.75   | 0.02%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995407                      | CUSIP: 31416BYC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     327772 | PA      | $334176.15     | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2696                      | CUSIP: 3138EJ7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     240597 | PA      | $249662.85     | 0.00%             | 2042-02-01      | Floating      | 3.65%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   17269000 | PA      | $18276035.35   | 0.01%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12725000 | PA      | $11194483.70   | 0.00%             | 2049-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    4000000 | PA      | $3394962.68    | 0.00%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96022                      | CUSIP: 312944VP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     817862 | PA      | $794788.31     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-TXB-A-BABS              | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |   19751000 | PA      | $23816071.82   | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29945                      | CUSIP: 31297JBN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18523 | PA      | $18921.31      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BS6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     250000 | PA      | $234168.67     | 0.00%             | 2026-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    7125000 | PA      | $6617188.57    | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747572                      | CUSIP: 31403FQZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      77075 | PA      | $78441.13      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | BB&T CORPORATION               | CUSIP: 05531FBH5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   12525000 | PA      | $12026708.66   | 0.01%             | 2024-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08793                      | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2066870 | PA      | $1979120.82    | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5068                      | CUSIP: 3138WET25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6587891 | PA      | $6150980.20    | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $4487614.32    | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4617                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3074688 | PA      | $3087396.93    | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K737 A2                   | CUSIP: 3137FQXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19000000 | PA      | $17650008.20   | 0.01%             | 2026-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   46066000 | PA      | $32087812.19   | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255933                      | CUSIP: 31371MHJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     347117 | PA      | $361726.72     | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M29 A2                | CUSIP: 3136BAQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   13625000 | PA      | $10931021.40   | 0.00%             | 2030-05-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    4615000 | PA      | $3412782.39    | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $6163112.75    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BA2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1830354.32    | 0.00%             | 2031-02-11      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8067                      | CUSIP: 3138E06D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1593245 | PA      | $1546129.85    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    3300000 | PA      | $2750890.59    | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7339445.84    | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3427                        | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     550928 | PA      | $561762.26     | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_22-B                                   | NAROT 2022-B A4                | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     850000 | PA      | $830649.75     | 0.00%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56513                      | CUSIP: 3128KKGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4503 | PA      | $4762.98       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  422280000 | PA      | $377676675.00  | 0.16%             | 2025-11-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAA0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10350000 | PA      | $10170626.53   | 0.00%             | 2024-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M6 A3                 | CUSIP: 3136B4KK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1000000 | PA      | $938845.70     | 0.00%             | 2029-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                | BMARK 2020-B21 AS              | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     600000 | PA      | $455710.56     | 0.00%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    3199000 | PA      | $2637062.54    | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    2695000 | PA      | $2561405.24    | 0.00%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOILHYDRO                   | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     225000 | PA      | $240636.60     | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781577                      | CUSIP: 36225BXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      33235 | PA      | $34665.20      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   11965000 | PA      | $10109889.45   | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11136682.83   | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893909                      | CUSIP: 31410QDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12933 | PA      | $13694.84      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |   10394000 | PA      | $8454771.98    | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109BG5<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    7850000 | PA      | $5923397.11    | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  840989300 | PA      | $772133301.06  | 0.34%             | 2025-03-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $5514662.24    | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  407235000 | PA      | $364157193.02  | 0.16%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06066                      | CUSIP: 3128M8CB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     158083 | PA      | $166080.19     | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | UNITED TECH CORP               | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   15950000 | PA      | $13079418.37   | 0.01%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08323                      | CUSIP: 3128MJLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     700862 | PA      | $704953.77     | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | SCHERING-PLOUGH                | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    5650000 | PA      | $6384741.31    | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBL9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   24006000 | PA      | $22771792.25   | 0.01%             | 2025-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8362                      | CUSIP: 3138AAJG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1500280 | PA      | $1404123.61    | 0.00%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   12350000 | PA      | $9313875.14    | 0.00%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2895                      | CUSIP: 31418CGD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   34579029 | PA      | $31063344.34   | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3194475.07    | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3279429.13    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2014 ULC                                                           | CNOOC FIN 2014                 | CUSIP: 12591DAC5<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |    2000000 | PA      | $1976103.76    | 0.00%             | 2024-04-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AT8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   20765000 | PA      | $20383671.96   | 0.01%             | 2024-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $11165438.57   | 0.00%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QEL4<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |   22100000 | PA      | $19789260.24   | 0.01%             | 2025-11-25      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18514                      | CUSIP: 3128MMSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4703520 | PA      | $4483642.19    | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255671                      | CUSIP: 31371L6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     229491 | PA      | $239195.79     | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00600                      | CUSIP: 31292GUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4299 | PA      | $4369.72       | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BY3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   14000000 | PA      | $13542479.58   | 0.01%             | 2024-05-23      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Owl Rock Capital Corp                                                            | OWL ROCK CAPITAL               | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    9900000 | PA      | $8172050.24    | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01453                      | CUSIP: 31283HTJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     126079 | PA      | $128487.45     | 0.00%             | 2032-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EA7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   13225000 | PA      | $12535687.87   | 0.01%             | 2026-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US Inc                                                        | ARCH CAPITAL GRP               | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    9837000 | PA      | $8784214.36    | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7177822.16    | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995245                      | CUSIP: 31416BTA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3796888 | PA      | $3819999.75    | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBQ6<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4812113.25    | 0.00%             | 2026-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 822398                      | CUSIP: 31406WUX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      21294 | PA      | $21280.08      | 0.00%             | 2035-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    8000000 | PA      | $7290806.72    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00932                      | CUSIP: 31283HA96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3050 | PA      | $3106.71       | 0.00%             | 2027-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                    | EART 2022-4A C                 | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1350000 | PA      | $1299015.50    | 0.00%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DJ5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $570102.58     | 0.00%             | 2032-11-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    7985000 | PA      | $6774389.52    | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    3725000 | PA      | $4352514.36    | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7908                      | CUSIP: 3138WHYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8314355 | PA      | $7469044.68    | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9483                      | CUSIP: 3140LYRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   23160683 | PA      | $19851498.30   | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 684995                      | CUSIP: 31400D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18065 | PA      | $18989.71      | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08232                      | CUSIP: 3128MJHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     201756 | PA      | $205247.02     | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00680                      | CUSIP: 31292GXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      87404 | PA      | $87704.23      | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON               | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   20860000 | PA      | $19732565.81   | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2763                      | CUSIP: 3140H4B94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2497415 | PA      | $2448594.62    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5986                      | CUSIP: 36179UUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   33785478 | PA      | $32524161.51   | 0.01%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4932457.05    | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7767937.60    | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7682000 | PA      | $6929477.20    | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1171                      | CUSIP: 3140XGJR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   66166887 | PA      | $58469779.44   | 0.03%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00635                      | CUSIP: 31292GV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2573 | PA      | $2583.18       | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7162                      | CUSIP: 3138WG5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5750426 | PA      | $5387019.74    | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2120356.98    | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    6775000 | PA      | $6270562.56    | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91627                      | CUSIP: 312939YY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     194982 | PA      | $200063.04     | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    2125000 | PA      | $1819001.83    | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAP3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    4777000 | PA      | $4765097.82    | 0.00%             | 2025-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    6223000 | PA      | $4482420.37    | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69654                      | CUSIP: 3128L1WP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     255424 | PA      | $259766.93     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9110                      | CUSIP: 36180NDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    3815655 | PA      | $3345221.82    | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4750                      | CUSIP: 3132A5H32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10108080 | PA      | $9046672.30    | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6283                      | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   31200797 | PA      | $27854533.25   | 0.01%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                   | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    9574000 | PA      | $8444439.09    | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08659                      | CUSIP: 3128MJWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4859757 | PA      | $4537418.89    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2908                      | CUSIP: 3140X6GS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4830704 | PA      | $4899043.96    | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83156                      | CUSIP: 3132L8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2559228 | PA      | $2486918.21    | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784703                      | CUSIP: 3622AADG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    5297026 | PA      | $5000274.22    | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0647                      | CUSIP: 3140JGWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     271641 | PA      | $277070.28     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   31536000 | PA      | $28718477.89   | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4499597.40    | 0.00%             | 2029-11-07      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82695                       | CUSIP: 36225E7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     269740 | PA      | $270172.17     | 0.00%             | 2040-12-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BH2<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5151801.59    | 0.00%             | 2026-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5605                      | CUSIP: 3140X9GP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31481083 | PA      | $28070686.55   | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   59560000 | PA      | $53417875.00   | 0.02%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   16661000 | PA      | $10463340.09   | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $4466716.10    | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   33275000 | PA      | $24155057.88   | 0.01%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08827                      | CUSIP: 3128MJ4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5896381 | PA      | $5780998.63    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    5850000 | PA      | $5592045.71    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    7058000 | PA      | $7318839.89    | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5253567.06    | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4467431.25    | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     945000 | PA      | $679852.19     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAQ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    9915000 | PA      | $9313666.65    | 0.00%             | 2026-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $10109789.66   | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   17595000 | PA      | $13734526.80   | 0.01%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   20951000 | PA      | $17665326.95   | 0.01%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC          | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3300000 | PA      | $2376721.38    | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C60007                      | CUSIP: 31298YAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2356 | PA      | $2376.30       | 0.00%             | 2031-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   29085000 | PA      | $19821308.83   | 0.01%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    6025000 | PA      | $5494770.30    | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 AS               | CUSIP: 05552ABD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1205000 | PA      | $928649.28     | 0.00%             | 2053-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3069                      | CUSIP: 31418QMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7152 | PA      | $7110.90       | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605773                      | CUSIP: 36200N6J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      45333 | PA      | $47875.60      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18669                      | CUSIP: 3128MMW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19912484 | PA      | $18366090.01   | 0.01%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901567                      | CUSIP: 31410YTY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6076 | PA      | $6429.79       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Y87<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  341670000 | PA      | $326775306.35  | 0.14%             | 2024-07-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737269                      | CUSIP: 3620ARCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     718384 | PA      | $697335.69     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    8776000 | PA      | $8226086.80    | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B0082                      | CUSIP: 3128LLCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     240520 | PA      | $244897.79     | 0.00%             | 2041-12-01      | Floating      | 3.23%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8775000 | PA      | $9184275.65    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    7263000 | PA      | $7282500.07    | 0.00%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEN8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3036231.36    | 0.00%             | 2025-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  655075000 | PA      | $616589343.75  | 0.27%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A3               | CUSIP: 17291DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4890156 | PA      | $4538821.66    | 0.00%             | 2051-06-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                                                                | KIMCO REALTY                   | CUSIP: 49446RAU3<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    3125000 | PA      | $2995129.09    | 0.00%             | 2025-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $9445214.22    | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAN5<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   25370000 | PA      | $23745059.87   | 0.01%             | 2025-03-15      | Variable      | 1.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV2326                      | CUSIP: 3138XDSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1249479 | PA      | $1201573.04    | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 604629                      | CUSIP: 31388GVW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1318 | PA      | $1365.40       | 0.00%             | 2031-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7269490.26    | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4978                        | CUSIP: 36202FQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10894512 | PA      | $10895899.16   | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3389                      | CUSIP: 31418CXT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8239516 | PA      | $7995008.26    | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781976                      | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     119698 | PA      | $123947.29     | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                         | CELANESE US HLDS               | CUSIP: 15089QAL8<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   17120000 | PA      | $17071376.63   | 0.01%             | 2025-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13484                      | CUSIP: 31296M2R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4982 | PA      | $4966.42       | 0.00%             | 2033-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    6975000 | PA      | $5381345.79    | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1788                      | CUSIP: 3140QL7A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4552539 | PA      | $3718149.65    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   19500000 | PA      | $19190666.63   | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PENDING                                                                          | EART 2022-3A B                 | CUSIP: 30166YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1725000 | PA      | $1693277.94    | 0.00%             | 2026-12-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Methodist Hospital/The                                                           | METHODIST HOSP                 | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $2870723.15    | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    8700000 | PA      | $9183731.83    | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC9083                      | CUSIP: 3140F5CV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2790765 | PA      | $2506957.97    | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3907                      | CUSIP: 3138WDKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1980428 | PA      | $1910996.86    | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2874677.28    | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AM7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9764908.40    | 0.00%             | 2024-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AH3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    7100000 | PA      | $6918942.62    | 0.00%             | 2024-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781958                      | CUSIP: 36241KE79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     120649 | PA      | $123454.03     | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256101                      | CUSIP: 31371MNS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     256517 | PA      | $262007.55     | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    6569000 | PA      | $5990535.63    | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11542                      | CUSIP: 3128PQWB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      72107 | PA      | $70688.64      | 0.00%             | 2025-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  116400000 | PA      | $101827373.00  | 0.04%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBH4<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   47100000 | PA      | $45402776.46   | 0.02%             | 2025-03-19      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Comerica Bank                                                                    | COMERICA BANK                  | CUSIP: 200339DX4<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    3332000 | PA      | $3225683.01    | 0.00%             | 2025-07-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745275                      | CUSIP: 31403C6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3579333 | PA      | $3646387.12    | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   17396000 | PA      | $11133112.96   | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J08220                      | CUSIP: 3128PLDZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2386 | PA      | $2377.92       | 0.00%             | 2023-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford HealthCare Corp                                                         | HARTFORD HLTHCAR               | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    3705000 | PA      | $2610411.29    | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748487                      | CUSIP: 3620C4RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     562693 | PA      | $566480.58     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4900                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29112199 | PA      | $27184700.90   | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A5              | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   14279461 | PA      | $11844435.92   | 0.01%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    4106000 | PA      | $3548728.10    | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAG8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   18295000 | PA      | $17582363.28   | 0.01%             | 2025-07-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8137                      | CUSIP: 3132D6BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33333007 | PA      | $29713498.75   | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-165TH            | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   14510000 | PA      | $15152106.68   | 0.01%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08010                      | CUSIP: 3128MJAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     774034 | PA      | $777038.27     | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06021                      | CUSIP: 3128M8AW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3080076 | PA      | $3119746.62    | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Weibo Corp                                                                       | WEIBO CORP                     | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    8565000 | PA      | $6574583.08    | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   10500000 | PA      | $8497695.57    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29364DAU4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $3965491.41    | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01605                      | CUSIP: 31292HYA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     233499 | PA      | $231170.03     | 0.00%             | 2033-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   17709000 | PA      | $15017371.90   | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   33494000 | PA      | $30864672.77   | 0.01%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | BEST BUY CO INC                | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $8672046.57    | 0.00%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   58625000 | PA      | $54690111.11   | 0.02%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $11548763.52   | 0.01%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CF9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $977156.90     | 0.00%             | 2025-04-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $5197051.09    | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4965470.82    | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7720                      | CUSIP: 31416RSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1697582 | PA      | $1638128.35    | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2125                      | CUSIP: 31418BLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     576948 | PA      | $534976.03     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 1/23                    | CUSIP: 01F020414<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8450000 | PA      | $7533703.13    | 0.00%             | 2023-01-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4364                      | CUSIP: 31418DZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   54606394 | PA      | $46522988.04   | 0.02%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725423                      | CUSIP: 31402C4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5727837 | PA      | $5850205.62    | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   13195000 | PA      | $9325869.47    | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931368                      | CUSIP: 31412PW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      89055 | PA      | $86417.44      | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   37800000 | PA      | $35979956.84   | 0.02%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | DOM GAS HOLD LLC               | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    1134000 | PA      | $1099495.93    | 0.00%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9221                      | CUSIP: 3140QHG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2774822 | PA      | $2273712.19    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 A4               | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6080000 | PA      | $5167685.06    | 0.00%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1804081.34    | 0.00%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   10925000 | PA      | $9677177.96    | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $2948326.84    | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1763196.87    | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   11780000 | PA      | $11671707.99   | 0.01%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-MS1                                          | MSC 2015-MS1 A4                | CUSIP: 61765DAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1360000 | PA      | $1300944.04    | 0.00%             | 2048-05-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08587                      | CUSIP: 3128MJUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1988881 | PA      | $1952698.19    | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   16275000 | PA      | $14712293.22   | 0.01%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAR4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   25260000 | PA      | $24013913.34   | 0.01%             | 2026-03-18      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583126                      | CUSIP: 36201GYX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       8256 | PA      | $8719.07       | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08761                      | CUSIP: 3128MJZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8006893 | PA      | $7432196.76    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90805                      | CUSIP: 31335H3N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2419 | PA      | $2431.63       | 0.00%             | 2024-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8536                      | CUSIP: 31418WPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     979001 | PA      | $1008745.59    | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1686                      | CUSIP: 31418A2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     167080 | PA      | $161358.85     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AX0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    3950000 | PA      | $3846548.67    | 0.00%             | 2024-04-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BD3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     936000 | PA      | $897813.30     | 0.00%             | 2044-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 AS                 | CUSIP: 61769JBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1450000 | PA      | $1276832.30    | 0.00%             | 2052-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 900347                      | CUSIP: 31410XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10714 | PA      | $11312.39      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    6927000 | PA      | $5461216.53    | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688AAQ5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   26450000 | PA      | $25203748.74   | 0.01%             | 2024-01-12      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAH4<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10030374.60   | 0.00%             | 2025-11-18      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704169                      | CUSIP: 36296XJN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19356 | PA      | $19932.86      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8011                      | CUSIP: 3132DV3U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   11200693 | PA      | $10334971.02   | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5270                      | CUSIP: 3133KL2B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9351831 | PA      | $8275064.74    | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    4650000 | PA      | $4757959.14    | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   22000000 | PA      | $20480361.66   | 0.01%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97620                      | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1533686 | PA      | $1521876.30    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    3625000 | PA      | $4430525.03    | 0.00%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   14619000 | PA      | $11231658.99   | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78826                      | CUSIP: 31288HYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2368 | PA      | $2396.72       | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System Obligated Group                                        | BAPTIST HEALTH                 | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5250000 | PA      | $3729243.11    | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| City of Chicago IL                                                               | CHICAGO-B-PREREFUNDED          | CUSIP: 167486M89<br>LEI: T5UYO5SYLC8K73MJQX30 | Long             | DBT              | MUN               | US        |     465000 | PA      | $465000.00     | 0.00%             | 2029-01-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NAV2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   18218000 | PA      | $18063551.99   | 0.01%             | 2024-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14198                      | CUSIP: 3128PTUX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1084739 | PA      | $1046006.55    | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    5275000 | PA      | $4212545.63    | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08341                      | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     181103 | PA      | $182161.46     | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840962                      | CUSIP: 31407UJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      31897 | PA      | $33249.82      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2193350.64    | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-2 Class AA Pass Through Trust                             | AM AIRLN 15-2 AA               | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     726698 | PA      | $654519.59     | 0.00%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745466                      | CUSIP: 31403DFF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      32865 | PA      | $33043.18      | 0.00%             | 2036-04-01      | Floating      | 2.33%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    3700000 | PA      | $2976796.74    | 0.00%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6649                      | CUSIP: 31417DL76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1232410 | PA      | $1153223.97    | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    9000000 | PA      | $7589644.47    | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K057 A2                   | CUSIP: 3137BRQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9375000 | PA      | $8784935.63    | 0.00%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2324227.65    | 0.00%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698392                      | CUSIP: 36296Q2Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     422906 | PA      | $411998.21     | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932122                      | CUSIP: 31412QSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     177131 | PA      | $175679.56     | 0.00%             | 2035-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05408                      | CUSIP: 3128M7KV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40119 | PA      | $40400.24      | 0.00%             | 2036-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY-E                | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     190000 | PA      | $194591.56     | 0.00%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                      | NATIONWIDE BLDG                | CUSIP: 638602BP6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |    2000000 | PA      | $1922310.06    | 0.00%             | 2025-07-21      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3927                      | CUSIP: 3140X7LH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6067931 | PA      | $5455191.03    | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2017445.34    | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C66953                      | CUSIP: 31287SWN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6057 | PA      | $6155.01       | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | HARLEY-DAVIDSON                | CUSIP: 412822AD0<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3803839.36    | 0.00%             | 2025-07-28      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3473167.11    | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0548                      | CUSIP: 31419ATE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2308705 | PA      | $2286597.68    | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M3G A2                | CUSIP: 3136BG3C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12050000 | PA      | $9420846.65    | 0.00%             | 2031-01-25      | Variable      | 1.25%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    5375000 | PA      | $4950487.07    | 0.00%             | 2027-07-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   17688000 | PA      | $17361815.77   | 0.01%             | 2024-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BJ3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1672000 | PA      | $1568216.33    | 0.00%             | 2025-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4256                      | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   76192378 | PA      | $64728282.66   | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828R36<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  534497500 | PA      | $491988272.43  | 0.21%             | 2026-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_21-2                                               | CARMX 2021-2 A3                | CUSIP: 14314QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    5297807 | PA      | $5099251.36    | 0.00%             | 2026-02-17      | Fixed         | 0.52%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2254377.95    | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 638382                      | CUSIP: 31389XFX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4768 | PA      | $5115.48       | 0.00%             | 2031-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91912                      | CUSIP: 3128P8DR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16737584 | PA      | $15325809.16   | 0.01%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2870                      | CUSIP: 3140X6FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   79360936 | PA      | $71130072.48   | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4187651.05    | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    3845000 | PA      | $3919019.90    | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3358                      | CUSIP: 31418CWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15795451 | PA      | $15486812.92   | 0.01%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A25001                      | CUSIP: 31297CRW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3562 | PA      | $3540.59       | 0.00%             | 2034-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5199                        | CUSIP: 36202FX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     581210 | PA      | $570297.36     | 0.00%             | 2026-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |   14375000 | PA      | $13270423.85   | 0.01%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2259                      | CUSIP: 3140X5QM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3959526 | PA      | $3830429.22    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS          | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3165000 | PA      | $2472767.97    | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58269                      | CUSIP: 3128KMFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      84858 | PA      | $87754.43      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DBG3<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    8485000 | PA      | $6431259.04    | 0.00%             | 2049-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06193                      | CUSIP: 3128M8GA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     325046 | PA      | $329234.35     | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    5890000 | PA      | $5491202.59    | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698386                      | CUSIP: 36296Q2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     908291 | PA      | $897497.77     | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50801                      | CUSIP: 3128KC3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       4274 | PA      | $4497.10       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   36244000 | PA      | $33968638.65   | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  398965000 | PA      | $346164455.83  | 0.15%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   13175000 | PA      | $15369061.87   | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $2774133.45    | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 09778PAC9<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |    3250000 | PA      | $2098719.74    | 0.00%             | 2050-06-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   16150000 | PA      | $15655202.76   | 0.01%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5468                      | CUSIP: 31417CCE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     430446 | PA      | $400309.02     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    8955000 | PA      | $9279312.31    | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $3904253.67    | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05179                      | CUSIP: 3128M7CQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     441323 | PA      | $454637.48     | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0939                      | CUSIP: 3138EHBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     298496 | PA      | $296658.82     | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737274                      | CUSIP: 3620ARCK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     191489 | PA      | $194250.03     | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAB8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    6643000 | PA      | $5339030.65    | 0.00%             | 2030-06-05      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40328                      | CUSIP: 3128K0LH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8274 | PA      | $8449.46       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7648                      | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   79537033 | PA      | $66698387.43   | 0.03%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    8308000 | PA      | $7061370.64    | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7010521.88    | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06367WMQ3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    8700000 | PA      | $8375792.85    | 0.00%             | 2024-06-28      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    7055000 | PA      | $6040641.84    | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2219000 | PA      | $2041482.68    | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                                                     | WALGREENS BOOTS                | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |   18555000 | PA      | $17630031.39   | 0.01%             | 2026-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5130613.98    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   16810000 | PA      | $14637648.57   | 0.01%             | 2027-02-04      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53411                      | CUSIP: 3128KFYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      16452 | PA      | $16418.00      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   20295000 | PA      | $18625102.84   | 0.01%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   15341000 | PA      | $12446592.82   | 0.01%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947624                      | CUSIP: 31413KG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      10456 | PA      | $10638.93      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    7225000 | PA      | $6245006.13    | 0.00%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6202                      | CUSIP: 3138WF3L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12482834 | PA      | $11654600.23   | 0.01%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   24950000 | PA      | $21423012.11   | 0.01%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2                                | SDART 2022-2 B                 | CUSIP: 80286MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $2898024.00    | 0.00%             | 2027-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Teck Resources Ltd                                                               | TECK RESOURC                   | CUSIP: 878742BG9<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4487200.65    | 0.00%             | 2030-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    4472000 | PA      | $3972980.66    | 0.00%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   10997000 | PA      | $10805673.97   | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    9025000 | PA      | $8041081.77    | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   14400000 | PA      | $13362504.05   | 0.01%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5266                      | CUSIP: 36179TZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1300978 | PA      | $1306592.96    | 0.00%             | 2048-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AL3<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $4113207.53    | 0.00%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2281                      | CUSIP: 3140QMRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9325038 | PA      | $7655563.60    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213AU4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |   11435000 | PA      | $10713598.55   | 0.00%             | 2025-02-27      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7821                      | CUSIP: 3140E0VP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1724367 | PA      | $1609920.59    | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3416                      | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8976086 | PA      | $8808800.57    | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   29255000 | PA      | $26879598.73   | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    5325000 | PA      | $5560924.55    | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY0000                      | CUSIP: 3138YDAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     486841 | PA      | $468579.51     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $6239135.28    | 0.00%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3625                      | CUSIP: 3140FPA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2042061 | PA      | $1895549.28    | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M5 A2                 | CUSIP: 3136AR5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7900000 | PA      | $7377112.43    | 0.00%             | 2026-04-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286Z8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  354810000 | PA      | $340063209.38  | 0.15%             | 2024-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFW6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1512954000 | PA      | $1522409962.50 | 0.66%             | 2025-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C25558                      | CUSIP: 31293PE76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7885 | PA      | $7910.18       | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   14170000 | PA      | $10335581.14   | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252437                      | CUSIP: 31371HLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        873 | PA      | $880.43        | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6739                      | CUSIP: 3138X6PZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     999641 | PA      | $935488.98     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60460                      | CUSIP: 31335AQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1674929 | PA      | $1716185.59    | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   12650000 | PA      | $11167976.73   | 0.00%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    6425000 | PA      | $5662624.47    | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    1835000 | PA      | $1530933.71    | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7371321.28    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08583                      | CUSIP: 3128MJUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1215844 | PA      | $1193753.18    | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB0181                      | CUSIP: 31416VFX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      42747 | PA      | $43498.37      | 0.00%             | 2025-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7109                      | CUSIP: 3140HL3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      23229 | PA      | $22171.11      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    3625000 | PA      | $3872689.76    | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   19054000 | PA      | $15822460.08   | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   18635000 | PA      | $17525640.19   | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05149                      | CUSIP: 3128M7BS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45900 | PA      | $46239.59      | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 19416QEG1<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    4682000 | PA      | $4607561.21    | 0.00%             | 2024-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | BAXALTA INC                    | CUSIP: 07177MAB9<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |    8678000 | PA      | $8452931.12    | 0.00%             | 2025-06-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747576                      | CUSIP: 31403FQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      40608 | PA      | $41477.48      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6719117.72    | 0.00%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5675000 | PA      | $4369563.58    | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16501082.80   | 0.01%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 064159HB5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   19100000 | PA      | $18738427.45   | 0.01%             | 2025-12-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4531                      | CUSIP: 3140X8A98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3666604 | PA      | $3248356.45    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3377                      | CUSIP: 31418CXF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26366 | PA      | $23673.07      | 0.00%             | 2048-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CARMAX AUTO OWNER TRUST CARMX_20-4                                               | CARMX 2020-4 A3                | CUSIP: 14316HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1999218 | PA      | $1944723.02    | 0.00%             | 2025-08-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DX5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $10368711.65   | 0.00%             | 2025-08-20      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4133                      | CUSIP: 3138LUSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3646575 | PA      | $3457447.39    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3726                        | CUSIP: 36202ED71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      53021 | PA      | $55670.59      | 0.00%             | 2035-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56498                      | CUSIP: 3128KKGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      70999 | PA      | $77503.11      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    4530000 | PA      | $4284973.61    | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8324                      | CUSIP: 3140XCHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   25954299 | PA      | $23876579.40   | 0.01%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4356                      | CUSIP: 31418DZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  245512188 | PA      | $208542103.32  | 0.09%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   32635000 | PA      | $31068969.71   | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4706                      | CUSIP: 3132A5GP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1359689 | PA      | $1216944.55    | 0.00%             | 2047-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BK5507                      | CUSIP: 3617J6DL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      77191 | PA      | $73184.98      | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5897                      | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1474283 | PA      | $1311092.33    | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 A4               | CUSIP: 126281AZ7<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |    3750000 | PA      | $3573600.38    | 0.00%             | 2050-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5202                        | CUSIP: 36202FX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7080857 | PA      | $6698053.58    | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2654                      | CUSIP: 3133KH5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2786956 | PA      | $2746948.04    | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4112224.73    | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4764                      | CUSIP: 3140F0JJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2975676 | PA      | $2673246.00    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_19-C                                     | WOART 2019-C A3                | CUSIP: 98162RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     948769 | PA      | $941561.46     | 0.00%             | 2024-12-16      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                   | BNP PARIBAS                    | CUSIP: 05581KAB7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     500000 | PA      | $491410.79     | 0.00%             | 2024-01-10      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    3610000 | PA      | $3028460.23    | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAB9<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    9145000 | PA      | $9016919.70    | 0.00%             | 2024-10-30      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   19705000 | PA      | $12709948.45   | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1922                      | CUSIP: 31418BD45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2811050 | PA      | $2644753.81    | 0.00%             | 2034-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     300000 | PA      | $223227.42     | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7563                      | CUSIP: 3138LYMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1592378 | PA      | $1479920.65    | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    9541000 | PA      | $8030772.19    | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    8415000 | PA      | $8967058.50    | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3599                      | CUSIP: 36179R7L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4858604 | PA      | $4845651.06    | 0.00%             | 2046-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749845                      | CUSIP: 31403JBN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9765 | PA      | $10290.04      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                | TENCENT MUSIC                  | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    3630000 | PA      | $2748844.07    | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JY8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   25100000 | PA      | $24434421.54   | 0.01%             | 2024-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    3850000 | PA      | $2972489.40    | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16933                      | CUSIP: 3128PWV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1410549 | PA      | $1331268.78    | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $4188259.63    | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1580                      | CUSIP: 3140XGXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   18508504 | PA      | $18232351.18   | 0.01%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571900BB4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   12525000 | PA      | $12259107.65   | 0.01%             | 2024-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AH5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    4280000 | PA      | $4084836.41    | 0.00%             | 2025-05-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Eni USA Inc                                                                      | LASMO (USA) INC                | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1095000 | PA      | $1165861.58    | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAH4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    9890000 | PA      | $9530762.27    | 0.00%             | 2025-04-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7479                      | CUSIP: 3140XBJZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24484146 | PA      | $23847590.16   | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4328                      | CUSIP: 3138WDY21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79000 | PA      | $75044.53      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    8235000 | PA      | $5743082.25    | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4548595.04    | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3775                      | CUSIP: 31418DFR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   17101420 | PA      | $15779312.64   | 0.01%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NEW JERSEY ST TRANSPR          | CUSIP: 6461366R7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |    4145000 | PA      | $3428124.32    | 0.00%             | 2039-06-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167CW1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   13225000 | PA      | $12586708.34   | 0.01%             | 2025-01-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3812                      | CUSIP: 3140X7GW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6397720 | PA      | $5987934.79    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FN8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2139280.53    | 0.00%             | 2057-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $15893014.60   | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   34975000 | PA      | $25942967.86   | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5423                      | CUSIP: 3140QDAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2698316 | PA      | $2391015.51    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    4050000 | PA      | $3846748.97    | 0.00%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819296                      | CUSIP: 31406TGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2594 | PA      | $2703.99       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6473                      | CUSIP: 36179VFN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      34147 | PA      | $29851.00      | 0.00%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4439                      | CUSIP: 3140X74Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30074157 | PA      | $26998779.76   | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   11844000 | PA      | $9520968.30    | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    9890000 | PA      | $8574802.38    | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6031                      | CUSIP: 3138ENVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5654857 | PA      | $5471240.41    | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PerkinElmer Inc                                                                  | PERKINELMER INC                | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6493035.43    | 0.00%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | KELLOGG CO                     | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    7650000 | PA      | $6547176.77    | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7501                      | CUSIP: 3132DVKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   31295326 | PA      | $30023925.31   | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3907664.73    | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9852                      | CUSIP: 3138AP5N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     987198 | PA      | $1018937.38    | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    4118000 | PA      | $4512666.28    | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   13275000 | PA      | $12425994.32   | 0.01%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    1606000 | PA      | $1399472.86    | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1224                      | CUSIP: 36179NLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6650177 | PA      | $6239690.07    | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 626293                      | CUSIP: 31389HXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      13323 | PA      | $14082.45      | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67705                      | CUSIP: 3132XCR23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14567859 | PA      | $14046882.20   | 0.01%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kellogg Co                                                                       | KELLOGG CO                     | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    4850000 | PA      | $4715301.29    | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    6382000 | PA      | $6458682.79    | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08050                      | CUSIP: 3128MJBU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      11347 | PA      | $11198.86      | 0.00%             | 2035-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   10250000 | PA      | $9731183.03    | 0.00%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35673                      | CUSIP: 31297RJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18592 | PA      | $19102.34      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3392                      | CUSIP: 3138WCXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2782348 | PA      | $2618280.38    | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   10200000 | PA      | $7969942.18    | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9535000 | PA      | $9389863.28    | 0.00%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   17457000 | PA      | $15445964.07   | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |    3573000 | PA      | $3343999.50    | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0355                      | CUSIP: 3132CWMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6740235 | PA      | $6510267.27    | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10406000 | PA      | $10260877.09   | 0.00%             | 2026-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2435                      | CUSIP: 31418BV52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     237976 | PA      | $214503.22     | 0.00%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9008290.60    | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15636                      | CUSIP: 31296QHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29050 | PA      | $29132.41      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 774987                      | CUSIP: 31404P6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     137177 | PA      | $137346.94     | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3743                      | CUSIP: 3140J8ER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5425851 | PA      | $5247290.25    | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08722                      | CUSIP: 3128MJYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     692604 | PA      | $645042.52     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC33                                    | CGCMT 2015-GC33 A3             | CUSIP: 29425AAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4099860 | PA      | $3898847.88    | 0.00%             | 2058-09-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9405                      | CUSIP: 3138ERNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3281714 | PA      | $3069572.33    | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357705                      | CUSIP: 31376KKS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     199462 | PA      | $204383.63     | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J11824                      | CUSIP: 3128PRAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      53803 | PA      | $53550.86      | 0.00%             | 2025-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 A3               | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1300000 | PA      | $1180810.02    | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A68885                      | CUSIP: 3128L02S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      61768 | PA      | $62838.21      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7227                      | CUSIP: 3140XBA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19995792 | PA      | $19147006.83   | 0.01%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Economic Settlement Authority                                            | ALABAMA ECON SETTLEME          | CUSIP: 01026CAC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1150000 | PA      | $1112997.26    | 0.00%             | 2025-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16                    | JPMCC 2013-C16 A4              | CUSIP: 46641BAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4900000 | PA      | $4836094.20    | 0.00%             | 2046-12-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8973                      | CUSIP: 3617BC6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     277683 | PA      | $274966.07     | 0.00%             | 2047-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8502                      | CUSIP: 3132D6NT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12014114 | PA      | $10799459.02   | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $4257726.75    | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_21-1                                    | HAROT 2021-1 A3                | CUSIP: 43813GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3355445 | PA      | $3248774.33    | 0.00%             | 2025-04-21      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7505                      | CUSIP: 3138EQKT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4588561 | PA      | $4439766.86    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15208                      | CUSIP: 3128MEAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     490330 | PA      | $465228.90     | 0.00%             | 2029-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7620                      | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1645053 | PA      | $1502420.67    | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357969                      | CUSIP: 31376KT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     264074 | PA      | $269844.90     | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   39000000 | PA      | $34107663.33   | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   10550000 | PA      | $9635321.12    | 0.00%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   13325000 | PA      | $12159336.46   | 0.01%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13610                      | CUSIP: 3128MCGT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5977 | PA      | $5983.26       | 0.00%             | 2024-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1290                      | CUSIP: 3132DNNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2928726 | PA      | $2827000.06    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAF3<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    5475000 | PA      | $5187966.06    | 0.00%             | 2024-03-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406HCQ0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     422000 | PA      | $412555.88     | 0.00%             | 2025-11-18      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 624084                      | CUSIP: 31389FJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28450 | PA      | $28904.55      | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AX1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $1982982.23    | 0.00%             | 2024-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545120                      | CUSIP: 31385HSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       5580 | PA      | $5753.36       | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55027                      | CUSIP: 3132XXSR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3063 | PA      | $3017.71       | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $804129.55     | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   12742000 | PA      | $9809287.77    | 0.00%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | DELL INC                       | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |   14700000 | PA      | $14516151.07   | 0.01%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    6500000 | PA      | $5739330.35    | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAK1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    5075000 | PA      | $4995180.45    | 0.00%             | 2024-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   14475000 | PA      | $8556617.75    | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    7590000 | PA      | $7072221.28    | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    3050000 | PA      | $2845299.59    | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EXETER AUTOMOBILE RECEIVABLES TRUST EART_22-4                                    | EART 2022-4A D                 | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     425000 | PA      | $409840.93     | 0.00%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS6 Mortgage Trust                                                    | COMM 2014-UBS6 AM              | CUSIP: 12592PBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2275000 | PA      | $2160778.17    | 0.00%             | 2047-12-10      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724273                      | CUSIP: 3620AAT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     435782 | PA      | $452531.81     | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3060160.41    | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                   | KENNAMETAL INC                 | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |    6620000 | PA      | $6218443.64    | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888344                      | CUSIP: 31410F5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     505401 | PA      | $516429.04     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TEXAS TRANSPRTN COMM           | CUSIP: 882724QP5<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    4370000 | PA      | $3463044.96    | 0.00%             | 2044-04-01      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO WTR TXB-BAB            | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |    5135000 | PA      | $5423818.08    | 0.00%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    4045000 | PA      | $2601562.91    | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7702273.28    | 0.00%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1237                      | CUSIP: 31418ALT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4693618 | PA      | $4293921.93    | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2944328.26    | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH#229          | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |   10000000 | PA      | $7075110.00    | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM8782                      | CUSIP: 3131Y3XK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1066688 | PA      | $1035533.57    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2007                      | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9142787 | PA      | $8736272.72    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254981                      | CUSIP: 31371LFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      79970 | PA      | $85948.31      | 0.00%             | 2033-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2164                      | CUSIP: 3617JEMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     890250 | PA      | $873361.50     | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7692                      | CUSIP: 3140E0RN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3850890 | PA      | $3595200.50    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K741 A2                   | CUSIP: 3137FF3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   24400000 | PA      | $21281987.44   | 0.01%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 945984                      | CUSIP: 31413HM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      15130 | PA      | $16276.73      | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND          | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |    3050000 | PA      | $2849745.85    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3913155.41    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |   20720000 | PA      | $18741695.63   | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828XX3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  186685000 | PA      | $179450956.25  | 0.08%             | 2024-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    8900000 | PA      | $8284140.74    | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3827777.30    | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26753                      | CUSIP: 31297EQE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7081 | PA      | $7256.84       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2621                      | CUSIP: 3140GQ4F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1285727 | PA      | $1243761.94    | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4413                      | CUSIP: 3140J83X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9981293 | PA      | $9638037.75    | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   14506000 | PA      | $13555406.01   | 0.01%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 AAB             | CUSIP: 36250VAE2<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |    2018474 | PA      | $1941125.19    | 0.00%             | 2048-10-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   10385000 | PA      | $9099372.10    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K042 A1                   | CUSIP: 3137BFXS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     456477 | PA      | $446386.23     | 0.00%             | 2024-06-25      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZ59<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   26610000 | PA      | $25765341.39   | 0.01%             | 2025-04-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    2995000 | PA      | $2577132.60    | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    7575000 | PA      | $5119784.18    | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    5100000 | PA      | $5048549.47    | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888016                      | CUSIP: 31410FSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     568908 | PA      | $592948.21     | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8106                      | CUSIP: 3132D6AF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   47800948 | PA      | $41490978.74   | 0.02%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5166                      | CUSIP: 3140X8W45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19556317 | PA      | $17333820.07   | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   72511000 | PA      | $68361385.45   | 0.03%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01848                      | CUSIP: 31292JBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29769 | PA      | $30957.25      | 0.00%             | 2034-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255411                      | CUSIP: 31371LVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     522400 | PA      | $535348.00     | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8416                      | CUSIP: 3138WJK64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2026202 | PA      | $1782738.85    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785016                      | CUSIP: 3622AAN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1317332 | PA      | $1270589.32    | 0.00%             | 2034-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   13985000 | PA      | $10962965.97   | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    3718000 | PA      | $2690104.25    | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5300                        | CUSIP: 36202F3H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    2556762 | PA      | $2386083.92    | 0.00%             | 2027-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   15785000 | PA      | $14479233.39   | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4129                      | CUSIP: 3140QPST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10839326 | PA      | $10510228.08   | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |   10300000 | PA      | $8851504.41    | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23779                      | CUSIP: 31297BFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12010 | PA      | $12053.26      | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   12000000 | PA      | $10936912.08   | 0.00%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT1896                      | CUSIP: 3138WPDA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     249329 | PA      | $245611.13     | 0.00%             | 2041-12-01      | Floating      | 2.41%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     275000 | PA      | $172807.14     | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8362907.30    | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13300                      | CUSIP: 3128MB3H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1414 | PA      | $1405.23       | 0.00%             | 2023-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMM INC                | CUSIP: 775109AZ4<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    4000000 | PA      | $3571124.28    | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JJ4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |   65400000 | PA      | $58544562.72   | 0.03%             | 2026-01-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   11385000 | PA      | $10110178.97   | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAP9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    4925000 | PA      | $3826752.28    | 0.00%             | 2045-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783406                      | CUSIP: 36241LYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     333259 | PA      | $343247.74     | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    5089000 | PA      | $2914240.79    | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   13850000 | PA      | $10464244.37   | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7738                      | CUSIP: 31419JS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     467148 | PA      | $468064.04     | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AT5<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    9950000 | PA      | $8902230.18    | 0.00%             | 2026-04-14      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55387                      | CUSIP: 3128KH6Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17898 | PA      | $18283.27      | 0.00%             | 2036-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13518                      | CUSIP: 3128MCDX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      30180 | PA      | $30085.11      | 0.00%             | 2024-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745230                      | CUSIP: 3620C04P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     340567 | PA      | $322838.75     | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01564                      | CUSIP: 31283HWZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     136230 | PA      | $143957.82     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   14800000 | PA      | $13886703.99   | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    3540000 | PA      | $3131455.75    | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1476                      | CUSIP: 3140XGUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   20145931 | PA      | $17735959.95   | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    2390000 | PA      | $2158514.95    | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   13000000 | PA      | $12264065.45   | 0.01%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJN6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $17687127.17   | 0.01%             | 2024-09-13      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   12680000 | PA      | $10904314.61   | 0.00%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955770                      | CUSIP: 31413UJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     206796 | PA      | $218021.67     | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CE4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $10626156.64   | 0.00%             | 2025-04-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    3550000 | PA      | $2663620.91    | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   12920000 | PA      | $13232712.97   | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02558                      | CUSIP: 3128M4E74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      18668 | PA      | $19780.42      | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1361090.64    | 0.00%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3181                      | CUSIP: 31418CRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4711427 | PA      | $4521150.44    | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781319                      | CUSIP: 36225BPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      19440 | PA      | $19744.37      | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A3              | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1990000 | PA      | $1862334.14    | 0.00%             | 2060-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   25641000 | PA      | $19435578.26   | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   23030000 | PA      | $18867447.49   | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4778                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19785515 | PA      | $18475798.74   | 0.01%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114QCG1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   27545000 | PA      | $27042307.06   | 0.01%             | 2023-06-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37401                      | CUSIP: 31297TGJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       6320 | PA      | $6455.95       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0062                      | CUSIP: 3140Q7B89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1355095 | PA      | $1292562.48    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    7600000 | PA      | $6920570.79    | 0.00%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  723292100 | PA      | $474321361.29  | 0.21%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Children's Hospital/DC                                                           | CHILDREN'S HS/DC               | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    4575000 | PA      | $2839101.07    | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Allied World Assurance Co Holdings Ltd                                           | ALLIED WORLD                   | CUSIP: 01959EAC2<br>LEI: 549300E2X3MLXVVR4T40 | Long             | DBT              | CORP              | BM        |    5400000 | PA      | $5149718.59    | 0.00%             | 2025-10-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   43030000 | PA      | $40098581.25   | 0.02%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0762                      | CUSIP: 3138EGZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     406855 | PA      | $403112.06     | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7936                      | CUSIP: 31417EZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     789477 | PA      | $713661.40     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK2056                      | CUSIP: 3140HFJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5265896 | PA      | $4882702.07    | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                      | MSBAM 2016-C29 A4              | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1550000 | PA      | $1439874.05    | 0.00%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                              | SVB FINANCIAL GR               | CUSIP: 78486QAR2<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $5102486.03    | 0.00%             | 2028-04-29      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82980                       | CUSIP: 36225FJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     304971 | PA      | $301282.35     | 0.00%             | 2041-11-20      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKQ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    5051000 | PA      | $4947602.29    | 0.00%             | 2025-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08545                      | CUSIP: 3128MJTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3447173 | PA      | $3194049.50    | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   14355000 | PA      | $12182741.68   | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS ST               | CUSIP: 57582RYP5<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |    7000000 | PA      | $5054084.00    | 0.00%             | 2043-09-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84160                      | CUSIP: 312930TR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      45749 | PA      | $46341.97      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   15844000 | PA      | $11059601.90   | 0.00%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  304596000 | PA      | $292174209.60  | 0.13%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13449                      | CUSIP: 3128MCBS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8867 | PA      | $8871.77       | 0.00%             | 2024-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    9592000 | PA      | $8557495.70    | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5574                      | CUSIP: 3138A7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1442200 | PA      | $1398485.42    | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C42                                   | WFCM 2017-C42 A3               | CUSIP: 95001GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4815000 | PA      | $4346110.00    | 0.00%             | 2050-12-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6528                      | CUSIP: 3138WGHE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2478430 | PA      | $2385576.51    | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7689                      | CUSIP: 3138E0RK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2709508 | PA      | $2629434.49    | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-3                    | GMCAR 2021-3 A4                | CUSIP: 380140AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2575000 | PA      | $2330777.22    | 0.00%             | 2027-08-16      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    1680000 | PA      | $1371292.12    | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    6300000 | PA      | $5252336.52    | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   32834000 | PA      | $27670395.14   | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6328                      | CUSIP: 3138WGA61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6956765 | PA      | $6494965.61    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7247                      | CUSIP: 3138Y9BR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     149887 | PA      | $144648.60     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 A3              | CUSIP: 12591KAD7<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |    1306150 | PA      | $1290720.80    | 0.00%             | 2046-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5178426.06    | 0.00%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   27200000 | PA      | $26242135.68   | 0.01%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $9627982.44    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69968.07      | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | RABOBANK NED NY                | CUSIP: 21688AAE2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   12076000 | PA      | $11708845.64   | 0.01%             | 2025-05-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VERIZON OWNER TRUST VZOT_20-C                                                    | VZOT 2020-C A                  | CUSIP: 92348CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8518799 | PA      | $8377526.45    | 0.00%             | 2025-04-21      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   16600000 | PA      | $14500323.27   | 0.01%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6601                      | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   19075722 | PA      | $18362616.07   | 0.01%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06566                      | CUSIP: 3128M8TX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1417420 | PA      | $1503366.99    | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8141                      | CUSIP: 3132DWBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   30812237 | PA      | $26265703.18   | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $4191940.32    | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 865116                      | CUSIP: 31409ADV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      95837 | PA      | $100063.74     | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Raytheon Technologies Corp                                                       | UNITED TECH CORP               | CUSIP: 913017DD8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   10518000 | PA      | $10280924.49   | 0.00%             | 2025-08-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WORLD OMNI AUTO RECEIVABLES TRUST WOART_21-A                                     | WOART 2021-A A4                | CUSIP: 98164EAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     675000 | PA      | $614499.68     | 0.00%             | 2026-09-15      | Fixed         | 0.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  232870000 | PA      | $206999586.79  | 0.09%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    3120000 | PA      | $2754798.04    | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03392                      | CUSIP: 3128M5C57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      62576 | PA      | $65637.13      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   29200000 | PA      | $18527756.24   | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1514 A2                 | CUSIP: 3137FQJZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   10025000 | PA      | $8504876.17    | 0.00%             | 2034-10-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   63190000 | PA      | $49877175.66   | 0.02%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $4628546.37    | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AY8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   16125000 | PA      | $14574798.94   | 0.01%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     825000 | PA      | $813712.12     | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1578                      | CUSIP: 3140X4XG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5856239 | PA      | $5616463.69    | 0.00%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENT PUGET SOUND               | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     660000 | PA      | $688370.69     | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167DN0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    1700000 | PA      | $1578004.91    | 0.00%             | 2026-04-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97217                      | CUSIP: 312946AS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3671303 | PA      | $3643076.80    | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   10000000 | PA      | $8900848.50    | 0.00%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   24700000 | PA      | $21995055.82   | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    9255000 | PA      | $6488535.66    | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18475                      | CUSIP: 3128MMQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2424259 | PA      | $2268163.08    | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08767                      | CUSIP: 3128MJZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   12277146 | PA      | $11755735.15   | 0.01%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fibria Overseas Finance Ltd                                                      | FIBRIA OVERSEAS                | CUSIP: 31572UAG1<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |    3800000 | PA      | $3697272.02    | 0.00%             | 2025-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   40333000 | PA      | $32580394.02   | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   39000000 | PA      | $34034121.03   | 0.01%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2055705.57    | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842404                      | CUSIP: 31407V3M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17711 | PA      | $18091.40      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC2675                      | CUSIP: 3140EW6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19943 | PA      | $18697.08      | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781274                      | CUSIP: 36225BMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       5077 | PA      | $5296.31       | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78534                      | CUSIP: 31288HPT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       7383 | PA      | $7541.36       | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    4962000 | PA      | $4073916.87    | 0.00%             | 2077-12-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    4300000 | PA      | $3360738.66    | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   11646000 | PA      | $10030995.84   | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1534937.06    | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   41867000 | PA      | $35817650.15   | 0.02%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    9241000 | PA      | $10045555.00   | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1600                      | CUSIP: 31416WX64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     550721 | PA      | $544802.68     | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JT9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   45215000 | PA      | $44382105.79   | 0.02%             | 2025-06-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EX7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4300561.43    | 0.00%             | 2025-05-28      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2596                      | CUSIP: 31418B3E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2045199 | PA      | $1954149.02    | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0392                      | CUSIP: 36179MNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   29895988 | PA      | $28049321.85   | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AQF57<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   21000000 | PA      | $20159601.00   | 0.01%             | 2023-12-22      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    3075000 | PA      | $2585086.14    | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01511                      | CUSIP: 31292HVC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     149524 | PA      | $157596.15     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5332                        | CUSIP: 36202F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    6389907 | PA      | $6215228.74    | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1A1203                      | CUSIP: 3128NFKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     140645 | PA      | $145176.39     | 0.00%             | 2037-01-01      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323ADP6<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $7493836.56    | 0.00%             | 2026-04-27      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2967                      | CUSIP: 3140X6JM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27753548 | PA      | $24934004.19   | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1187563000 | PA      | $1108515837.81 | 0.48%             | 2024-11-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_21-B                                      | HDMOT 2021-B A3                | CUSIP: 41285AAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7754391 | PA      | $7481592.18    | 0.00%             | 2026-11-16      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18691                      | CUSIP: 3128MMXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5682622 | PA      | $5363769.87    | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                        | QORVO INC                      | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $4151858.13    | 0.00%             | 2024-12-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30936                      | CUSIP: 3132J4HN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     367323 | PA      | $337441.39     | 0.00%             | 2025-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18601                      | CUSIP: 3128MMU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3669861 | PA      | $3478360.71    | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8200                      | CUSIP: 3132DWDD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   79268084 | PA      | $67321670.59   | 0.03%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   18000000 | PA      | $15410486.70   | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    4475000 | PA      | $3788200.99    | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ANTHEM INC                     | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   30808000 | PA      | $25562299.04   | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |   23105000 | PA      | $21392832.16   | 0.01%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1149                      | CUSIP: 31416WH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     287098 | PA      | $295844.07     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3319                        | CUSIP: 36202DVL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      28313 | PA      | $28289.89      | 0.00%             | 2032-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8057                      | CUSIP: 3132D55S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6382780 | PA      | $5690409.51    | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                   | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    3455000 | PA      | $2978064.27    | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8288                      | CUSIP: 3140XCF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3326230 | PA      | $3081537.84    | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   11200000 | PA      | $11406635.52   | 0.00%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Retail Properties Inc                                                   | NATIONAL RETAIL                | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    8375000 | PA      | $6784510.62    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887812                      | CUSIP: 31410FKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9383 | PA      | $9938.63       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    4650000 | PA      | $3024336.01    | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                    | SEMPRA ENERGY                  | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    8350000 | PA      | $6575209.25    | 0.00%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZP2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   44084000 | PA      | $42988372.85   | 0.02%             | 2024-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3647181.16    | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7842                      | CUSIP: 3140XBWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2778926 | PA      | $2602501.31    | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   47000000 | PA      | $44454465.43   | 0.02%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 A3              | CUSIP: 08163JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     850000 | PA      | $720537.78     | 0.00%             | 2054-09-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $3833893.90    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794259                      | CUSIP: 31405NMG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       8207 | PA      | $8586.57       | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7791860 | PA      | $7519462.68    | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $8406638.30    | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    3130000 | PA      | $2641936.94    | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357909                      | CUSIP: 31376KR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     125818 | PA      | $131141.84     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     680000 | PA      | $537888.38     | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7279                      | CUSIP: 3132A8CQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4950529 | PA      | $4648084.70    | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    4500000 | PA      | $3821843.16    | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78071                      | CUSIP: 31288G6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      22691 | PA      | $23176.06      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781660                      | CUSIP: 36225BZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      16053 | PA      | $16495.91      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CR7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |   28000000 | PA      | $26881486.52   | 0.01%             | 2025-04-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AN8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    4901000 | PA      | $4795772.25    | 0.00%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8030                      | CUSIP: 3140XB4Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19130086 | PA      | $17917106.92   | 0.01%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6412                      | CUSIP: 36179VDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    7777556 | PA      | $7666325.77    | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3439                      | CUSIP: 31418CZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     496621 | PA      | $488063.44     | 0.00%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808116                      | CUSIP: 31406EYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      17599 | PA      | $17577.13      | 0.00%             | 2035-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings Inc                                                       | TRANSATLANTIC HL               | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $5091264.46    | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4496                      | CUSIP: 31418D7J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   49939205 | PA      | $43343998.73   | 0.02%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | L A WTR & PWR-BABS             | CUSIP: 544495UG7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |    1650000 | PA      | $1763731.04    | 0.00%             | 2039-07-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    6625000 | PA      | $5223399.17    | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   11951000 | PA      | $9051786.83    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M15 A2                | CUSIP: 3136AY6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      93263 | PA      | $87919.10      | 0.00%             | 2027-09-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1593                      | CUSIP: 31418NXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     865647 | PA      | $857363.24     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4587                      | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   10876518 | PA      | $10496352.95   | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C62417                      | CUSIP: 31287MVJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2677 | PA      | $2831.37       | 0.00%             | 2031-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   16400000 | PA      | $11338864.88   | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $3221799.00    | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   32537000 | PA      | $30653032.54   | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    8380000 | PA      | $9968336.82    | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86968                      | CUSIP: 312933W59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      64250 | PA      | $63854.26      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  253494400 | PA      | $232660329.00  | 0.10%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    8380000 | PA      | $9096395.47    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   23366000 | PA      | $19748064.64   | 0.01%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    6800000 | PA      | $6281605.67    | 0.00%             | 2026-08-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   10100000 | PA      | $9863357.40    | 0.00%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7735                      | CUSIP: 31417ESZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1385636 | PA      | $1243033.65    | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850632                      | CUSIP: 31408GA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      49768 | PA      | $49573.22      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0970                      | CUSIP: 3138XCCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     664866 | PA      | $627458.99     | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888209                      | CUSIP: 31410FYE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1308486 | PA      | $1363701.23    | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   48021000 | PA      | $39524961.89   | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |   12504000 | PA      | $10591511.20   | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7009                      | CUSIP: 3138A8YF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     312340 | PA      | $309462.90     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6746                      | CUSIP: 3138WGP81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2577520 | PA      | $2462987.47    | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 821584                      | CUSIP: 31406VXM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12917 | PA      | $13653.87      | 0.00%             | 2035-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535532                      | CUSIP: 31384V4R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3179 | PA      | $3275.30       | 0.00%             | 2030-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $869983.14     | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5942                      | CUSIP: 3138WFS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      65469 | PA      | $63008.11      | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0859                      | CUSIP: 3140Q75V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1492968 | PA      | $1387475.83    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HONDA AUTO RECEIVABLES OWNER TRUST HAROT_22-1                                    | HAROT 2022-1 A3                | CUSIP: 43815BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2250000 | PA      | $2124119.93    | 0.00%             | 2026-05-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI AUTO RECEIVABLES TRUST HART_21-A                                         | HART 2021-A A3                 | CUSIP: 44933LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1775358 | PA      | $1717066.18    | 0.00%             | 2025-09-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    7230000 | PA      | $6214979.07    | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   20303000 | PA      | $18093018.86   | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   16378000 | PA      | $13475177.37   | 0.01%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995434                      | CUSIP: 31416BY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        626 | PA      | $622.87        | 0.00%             | 2023-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0969                      | CUSIP: 3138A2CF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2015963 | PA      | $1994308.85    | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    5025000 | PA      | $4960648.59    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K040 A2                   | CUSIP: 3137BEVH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   26445000 | PA      | $25759016.70   | 0.01%             | 2024-09-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |   10475000 | PA      | $6911652.11    | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2145                      | CUSIP: 31418BL38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2330831 | PA      | $2246215.49    | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   22430000 | PA      | $20825661.05   | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VMware Inc                                                                       | VMWARE INC                     | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $16423648.83   | 0.01%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   13050000 | PA      | $11583857.30   | 0.01%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5471                      | CUSIP: 31419GCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     870702 | PA      | $862373.75     | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    3254000 | PA      | $3040127.92    | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    7275000 | PA      | $7446712.41    | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    7500000 | PA      | $7163907.53    | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0197                      | CUSIP: 3140XFGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   27510590 | PA      | $21124875.95   | 0.01%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAH6<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |   13851000 | PA      | $13865931.93   | 0.01%             | 2025-11-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Reliance Steel & Aluminum Co                                                     | RELIANCE STEEL                 | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |   10511000 | PA      | $8303830.32    | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J07734                      | CUSIP: 3128PKSX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        605 | PA      | $584.39        | 0.00%             | 2023-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40879                      | CUSIP: 3128K06Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     262394 | PA      | $266787.08     | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323031                      | CUSIP: 31374SY47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1625 | PA      | $1625.57       | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1119                      | CUSIP: 3140X4G59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6490546 | PA      | $6326316.10    | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0155                      | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1203635 | PA      | $1170720.30    | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    4365000 | PA      | $4185647.74    | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   25625000 | PA      | $21327356.43   | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00876                      | CUSIP: 3132GD6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1274128 | PA      | $1264312.09    | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $3423529.97    | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6285                      | CUSIP: 3140X96X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4234601 | PA      | $3655343.20    | 0.00%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1725                      | CUSIP: 3132DN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7484221 | PA      | $7041132.64    | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5748                      | CUSIP: 3140GUL62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     128433 | PA      | $122954.71     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3828                      | CUSIP: 31418RHE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     175727 | PA      | $174713.39     | 0.00%             | 2025-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JE4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   60000000 | PA      | $54232255.80   | 0.02%             | 2025-07-28      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $6182634.16    | 0.00%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AX9969                      | CUSIP: 36196NCE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     215253 | PA      | $212521.33     | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2817                      | CUSIP: 31416YDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     281785 | PA      | $289853.50     | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ENYH7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   16085000 | PA      | $15615141.07   | 0.01%             | 2024-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9218                      | CUSIP: 3140E2G47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    5982466 | PA      | $5585531.55    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE CAP TRUST II               | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     725000 | PA      | $899245.08     | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 803857                      | CUSIP: 31406AB27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       9976 | PA      | $10223.23      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    9200000 | PA      | $7180555.20    | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255030                      | CUSIP: 31371LHF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1643 | PA      | $1608.55       | 0.00%             | 2023-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C20                                         | WFRBS 2014-C20 A5              | CUSIP: 92890FAU0<br>LEI: 549300UVB571ELWL8972 | Long             | ABS-MBS          | CORP              | US        |    1150000 | PA      | $1120047.79    | 0.00%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13433                      | CUSIP: 3128MCBA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       1807 | PA      | $1808.45       | 0.00%             | 2024-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K105 A2                   | CUSIP: 3137FRUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4600000 | PA      | $3870931.74    | 0.00%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1164                      | CUSIP: 3140J5JJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    9322275 | PA      | $8696541.63    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5927235.78    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     925000 | PA      | $906802.13     | 0.00%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08497                      | CUSIP: 3128MJRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     497398 | PA      | $446237.17     | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  310732100 | PA      | $242759453.13  | 0.11%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4546                      | CUSIP: 3140H6BQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     624358 | PA      | $579450.24     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    5400000 | PA      | $4371992.01    | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13223                      | CUSIP: 3128MBYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2738 | PA      | $2670.34       | 0.00%             | 2023-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Transportation Commission State Highway Fund                               | TX TRANSPRTN COM-REF           | CUSIP: 88283LKV7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    3840000 | PA      | $3491096.45    | 0.00%             | 2033-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8108                      | CUSIP: 3132D6AH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    4788912 | PA      | $4397784.50    | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41919                      | CUSIP: 3128K2DY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      33719 | PA      | $33673.83      | 0.00%             | 2036-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7996                      | CUSIP: 3140XB3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3187841 | PA      | $3071288.74    | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   12866000 | PA      | $13888343.55   | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson and Co                                                          | BECTON DICKINSON               | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $7900824.80    | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4771                        | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    4566083 | PA      | $4566648.35    | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   17900000 | PA      | $16394501.88   | 0.01%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651222                      | CUSIP: 36292KPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4825 | PA      | $5011.93       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1667373.24    | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                         | US BANK NA OHIO                | CUSIP: 90331HPL1<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7576181.12    | 0.00%             | 2025-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    6400000 | PA      | $5893216.38    | 0.00%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   14105000 | PA      | $11883260.66   | 0.01%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3209                      | CUSIP: 31418CR71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8130850 | PA      | $7284448.23    | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14408                      | CUSIP: 3128MDDM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       2686 | PA      | $2684.94       | 0.00%             | 2026-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0872                      | CUSIP: 36179M6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     443070 | PA      | $432282.63     | 0.00%             | 2043-03-20      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2532303.40    | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40869                      | CUSIP: 3128K06E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       3504 | PA      | $3579.26       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78614                      | CUSIP: 3128LCSB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      57264 | PA      | $59013.18      | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    2629000 | PA      | $2348612.47    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   46135000 | PA      | $49136145.42   | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 776594                      | CUSIP: 31404RXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      27554 | PA      | $28083.18      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5100                      | CUSIP: 3133KYUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   28574978 | PA      | $24345455.80   | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8189                      | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  210382201 | PA      | $179310895.93  | 0.08%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | GMAC LLC                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   27425000 | PA      | $28288790.14   | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90918                      | CUSIP: 3128P7AT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     205482 | PA      | $201989.40     | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2415797.55    | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 37331NAM3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2819697.81    | 0.00%             | 2024-05-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   25242000 | PA      | $26327724.05   | 0.01%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737941                      | CUSIP: 3620ARZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     177410 | PA      | $166435.83     | 0.00%             | 2026-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3575                      | CUSIP: 3133KJ6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   15094749 | PA      | $12436146.96   | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723344                      | CUSIP: 3620A9S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     413564 | PA      | $402888.86     | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08150                      | CUSIP: 3128MJEY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      29132 | PA      | $29247.02      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5050                      | CUSIP: 3140X8TG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2934279 | PA      | $2731795.16    | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 A5              | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |    4375000 | PA      | $4070041.06    | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7040                      | CUSIP: 31417DZE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1003450 | PA      | $938971.05     | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574353                      | CUSIP: 36200WBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       4608 | PA      | $4649.66       | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM8513                      | CUSIP: 36185BN69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     666738 | PA      | $642134.53     | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $9270778.00    | 0.00%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M42 A2                | CUSIP: 3136BBN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14300000 | PA      | $11225913.27   | 0.00%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C59                                   | WFCM 2021-C59 A5               | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4650000 | PA      | $3817856.93    | 0.00%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AL8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   10730000 | PA      | $10365644.39   | 0.00%             | 2024-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6370                      | CUSIP: 31418UCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     372127 | PA      | $368568.08     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04651                      | CUSIP: 3132GKZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    2102009 | PA      | $2044890.88    | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01374                      | CUSIP: 31292HQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      19536 | PA      | $21019.90      | 0.00%             | 2032-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762904                      | CUSIP: 36176DKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     488622 | PA      | $491937.89     | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   51818000 | PA      | $52900233.96   | 0.02%             | 2026-06-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96312                      | CUSIP: 312945AM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     767056 | PA      | $745457.91     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $8435296.82    | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6217                      | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   15027776 | PA      | $13158888.55   | 0.01%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    9685000 | PA      | $7669026.57    | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  135000000 | PA      | $127807038.00  | 0.06%             | 2024-08-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1184817.32    | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $5348260.38    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550AY4<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    5019000 | PA      | $4791594.13    | 0.00%             | 2024-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3465574.78    | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   28800000 | PA      | $24451689.60   | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 963929                      | CUSIP: 31414ELJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        342 | PA      | $340.87        | 0.00%             | 2023-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6012                      | CUSIP: 31417CVE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1380378 | PA      | $1238241.99    | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6152                      | CUSIP: 3140X9ZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    6030742 | PA      | $5525719.42    | 0.00%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M8 A2                 | CUSIP: 3136AW7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   19539438 | PA      | $18402265.87   | 0.01%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7340                      | CUSIP: 36179WEM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   25164644 | PA      | $22961489.69   | 0.01%             | 2036-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   15345000 | PA      | $14864131.89   | 0.01%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $5906807.20    | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G0X24<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   43250000 | PA      | $40854988.00   | 0.02%             | 2025-01-07      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    8000000 | PA      | $8110414.24    | 0.00%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7911                      | CUSIP: 3128UGFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     271330 | PA      | $271212.72     | 0.00%             | 2040-12-01      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06007                      | CUSIP: 3128M8AG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      12293 | PA      | $12625.34      | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   30500000 | PA      | $29361706.45   | 0.01%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8233                      | CUSIP: 3132DWEE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   33185886 | PA      | $32762526.98   | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605098                      | CUSIP: 36200NGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     100201 | PA      | $103215.09     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PCP9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    4310000 | PA      | $3820470.37    | 0.00%             | 2041-08-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08519                      | CUSIP: 3128MJSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1823454 | PA      | $1611723.65    | 0.00%             | 2043-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                                        | VALERO ENERGY PA               | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |    3090000 | PA      | $2998555.31    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    2890000 | PA      | $2380412.95    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5281                        | CUSIP: 36202F2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    1030796 | PA      | $1057855.21    | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BD5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   28300000 | PA      | $27673428.38   | 0.01%             | 2024-03-07      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4160                      | CUSIP: 31418DTS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   37775515 | PA      | $33540732.17   | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   16869000 | PA      | $9984448.52    | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    8835000 | PA      | $7927338.13    | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   21000000 | PA      | $12580669.71   | 0.01%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08672                      | CUSIP: 3128MJXA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    3882336 | PA      | $3736621.42    | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   11315000 | PA      | $8717754.33    | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   19500000 | PA      | $12744990.57   | 0.01%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   25762000 | PA      | $19197479.93   | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    5430000 | PA      | $4670602.55    | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6147                      | CUSIP: 31419GZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      71672 | PA      | $72635.16      | 0.00%             | 2040-10-01      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4121                      | CUSIP: 31418DSK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   38797390 | PA      | $34448291.41   | 0.02%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5900000 | PA      | $3842424.68    | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M25 A2                | CUSIP: 3136B7FC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    7300000 | PA      | $6351289.81    | 0.00%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1706                      | CUSIP: 3132DN3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    8540425 | PA      | $8476099.80    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBY1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   17785000 | PA      | $16775280.28   | 0.01%             | 2025-02-16      | Variable      | 0.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5290                      | CUSIP: 3140X82Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   16009825 | PA      | $14380206.11   | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    4475000 | PA      | $4266632.45    | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02087                      | CUSIP: 3128LXJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      36922 | PA      | $37713.99      | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    4825000 | PA      | $4581476.51    | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR_21-1                    | GMCAR 2021-1 A4                | CUSIP: 36261LAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11330000 | PA      | $10457390.59   | 0.00%             | 2027-05-17      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8772                      | CUSIP: 3138ETXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    1891114 | PA      | $1701330.38    | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3600                        | CUSIP: 36202D7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       2614 | PA      | $2811.91       | 0.00%             | 2034-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    8670000 | PA      | $7128609.08    | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EW9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |   75611000 | PA      | $68036415.53   | 0.03%             | 2025-09-03      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256527                      | CUSIP: 31371M4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      83928 | PA      | $85988.38      | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    3063000 | PA      | $2429029.60    | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8277                      | CUSIP: 3132DWFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   14852224 | PA      | $14904585.93   | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745586                      | CUSIP: 31403DJ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      26294 | PA      | $27896.64      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 790828                      | CUSIP: 31405JSR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      28393 | PA      | $29111.87      | 0.00%             | 2034-09-01      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02113                      | CUSIP: 3132GFK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      52872 | PA      | $51452.99      | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    4275000 | PA      | $3802791.24    | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   20050000 | PA      | $16554512.87   | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    3538000 | PA      | $3276759.28    | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    7075000 | PA      | $6571208.14    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    8445000 | PA      | $7901376.18    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    5823000 | PA      | $5918646.56    | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** VANGUARD BOND INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer