# EDGAR Filing Document

**Accession Number:** 0000795259
**File Stem:** 0001752724-23-025567
**Filing Date:** 2023-2
**Character Count:** 132113
**Document Hash:** 60409a8064c3a2770d26ebdd052ac3f2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-025567.hdr.sgml**: 20230215

**ACCESSION NUMBER**: 0001752724-23-025567

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230215

**DATE AS OF CHANGE**: 20230215

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MUTUAL OF AMERICA INVESTMENT CORP
- **CENTRAL INDEX KEY:** 0000795259
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05084
- **FILM NUMBER:** 23634369

**BUSINESS ADDRESS:**
- **STREET 1:** 320 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022
- **BUSINESS PHONE:** (212)224-1600

**MAIL ADDRESS:**
- **STREET 1:** 320 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

## Series and Classes Contracts Data

### Composite Fund (Series ID: S000009402)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000025746 | Composite Fund Class |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Mutual of America Investment Corp

- **b. Investment Company Act file number:** 811-05084

- **c. CIK number of Registrant:** 0000795259

- **d. LEI of Registrant:** 2549004TRCWJFA4VU540

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

  - **Street Address 1:** 320 Park Ave

  - **City:** NY

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022

  - **Telephone number:** 212-224-1600

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

- **a. Name of Series:** INV CORP COMPOSITE

- **b. EDGAR series identifier (if any):** S000009402

- **c. LEI of Series:** 254900HG68R9KNGJQO67

**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:** $181959308.61

**Total Liabilities:** $2153490.17

**Net Assets:** $179805818.44

**Cash Not Reported:** $898067.53

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 12.20971200 | **1-Year:** 1339.31411000 | **5-Year:** 7832.02473800 | **10-Year:** 7832.58492200 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 29.60490900 | **5-Year:** 3.82072600 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025746 | 5.35%                | 5.11%                | -3.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1314275.75              | $7637528.91                                |
| Month 2  | $-571147.45              | $9396500.05                                |
| Month 3  | $876855.99               | $-7406637.79                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| UMBS P#CB0869 3.5% 06/01/51    | FANNIE MAE POOL UMBS P#CB0869 3.50000000                              | CUSIP: 3140QK6F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    580208 | NS      | $529039.91    | 0.29%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#636445 7% 04/01/32      | FANNIE MAE POOL UMBS P#636445 7.00000000                              | CUSIP: 31389VBN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1204 | NS      | $1211.84      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC 2.05% 09/11/26       | APPLE INC REGD 2.05000000                                             | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | NS      | $182558.62    | 0.10%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GNMA P#772047 4% 08/15/41      | GINNIE MAE I POOL P#772047 4.00000000                                 | CUSIP: 36176PP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54890 | NS      | $53135.07     | 0.03%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#741897 5% 10/01/33      | FANNIE MAE POOL UMBS P#741897 5.00000000                              | CUSIP: 31402YGE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     22179 | NS      | $22649.76     | 0.01%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1284 3% 12/01/42      | FANNIE MAE POOL UMBS P#MA1284 3.00000000                              | CUSIP: 31418ANA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     54718 | NS      | $49128.91     | 0.03%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC 3.6% 03/15/32   | APTARGROUP INC REGD 3.60000000                                        | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    165000 | NS      | $136409.80    | 0.08%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                    | EQUINIX INC 0.00000000                                                | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | RE               | CORP              | US        |      1050 | NS      | $687781.50    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#AE9773 4% 11/01/40      | FANNIE MAE POOL UMBS P#AE9773 4.00000000                              | CUSIP: 31419L2F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     33714 | NS      | $32377.83     | 0.02%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BJ4338 3% 12/01/47      | FANNIE MAE POOL UMBS P#BJ4338 3.00000000                              | CUSIP: 3140H5ZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21443 | NS      | $19022.54     | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FHLB D/N 01/25/23              | FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000                      | CUSIP: 313384BA6<br>LEI: N/A                  | Long             | STIV             | USGA              | US        |   1200000 | PA      | $1196768.00   | 0.67%             | 2023-01-25      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#255874 4.5% 08/01/35    | FANNIE MAE POOL UMBS P#255874 4.50000000                              | CUSIP: 31371MFP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10139 | NS      | $9946.10      | 0.01%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#786188 6.5% 07/01/34    | FANNIE MAE POOL UMBS P#786188 6.50000000                              | CUSIP: 31405DND5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4338 | NS      | $4444.88      | 0.00%             | 2034-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.75% 08/15/41    | UNITED STATES TREASURY BOND 1.75000000                                | CUSIP: 912810TA6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1900000 | NS      | $1300238.29   | 0.72%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ2229 2% 11/01/35      | FANNIE MAE POOL UMBS P#BQ2229 2.00000000                              | CUSIP: 3140KMPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    226522 | NS      | $202055.32    | 0.11%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE        | PROCTER & GAMBLE CO/THE 0.00000000                                    | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     11964 | NS      | $1813263.84   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUIT   | ALEXANDRIA REAL ESTATE EQUIT 0.00000000                               | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | RE               | CORP              | US        |      3061 | NS      | $445895.87    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA C V/R 01/23/26 | BANK OF AMERICA CORP REGD V/R 3.36600000                              | CUSIP: 06051GGZ6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    165000 | NS      | $157324.45    | 0.09%             | 2026-01-23      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1546 3.5% 08/01/43    | FANNIE MAE POOL UMBS P#MA1546 3.50000000                              | CUSIP: 31418AWG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    122312 | NS      | $114245.72    | 0.06%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#754732 5.5% 03/01/34    | FANNIE MAE POOL UMBS P#754732 5.50000000                              | CUSIP: 31403QPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4067 | NS      | $4079.45      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE INC        | EXTRA SPACE STORAGE INC 0.00000000                                    | CUSIP: 30225T102<br>LEI: N/A                  | Long             | RE               | CORP              | US        |      4062 | NS      | $597845.16    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANC 4.3% 01/16/24 | FIFTH THIRD BANCORP REGD 4.30000000                                   | CUSIP: 316773CP3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    300000 | NS      | $296866.73    | 0.17%             | 2024-01-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UMBS P#931104 5% 05/01/39      | FANNIE MAE POOL UMBS P#931104 5.00000000                              | CUSIP: 31412PNV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     27718 | NS      | $27861.83     | 0.02%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QN2424 2.5% 06/01/35    | FREDDIE MAC POOL UMBS P#QN2424 2.50000000                             | CUSIP: 3133G8VR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    169467 | NS      | $155513.98    | 0.09%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                       | AT&T INC 0.00000000                                                   | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     46101 | NS      | $848719.41    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#FS1402 2% 03/01/52      | FANNIE MAE POOL UMBS P#FS1402 2.00000000                              | CUSIP: 3140XGRY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    278958 | NS      | $227557.00    | 0.13%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BT7243 V/R 09/01/51     | FANNIE MAE POOL UMBS P#BT7243 V/R 1.81800000                          | CUSIP: 3140LWBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    698382 | NS      | $613066.23    | 0.34%             | 2051-09-01      | Variable      | 1.82%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q12965 3% 11/01/42     | FREDDIE MAC GOLD POOL P#Q12965 3.00000000                             | CUSIP: 3132HPJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     92222 | NS      | $84012.48     | 0.05%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#CB0573 2.5% 05/01/46    | FANNIE MAE POOL UMBS P#CB0573 2.50000000                              | CUSIP: 3140QKT73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    223765 | NS      | $192905.93    | 0.11%             | 2046-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#786354 5.5% 07/01/34    | FANNIE MAE POOL UMBS P#786354 5.50000000                              | CUSIP: 31405DTK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     21097 | NS      | $21355.19     | 0.01%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                     | ABBVIE INC 0.00000000                                                 | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |     18180 | NS      | $2938069.80   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#254766 5% 06/01/33      | FANNIE MAE POOL UMBS P#254766 5.00000000                              | CUSIP: 31371K6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     19635 | NS      | $20022.72     | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BQ1905 2% 10/01/50      | FANNIE MAE POOL UMBS P#BQ1905 2.00000000                              | CUSIP: 3140KMDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    148417 | NS      | $121905.98    | 0.07%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                      | APPLE INC 0.00000000                                                  | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     60117 | NS      | $7811001.81   | 4.34%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#QE4080 5% 06/01/52      | FREDDIE MAC POOL UMBS P#QE4080 5.00000000                             | CUSIP: 3133BDQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    858753 | NS      | $848144.26    | 0.47%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNS 411 A3 3% 08/25/42         | FANNIE MAE INTEREST STRIP SER 411 CL A3 3.00000000                    | CUSIP: 31395QCY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     57096 | NS      | $51278.37     | 0.03%             | 2042-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#757380 3% 07/15/46      | GINNIE MAE I POOL P#757380 3.00000000                                 | CUSIP: 36230SFV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    201485 | NS      | $179939.37    | 0.10%             | 2046-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.125% 08/15/40   | UNITED STATES TREASURY BOND 1.12500000                                | CUSIP: 912810SQ2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1100000 | NS      | $683117.18    | 0.38%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| UMBS P#254383 7.5% 06/01/32    | FANNIE MAE POOL UMBS P#254383 7.50000000                              | CUSIP: 31371KRC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1339 | NS      | $1413.84      | 0.00%             | 2032-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC V/R 03/17/33     | CITIGROUP INC REGD V/R 3.78500000                                     | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    195000 | NS      | $166781.85    | 0.09%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| UMBS P#778882 6% 06/01/34      | FANNIE MAE POOL UMBS P#778882 6.00000000                              | CUSIP: 31404UJ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6608 | NS      | $6718.10      | 0.00%             | 2034-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q14428 3.5% 01/01/43   | FREDDIE MAC GOLD POOL P#Q14428 3.50000000                             | CUSIP: 3132HQ4M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     98716 | NS      | $92509.80     | 0.05%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC          | BATH & BODY WORKS INC 0.00000000                                      | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |     27389 | NS      | $1154172.46   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#AT0293 3% 03/01/43      | FANNIE MAE POOL UMBS P#AT0293 3.00000000                              | CUSIP: 3138WMKF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    137974 | NS      | $125544.97    | 0.07%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE US INC                | T-MOBILE US INC 0.00000000                                            | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      5743 | NS      | $804020.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC-A     | CONSTELLATION BRANDS INC-A 0.00000000                                 | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |      4226 | NS      | $979375.50    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                 | AMAZON.COM INC 0.00000000                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     12899 | NS      | $1083516.00   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#FM9913 2% 07/01/36      | FANNIE MAE POOL UMBS P#FM9913 2.00000000                              | CUSIP: 3140XEAP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    855392 | NS      | $763390.68    | 0.42%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#790913 6% 09/01/34      | FANNIE MAE POOL UMBS P#790913 6.00000000                              | CUSIP: 31405JVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1804 | NS      | $1830.94      | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BX0633 6% 11/01/52      | FANNIE MAE POOL UMBS P#BX0633 6.00000000                              | CUSIP: 3140N4V38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    698921 | NS      | $711633.24    | 0.40%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SIGNET UK FINANC 4.7% 06/15/24 | SIGNET UK FINANCE PLC REGD 4.70000000                                 | CUSIP: 82671AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    250000 | NS      | $242500.00    | 0.13%             | 2024-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q29186 4% 10/01/44     | FREDDIE MAC GOLD POOL P#Q29186 4.00000000                             | CUSIP: 3132M92T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     46680 | NS      | $44762.00     | 0.02%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                 | CONOCOPHILLIPS 0.00000000                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |     19742 | NS      | $2329556.00   | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FGLMC P#J20528 2.5% 09/01/27   | FREDDIE MAC GOLD POOL P#J20528 2.50000000                             | CUSIP: 31306XSR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     61941 | NS      | $59165.29     | 0.03%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#254310 6% 05/01/32      | FANNIE MAE POOL UMBS P#254310 6.00000000                              | CUSIP: 31371KN31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4286 | NS      | $4432.49      | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BU3685 2% 11/01/51      | FANNIE MAE POOL UMBS P#BU3685 2.00000000                              | CUSIP: 3140M5CX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    453755 | NS      | $371208.70    | 0.21%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                 | MICROSOFT CORP 0.00000000                                             | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     29886 | NS      | $7167260.52   | 3.99%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#795013 6% 10/01/34      | FANNIE MAE POOL UMBS P#795013 6.00000000                              | CUSIP: 31405PGW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14739 | NS      | $14968.92     | 0.01%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR0988 3% 01/01/43      | FANNIE MAE POOL UMBS P#AR0988 3.00000000                              | CUSIP: 3138NXC21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    232109 | NS      | $211196.91    | 0.12%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                | BEST BUY CO INC 0.00000000                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      8322 | NS      | $667507.62    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSCO CORPORATI 3.75% 10/01/25 | SYSCO CORPORATION REGD 3.75000000                                     | CUSIP: 871829AZ0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | NS      | $96765.38     | 0.05%             | 2025-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP 0.75% 12/15/25   | ALLSTATE CORP REGD 0.75000000                                         | CUSIP: 020002BH3<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    350000 | NS      | $310454.20    | 0.17%             | 2025-12-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#644475 6.5% 05/01/32    | FANNIE MAE POOL UMBS P#644475 6.50000000                              | CUSIP: 31390E6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17695 | NS      | $18136.63     | 0.01%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP              | LAM RESEARCH CORP 0.00000000                                          | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |      4079 | NS      | $1714403.70   | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNO 2.75% 04/01/31 | TELEDYNE TECHNOLOGIES IN REGD 2.75000000                              | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    250000 | NS      | $204425.24    | 0.11%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WI TREASURY SE 2.625% 04/15/25 | WI TREASURY N/B REGD 2.62500000                                       | CUSIP: 91282CEH0<br>LEI: N/A                  | Long             | DBT              | USGA              | US        |   2000000 | NS      | $1924843.76   | 1.07%             | 2025-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VISA INC-CLASS A SHARES        | VISA INC-CLASS A SHARES 0.00000000                                    | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      9941 | NS      | $2065342.16   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC            | QUANTA SERVICES INC 0.00000000                                        | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      5307 | NS      | $756247.50    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS NTS 2.25% 11/15/27    | UNITED STATES TREASURY NOTE 2.25000000                                | CUSIP: 9128283F5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1200000 | NS      | $1105781.26   | 0.61%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#545082 7.5% 06/01/31    | FANNIE MAE POOL UMBS P#545082 7.50000000                              | CUSIP: 31385HRB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1973 | NS      | $2024.77      | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3286 4.5% 11/01/47    | FANNIE MAE POOL UMBS P#BM3286 4.50000000                              | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     48762 | NS      | $48635.60     | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CG9061 3% 10/20/51   | GINNIE MAE II POOL P#CG9061 3.00000000                                | CUSIP: 3617WPB63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    185731 | NS      | $161706.69    | 0.09%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO        | BRISTOL-MYERS SQUIBB CO 0.00000000                                    | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     16728 | NS      | $1203579.60   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA CORP                     | CIGNA CORP 0.00000000                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      3491 | NS      | $1156707.94   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA P#733970 4.5% 10/15/40    | GINNIE MAE I POOL P#733970 4.50000000                                 | CUSIP: 3620AMMT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59459 | NS      | $59080.19     | 0.03%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FHLB D/N 01/04/23              | FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000                      | CUSIP: 313384AD1<br>LEI: N/A                  | Long             | STIV             | USGA              | US        |   1500000 | PA      | $1499575.00   | 0.83%             | 2023-01-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM3635 3% 03/01/50      | FANNIE MAE POOL UMBS P#FM3635 3.00000000                              | CUSIP: 3140X7BD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     67511 | NS      | $59762.22     | 0.03%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB3087 4% 05/01/41      | FANNIE MAE POOL UMBS P#AB3087 4.00000000                              | CUSIP: 31416YND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     29925 | NS      | $28532.58     | 0.02%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                       | EQT CORP 0.00000000                                                   | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |     25378 | NS      | $858537.74    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#MA4587 2.5% 04/01/42    | FANNIE MAE POOL UMBS P#MA4587 2.50000000                              | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1095230 | NS      | $952420.59    | 0.53%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS2523 5% 06/01/52      | FANNIE MAE POOL UMBS P#FS2523 5.00000000                              | CUSIP: 3140XHYV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    993062 | NS      | $979328.70    | 0.54%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR7093 2.5% 03/01/51    | FANNIE MAE POOL UMBS P#BR7093 2.50000000                              | CUSIP: 3140L53B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    917968 | NS      | $792081.94    | 0.44%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC        | GOLDMAN SACHS GROUP INC 0.00000000                                    | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |      2568 | NS      | $881799.84    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| ADOBE INC                      | ADOBE INC 0.00000000                                                  | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |      3619 | NS      | $1217902.07   | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| US BANCORP                     | US BANCORP 0.00000000                                                 | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |     18854 | NS      | $822222.94    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP - CLASS A             | FOX CORP - CLASS A 0.00000000                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |     17870 | NS      | $542711.90    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#AE5471 4.5% 10/01/40    | FANNIE MAE POOL UMBS P#AE5471 4.50000000                              | CUSIP: 31419GCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153653 | NS      | $151879.97    | 0.08%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC 1.95% 10/01/30 | BEST BUY CO INC REGD 1.95000000                                       | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    250000 | NS      | $197810.57    | 0.11%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#725027 5% 11/01/33      | FANNIE MAE POOL UMBS P#725027 5.00000000                              | CUSIP: 31402CPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13697 | NS      | $13987.10     | 0.01%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#905844 6% 01/01/37      | FANNIE MAE POOL UMBS P#905844 6.00000000                              | CUSIP: 31411ELZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     10046 | NS      | $10487.85     | 0.01%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY INC             | NEXTERA ENERGY INC 0.00000000                                         | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     18092 | NS      | $1512491.20   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#FM6846 2.5% 04/01/51    | FANNIE MAE POOL UMBS P#FM6846 2.50000000                              | CUSIP: 3140XATC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    168052 | NS      | $142852.34    | 0.08%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#995676 4.5% 05/01/39    | FANNIE MAE POOL UMBS P#995676 4.50000000                              | CUSIP: 31416CCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     20348 | NS      | $20140.31     | 0.01%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QE7023 4% 08/01/52      | FREDDIE MAC POOL UMBS P#QE7023 4.00000000                             | CUSIP: 3133BGYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    288795 | NS      | $271559.96    | 0.15%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC    | HONEYWELL INTERNATIONAL INC 0.00000000                                | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      4588 | NS      | $983208.40    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE AND CO                   | DEERE AND CO 0.00000000                                               | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |      3208 | NS      | $1375462.08   | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| BRUNSWICK CORP 2.4% 08/18/31   | BRUNSWICK CORP REGD 2.40000000                                        | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    275000 | NS      | $202178.92    | 0.11%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/32   | UNITED STATES TREASURY NOTE 2.87500000                                | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | NS      | $1843125.00   | 1.03%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.25% 02/15/27    | UNITED STATES TREASURY NOTE 2.25000000                                | CUSIP: 912828V98<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    745000 | NS      | $693286.53    | 0.39%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| HCA HEALTHCARE INC             | HCA HEALTHCARE INC 0.00000000                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |      5794 | NS      | $1390328.24   | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#MA1348 2.5% 02/01/33    | FANNIE MAE POOL UMBS P#MA1348 2.50000000                              | CUSIP: 31418AQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    117849 | NS      | $107337.97    | 0.06%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                   | COMERICA INC 0.00000000                                               | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |     13263 | NS      | $886631.55    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| US T BILL ZCP 01/03/23         | UNITED STATES TREASURY BILL ZCP 0.00000000                            | CUSIP: 912796ZH5<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    600000 | PA      | $599901.97    | 0.33%             | 2023-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.875% 05/15/28   | UNITED STATES TREASURY NOTE 2.87500000                                | CUSIP: 9128284N7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4250000 | NS      | $4010107.43   | 2.23%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#BF0125 4% 07/01/56      | FANNIE MAE POOL UMBS P#BF0125 4.00000000                              | CUSIP: 3140FXD74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    289323 | NS      | $277112.78    | 0.15%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC            | ELECTRONIC ARTS INC 0.00000000                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |      9249 | NS      | $1130042.82   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#AS4793 3.5% 04/01/45    | FANNIE MAE POOL UMBS P#AS4793 3.50000000                              | CUSIP: 3138WEKF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110235 | NS      | $102642.11    | 0.06%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#809707 5.5% 02/01/35    | FANNIE MAE POOL UMBS P#809707 5.50000000                              | CUSIP: 31406GR43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16499 | NS      | $16978.32     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1561 3% 09/01/33      | FANNIE MAE POOL UMBS P#MA1561 3.00000000                              | CUSIP: 31418AWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     86058 | NS      | $80719.21     | 0.04%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AP3585 3.5% 08/01/42    | FANNIE MAE POOL UMBS P#AP3585 3.50000000                              | CUSIP: 3138M66X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    107687 | NS      | $100782.19    | 0.06%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA6022 4.5% 05/01/39    | FANNIE MAE POOL UMBS P#AA6022 4.50000000                              | CUSIP: 31416PVQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     32088 | NS      | $31797.06     | 0.02%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#918930 6% 05/01/37      | FANNIE MAE POOL UMBS P#918930 6.00000000                              | CUSIP: 31411Y4P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1953 | NS      | $1960.46      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 01/24/23         | UNITED STATES TREASURY BILL ZCP 0.00000000                            | CUSIP: 912796ZL6<br>LEI: N/A                  | Long             | STIV             | UST               | US        |   3400000 | PA      | $3392097.68   | 1.89%             | 2023-01-24      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#780895 5.5% 05/01/34    | FANNIE MAE POOL UMBS P#780895 5.50000000                              | CUSIP: 31404WRQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     40385 | NS      | $41694.45     | 0.02%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#749373 5% 11/01/33      | FANNIE MAE POOL UMBS P#749373 5.00000000                              | CUSIP: 31403HQ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     53549 | NS      | $54492.18     | 0.03%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC 2.75% 06/01/31        | AT&T INC REGD SER * 2.75000000                                        | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    290000 | NS      | $240327.09    | 0.13%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#257247 5.5% 06/01/48    | FANNIE MAE POOL UMBS P#257247 5.50000000                              | CUSIP: 31371NWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6782 | NS      | $6883.55      | 0.00%             | 2048-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLB D/N 01/10/23              | FEDERAL HOME LOAN BANK DISCOUNT NOTES 0.00000000                      | CUSIP: 313384AK5<br>LEI: N/A                  | Long             | STIV             | USGA              | US        |    750000 | PA      | $749265.00    | 0.42%             | 2023-01-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 09/14/33 | JPMORGAN CHASE & CO REGD V/R 5.71700000                               | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    155000 | NS      | $151288.28    | 0.08%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GR 2.6% 02/07/30 | GOLDMAN SACHS GROUP INC REGD 2.60000000                               | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    450000 | NS      | $375533.61    | 0.21%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G04693 5.5% 07/01/32   | FREDDIE MAC GOLD POOL P#G04693 5.50000000                             | CUSIP: 3128M6RN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     13388 | NS      | $13707.86     | 0.01%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 3.25% 04/15/25    | AUTOZONE INC REGD 3.25000000                                          | CUSIP: 053332AR3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    200000 | NS      | $191672.21    | 0.11%             | 2025-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#BE7137 4% 02/01/47      | FANNIE MAE POOL UMBS P#BE7137 4.00000000                              | CUSIP: 3140FS4X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     66186 | NS      | $63605.30     | 0.04%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QB6705 2.5% 11/01/50    | FREDDIE MAC POOL UMBS P#QB6705 2.50000000                             | CUSIP: 3133ADNW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    386172 | NS      | $330733.33    | 0.18%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER 5.55% 02/15/28 | ENERGY TRANSFER LP REGD 5.55000000                                    | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     65000 | NS      | $64475.45     | 0.04%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 01/17/23         | UNITED STATES TREASURY BILL ZCP 0.00000000                            | CUSIP: 912796ZK8<br>LEI: N/A                  | Long             | STIV             | UST               | US        |    500000 | PA      | $499186.78    | 0.28%             | 2023-01-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP             | UNION PACIFIC CORP 0.00000000                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5742 | NS      | $1188995.94   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRE 3.625% 12/05/24 | AMERICAN EXPRESS CO REGD 3.62500000                                   | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | NS      | $243389.02    | 0.14%             | 2024-12-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UMBS P#BR6500 2.5% 03/01/51    | FANNIE MAE POOL UMBS P#BR6500 2.50000000                              | CUSIP: 3140L5GJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    365483 | NS      | $313520.79    | 0.17%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC 4.25% 11/14/28      | ABBVIE INC REGD 4.25000000                                            | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    175000 | NS      | $168800.15    | 0.09%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J19599 3% 06/01/27     | FREDDIE MAC GOLD POOL P#J19599 3.00000000                             | CUSIP: 3128Q0UY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     34450 | NS      | $33248.57     | 0.02%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A97415 4% 03/01/41     | FREDDIE MAC GOLD POOL P#A97415 4.00000000                             | CUSIP: 312946GY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     33069 | NS      | $31793.21     | 0.02%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA II P#CG9023 2.5% 10/20/51 | GINNIE MAE II POOL P#CG9023 2.50000000                                | CUSIP: 3617WPAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194813 | NS      | $164952.18    | 0.09%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#BW3331 4% 07/01/52      | FANNIE MAE POOL UMBS P#BW3331 4.00000000                              | CUSIP: 3140MUVZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    196628 | NS      | $185106.48    | 0.10%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                 | HOME DEPOT INC 0.00000000                                             | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      5607 | NS      | $1771027.02   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#FM6124 2.5% 01/01/51    | FANNIE MAE POOL UMBS P#FM6124 2.50000000                              | CUSIP: 3140X9YW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    386312 | NS      | $331779.59    | 0.18%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM8399 2.5% 08/01/51    | FANNIE MAE POOL UMBS P#FM8399 2.50000000                              | CUSIP: 3140XCKM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    531669 | NS      | $453286.71    | 0.25%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA II P#AB2158 4% 08/20/42   | GINNIE MAE II POOL P#AB2158 4.00000000                                | CUSIP: 36178MMF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     38482 | NS      | $37288.87     | 0.02%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANC 3.7% 08/04/26 | SYNCHRONY FINANCIAL REGD 3.70000000                                   | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    400000 | NS      | $367961.90    | 0.20%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GNMA II P#763145 4.5% 04/20/31 | GINNIE MAE II POOL P#763145 4.50000000                                | CUSIP: 36176DTA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     31626 | NS      | $31043.75     | 0.02%             | 2031-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TJX COMPANIES INC              | TJX COMPANIES INC 0.00000000                                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     17799 | NS      | $1416800.40   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC P#8D6008 V/R 10/01/51    | FREDDIE MAC NON GOLD POOL P#8D6008 V/R 1.92400000                     | CUSIP: 3142BUU97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    621916 | NS      | $546019.33    | 0.30%             | 2051-10-01      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| UMBS P#CA0713 4.5% 11/01/47    | FANNIE MAE POOL UMBS P#CA0713 4.50000000                              | CUSIP: 3140Q7YK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     28626 | NS      | $28099.79     | 0.02%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#J20061 3% 08/01/27     | FREDDIE MAC GOLD POOL P#J20061 3.00000000                             | CUSIP: 31306XB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     43301 | NS      | $41727.01     | 0.02%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US T BILL ZCP 02/21/23         | UNITED STATES TREASURY BILL ZCP 0.00000000                            | CUSIP: 912796Y60<br>LEI: N/A                  | Long             | STIV             | UST               | US        |   1000000 | PA      | $994291.97    | 0.55%             | 2023-02-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G30284 5% 02/01/26     | FREDDIE MAC GOLD POOL P#G30284 5.00000000                             | CUSIP: 3128CUJ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      2770 | NS      | $2760.32      | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY  3.55% 05/01/27 | NEXTERA ENERGY CAPITAL REGD 3.55000000                                | CUSIP: 65339KAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | NS      | $169582.11    | 0.09%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINAN V/R 05/10/28 | CAPITAL ONE FINANCIAL CO REGD V/R 4.92700000                          | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    115000 | NS      | $111332.33    | 0.06%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIAL 3.9% 10/01/25 | APPLIED MATERIALS INC REGD 3.90000000                                 | CUSIP: 038222AJ4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    350000 | NS      | $342197.46    | 0.19%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q13271 4% 11/01/42     | FREDDIE MAC GOLD POOL P#Q13271 4.00000000                             | CUSIP: 3132HPT46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     19873 | NS      | $19172.44     | 0.01%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q14307 4% 01/01/43     | FREDDIE MAC GOLD POOL P#Q14307 4.00000000                             | CUSIP: 3132HQYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     70710 | NS      | $67908.53     | 0.04%             | 2043-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#943603 5.5% 08/01/37    | FANNIE MAE POOL UMBS P#943603 5.50000000                              | CUSIP: 31413EX83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3080 | NS      | $3193.51      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTI 3.25% 01/30/31 | BOSTON PROPERTIES LP REGD 3.25000000                                  | CUSIP: 10112RBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | NS      | $248003.60    | 0.14%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                     | PFIZER INC 0.00000000                                                 | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     29503 | NS      | $1511733.72   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BUNGE LTD FINAN 2.75% 05/14/31 | BUNGE LTD FINANCE CORP REGD 2.75000000                                | CUSIP: 120568BC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | NS      | $94383.01     | 0.05%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                    | TARGET CORP 0.00000000                                                | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |     11697 | NS      | $1743320.88   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC         | TRANE TECHNOLOGIES PLC 0.00000000                                     | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      6502 | NS      | $1092921.18   | 0.61%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#696231 6% 04/01/33      | FANNIE MAE POOL UMBS P#696231 6.00000000                              | CUSIP: 31400SPQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     17713 | NS      | $17983.69     | 0.01%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G16076 3% 02/01/32     | FREDDIE MAC GOLD POOL P#G16076 3.00000000                             | CUSIP: 3128ME6M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    107215 | NS      | $102674.32    | 0.06%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AFLAC INC 1.125% 03/15/26      | AFLAC INC REGD 1.12500000                                             | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    165000 | NS      | $146185.03    | 0.08%             | 2026-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALT 2.875% 09/15/29 | ELEVANCE HEALTH INC REGD 2.87500000                                   | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    255000 | NS      | $224037.56    | 0.12%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WALMART INC                    | WALMART INC 0.00000000                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      8036 | NS      | $1139424.44   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#924096 6.5% 05/01/37    | FANNIE MAE POOL UMBS P#924096 6.50000000                              | CUSIP: 31412FUV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     16779 | NS      | $16811.39     | 0.01%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB3658 3.5% 10/01/41    | FANNIE MAE POOL UMBS P#AB3658 3.50000000                              | CUSIP: 31417AB40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     62459 | NS      | $58244.29     | 0.03%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AD7860 5% 06/01/40      | FANNIE MAE POOL UMBS P#AD7860 5.00000000                              | CUSIP: 31418VWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      9755 | NS      | $9878.51      | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AA0916 5% 08/01/37      | FANNIE MAE POOL UMBS P#AA0916 5.00000000                              | CUSIP: 31416JAS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59684 | NS      | $60951.28     | 0.03%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU4279 3% 09/01/43      | FANNIE MAE POOL UMBS P#AU4279 3.00000000                              | CUSIP: 3138X3XH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    126039 | NS      | $114690.47    | 0.06%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4999 2.5% 12/01/50    | FANNIE MAE POOL UMBS P#FM4999 2.50000000                              | CUSIP: 3140X8RV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     63236 | NS      | $54610.98     | 0.03%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC 4.25% 05/20/32    | QUALCOMM INC REGD 4.25000000                                          | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     65000 | NS      | $62532.84     | 0.03%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#800938 5.5% 10/01/34    | FANNIE MAE POOL UMBS P#800938 5.50000000                              | CUSIP: 31405VZB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14771 | NS      | $15246.85     | 0.01%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIE 2% 10/15/31 | THERMO FISHER SCIENTIFIC REGD 2.00000000                              | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    375000 | NS      | $303700.99    | 0.17%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO            | EASTMAN CHEMICAL CO 0.00000000                                        | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | EC               | CORP              | US        |      7447 | NS      | $606483.68    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER HANNIFIN CORP           | PARKER HANNIFIN CORP 0.00000000                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |      3312 | NS      | $963792.00    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS NTS 2.25% 08/15/27    | UNITED STATES TREASURY NOTE 2.25000000                                | CUSIP: 9128282R0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | NS      | $1850078.12   | 1.03%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS I 4% 06/15/25 | VERISK ANALYTICS INC REGD 4.00000000                                  | CUSIP: 92345YAD8<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    175000 | NS      | $170095.18    | 0.09%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP3077 4% 03/01/50      | FANNIE MAE POOL UMBS P#BP3077 4.00000000                              | CUSIP: 3140KAM37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    271572 | NS      | $256893.68    | 0.14%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#FM4600 2.5% 10/01/35    | FANNIE MAE POOL UMBS P#FM4600 2.50000000                              | CUSIP: 3140X8DE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    348024 | NS      | $322102.16    | 0.18%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q33889 3.5% 06/01/45   | FREDDIE MAC GOLD POOL P#Q33889 3.50000000                             | CUSIP: 3132QQKB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    149203 | NS      | $138798.85    | 0.08%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#791281 5.5% 09/01/34    | FANNIE MAE POOL UMBS P#791281 5.50000000                              | CUSIP: 31405KCS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6528 | NS      | $6611.06      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP 1.75% 07/01/30     | PROLOGIS LP REGD 1.75000000                                           | CUSIP: 74340XBZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | NS      | $110266.46    | 0.06%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP             | VALERO ENERGY CORP 0.00000000                                         | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | EC               | CORP              | US        |      9015 | NS      | $1143642.90   | 0.64%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#AE0113 4% 07/01/40      | FANNIE MAE POOL UMBS P#AE0113 4.00000000                              | CUSIP: 31419ADT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     74541 | NS      | $71587.58     | 0.04%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL C 4% 09/01/23 | LINCOLN NATIONAL CORP REGD 4.00000000                                 | CUSIP: 534187BD0<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    250000 | NS      | $248033.51    | 0.14%             | 2023-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#254223 7.5% 02/01/32    | FANNIE MAE POOL UMBS P#254223 7.50000000                              | CUSIP: 31371KLC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      2070 | NS      | $2142.12      | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMIC 3.25% 04/01/25 | GENERAL DYNAMICS CORP REGD 3.25000000                                 | CUSIP: 369550BK3<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | NS      | $145343.19    | 0.08%             | 2025-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FHS 265 30 3% 06/15/42         | FREDDIE MAC STRIPS SER 265 CL 30 3.00000000                           | CUSIP: 3128HXJS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    185952 | NS      | $170995.70    | 0.10%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GROUP OF COS INC   | INTERPUBLIC GROUP OF COS INC 0.00000000                               | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |     49620 | NS      | $1652842.20   | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS NTS 1.625% 05/15/31   | UNITED STATES TREASURY NOTE 1.62500000                                | CUSIP: 91282CCB5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1000000 | NS      | $840976.56    | 0.47%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| KEYCORP                        | KEYCORP 0.00000000                                                    | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EC               | CORP              | US        |     36496 | NS      | $635760.32    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO 4.875% 05/01/25      | BOEING CO REGD 4.87500000                                             | CUSIP: 097023CT0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    180000 | NS      | $178621.75    | 0.10%             | 2025-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FHS 299 300 3% 01/15/43        | FREDDIE MAC STRIPS SER 299 CL 300 3.00000000                          | CUSIP: 3132HTJV9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     63702 | NS      | $57556.25     | 0.03%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1459 3% 06/01/33      | FANNIE MAE POOL UMBS P#MA1459 3.00000000                              | CUSIP: 31418ATR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    138575 | NS      | $129937.21    | 0.07%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL 5.25% 10/01/25 | BLOCK FINANCIAL LLC REGD 5.25000000                                   | CUSIP: 093662AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | NS      | $349185.92    | 0.19%             | 2025-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA0406 4.5% 05/01/30    | FANNIE MAE POOL UMBS P#MA0406 4.50000000                              | CUSIP: 31417YNY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13616 | NS      | $13510.84     | 0.01%             | 2030-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA I 3.375% 04/15/29 | T-MOBILE USA INC REGD 3.37500000                                      | CUSIP: 87264ABV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    165000 | NS      | $145326.97    | 0.08%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                 | ELI LILLY & CO 0.00000000                                             | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      5089 | NS      | $1861759.76   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                   | FORTINET INC 0.00000000                                               | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |     20545 | NS      | $1004445.05   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#779379 4.5% 06/01/34    | FANNIE MAE POOL UMBS P#779379 4.50000000                              | CUSIP: 31404U2L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     18628 | NS      | $18260.40     | 0.01%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC 3.3% 03/26/27   | MASTERCARD INC REGD 3.30000000                                        | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    300000 | NS      | $285712.29    | 0.16%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC           | FREEPORT-MCMORAN INC 0.00000000                                       | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |     25791 | NS      | $980058.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| FGLMC P#G31059 4% 01/01/38     | FREDDIE MAC GOLD POOL P#G31059 4.00000000                             | CUSIP: 3132J4MH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     90842 | NS      | $88802.20     | 0.05%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES            | ABBOTT LABORATORIES 0.00000000                                        | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |     11252 | NS      | $1235357.08   | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| KEMPER CORP 3.8% 02/23/32      | KEMPER CORP REGD 3.80000000                                           | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |    165000 | NS      | $137887.24    | 0.08%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UMBS P#BM3078 3.5% 09/01/47    | FANNIE MAE POOL UMBS P#BM3078 3.50000000                              | CUSIP: 3140J7M44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     59353 | NS      | $55134.95     | 0.03%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HERSHEY CO/THE                 | HERSHEY CO/THE 0.00000000                                             | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      2861 | NS      | $662521.77    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#BJ2997 3% 03/01/48      | FANNIE MAE POOL UMBS P#BJ2997 3.00000000                              | CUSIP: 3140H4KK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     58193 | NS      | $51942.50     | 0.03%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#589405 6.5% 05/15/32    | GINNIE MAE I POOL P#589405 6.50000000                                 | CUSIP: 36201PYA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      3242 | NS      | $3332.66      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.75% 01/31/29    | UNITED STATES TREASURY NOTE 1.75000000                                | CUSIP: 91282CDW8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    700000 | NS      | $614851.57    | 0.34%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| US TREASURYS ZCP 08/15/29      | UNITED STATES TREASURY STRIP COUPON ZCP 0.00000000                    | CUSIP: 912833XP0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   4860000 | NS      | $3708015.49   | 2.06%             | 2029-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ULTA BEAUTY INC                | ULTA BEAUTY INC 0.00000000                                            | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2535 | NS      | $1189092.45   | 0.66%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR INC                | CATERPILLAR INC 0.00000000                                            | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      4100 | NS      | $982196.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COS INC               | WILLIAMS COS INC 0.00000000                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     26818 | NS      | $882312.20    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#AB4808 3.5% 04/01/42    | FANNIE MAE POOL UMBS P#AB4808 3.50000000                              | CUSIP: 31417BKW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     94142 | NS      | $87554.39     | 0.05%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNW 2005-W1 1A1 6% 10/25/44    | FANNIE MAE REMIC TRUST 2005-W1 SER 2005-W1 CL 1A1 6.00000000          | CUSIP: 31394CB35<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46367 | NS      | $46243.94     | 0.03%             | 2044-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A70283 5.5% 06/01/37   | FREDDIE MAC GOLD POOL P#A70283 5.50000000                             | CUSIP: 3128L3J49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     57864 | NS      | $60057.42     | 0.03%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL INDU-CL A       | LYONDELLBASELL INDU-CL A 0.00000000                                   | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |      5384 | NS      | $447033.52    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE IN   | INTERCONTINENTAL EXCHANGE IN 0.00000000                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      6313 | NS      | $647650.67    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS NTS 1.625% 08/15/29   | UNITED STATES TREASURY NOTE 1.62500000                                | CUSIP: 912828YB0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1750000 | NS      | $1518603.52   | 0.84%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                 | WHIRLPOOL CORP 0.00000000                                             | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Long             | EC               | CORP              | US        |      4765 | NS      | $674056.90    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM INC                   | QUALCOMM INC 0.00000000                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      8946 | NS      | $983523.24    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC 5.2% 12/03/25   | AMAZON.COM INC REGD 5.20000000                                        | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    300000 | NS      | $305433.42    | 0.17%             | 2025-12-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP-CLASS A           | COMCAST CORP-CLASS A 0.00000000                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |     45910 | NS      | $1605472.70   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS BDS 4% 11/15/52       | UNITED STATES TREASURY BOND 4.00000000                                | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    930000 | NS      | $931307.81    | 0.52%             | 2025-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                    | SNAP-ON INC 0.00000000                                                | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |      3747 | NS      | $856152.03    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                     | MASCO CORP 0.00000000                                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |     10467 | NS      | $488494.89    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#QB0200 2.5% 06/01/50    | FREDDIE MAC POOL UMBS P#QB0200 2.50000000                             | CUSIP: 3133A6GH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    157219 | NS      | $134470.44    | 0.07%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COM V/R 03/24/28 | WELLS FARGO & COMPANY REGD V/R MTN 3.52600000                         | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    115000 | NS      | $106490.11    | 0.06%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS COR 1.8% 06/11/30 | HORMEL FOODS CORP REGD 1.80000000                                     | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    140000 | NS      | $113910.74    | 0.06%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONIC 4.5% 03/01/23 | ARROW ELECTRONICS INC REGD 4.50000000                                 | CUSIP: 042735BC3<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    300000 | NS      | $299365.16    | 0.17%             | 2023-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 0.625% 05/15/30   | UNITED STATES TREASURY NOTE 0.62500000                                | CUSIP: 912828ZQ6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    725000 | NS      | $573797.85    | 0.32%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 1.5% 02/15/30     | UNITED STATES TREASURY NOTE 1.50000000                                | CUSIP: 912828Z94<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    900000 | NS      | $766968.75    | 0.43%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| FHR 3014 AZ 4.5% 08/15/35      | FREDDIE MAC REMICS SER 3014 CL AZ 4.50000000                          | CUSIP: 31395XA54<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      5593 | NS      | $5467.17      | 0.00%             | 2035-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY V/R 01/22/31    | MORGAN STANLEY REGD V/R MTN SER GMTN 2.69900000                       | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | NS      | $371856.01    | 0.21%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| UMBS P#710124 6% 05/01/33      | FANNIE MAE POOL UMBS P#710124 6.00000000                              | CUSIP: 31401J4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8051 | NS      | $8171.93      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP 3.75% 04/01/30 | CVS HEALTH CORP REGD 3.75000000                                       | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    389000 | NS      | $352691.84    | 0.20%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#AU0612 3.5% 08/01/38    | FANNIE MAE POOL UMBS P#AU0612 3.50000000                              | CUSIP: 3138WZVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     90141 | NS      | $84276.39     | 0.05%             | 2038-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB1113 4.5% 05/01/40    | FANNIE MAE POOL UMBS P#AB1113 4.50000000                              | CUSIP: 31416WGX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37637 | NS      | $35864.15     | 0.02%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES CO                | BAKER HUGHES CO 0.00000000                                            | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     25841 | NS      | $763084.73    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA P#778191 4% 01/15/42      | GINNIE MAE I POOL P#778191 4.00000000                                 | CUSIP: 36176WKC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    134097 | NS      | $129847.25    | 0.07%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS NTS 2.375% 05/15/27   | UNITED STATES TREASURY NOTE 2.37500000                                | CUSIP: 912828X88<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1400000 | NS      | $1305226.57   | 0.73%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC             | COTERRA ENERGY INC 0.00000000                                         | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |     16542 | NS      | $406436.94    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#FM5839 4.5% 05/01/50    | FANNIE MAE POOL UMBS P#FM5839 4.50000000                              | CUSIP: 3140X9PZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    369291 | NS      | $359191.96    | 0.20%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q34741 3.5% 07/01/45   | FREDDIE MAC GOLD POOL P#Q34741 3.50000000                             | CUSIP: 3132QRHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    158241 | NS      | $147722.95    | 0.08%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO 3.25% 07/01/26     | SOUTHERN CO REGD 3.25000000                                           | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     50000 | NS      | $47015.03     | 0.03%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                   | TAPESTRY INC 0.00000000                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | EC               | CORP              | US        |     26475 | NS      | $1008168.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#AB3869 3.5% 11/01/41    | FANNIE MAE POOL UMBS P#AB3869 3.50000000                              | CUSIP: 31417AJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     89837 | NS      | $84096.43     | 0.05%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORP               | EXXON MOBIL CORP 0.00000000                                           | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     13939 | NS      | $1537471.70   | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#FM7010 4% 04/01/49      | FANNIE MAE POOL UMBS P#FM7010 4.00000000                              | CUSIP: 3140XAYG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    272061 | NS      | $259417.45    | 0.14%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G18714 4% 11/01/33     | FREDDIE MAC GOLD POOL P#G18714 4.00000000                             | CUSIP: 3128MMYL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     38126 | NS      | $37359.31     | 0.02%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANC 3.75% 07/01/24 | CITIZENS FINANCIAL GROUP REGD 3.75000000                              | CUSIP: 174610AL9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    250000 | NS      | $238691.45    | 0.13%             | 2024-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                  | ALLSTATE CORP 0.00000000                                              | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      5945 | NS      | $806142.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FGLMC P#C91388 3.5% 02/01/32   | FREDDIE MAC GOLD POOL P#C91388 3.50000000                             | CUSIP: 3128P7RH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     45855 | NS      | $44454.64     | 0.02%             | 2032-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#781287 7% 05/15/31      | GINNIE MAE I POOL P#781287 7.00000000                                 | CUSIP: 36225BNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       993 | NS      | $1032.43      | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#G06738 4% 07/01/41     | FREDDIE MAC GOLD POOL P#G06738 4.00000000                             | CUSIP: 3128M8ZB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     58820 | NS      | $56741.24     | 0.03%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS 2.65% 10/01/26 | PAYPAL HOLDINGS INC REGD 2.65000000                                   | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    350000 | NS      | $323130.32    | 0.18%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC         | ADVANCE AUTO PARTS INC 0.00000000                                     | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | EC               | CORP              | US        |      4317 | NS      | $634728.51    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#RA7119 4% 04/01/52      | FREDDIE MAC POOL UMBS P#RA7119 4.00000000                             | CUSIP: 3133KN4C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    464884 | NS      | $438065.65    | 0.24%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.875% 02/15/41   | UNITED STATES TREASURY BOND 1.87500000                                | CUSIP: 912810SW9<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2000000 | NS      | $1413593.76   | 0.79%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UMBS P#FS0142 2.5% 12/01/51    | FANNIE MAE POOL UMBS P#FS0142 2.50000000                              | CUSIP: 3140XFEQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    377845 | NS      | $320633.89    | 0.18%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#832715 5% 09/01/35      | FANNIE MAE POOL UMBS P#832715 5.00000000                              | CUSIP: 31407KDU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6296 | NS      | $6429.28      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA3944 2% 11/01/50      | FREDDIE MAC POOL UMBS P#RA3944 2.00000000                             | CUSIP: 3133KKLZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    167811 | NS      | $137100.82    | 0.08%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL  3.65% 06/15/26 | VOYA FINANCIAL INC REGD 3.65000000                                    | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    250000 | NS      | $235728.84    | 0.13%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UMBS P#RA6815 2.5% 02/01/52    | FREDDIE MAC POOL UMBS P#RA6815 2.50000000                             | CUSIP: 3133KNSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    648640 | NS      | $550278.76    | 0.31%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HP INC                         | HP INC 0.00000000                                                     | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | EC               | CORP              | US        |     47620 | NS      | $1279549.40   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS NTS 1.125% 02/15/31   | UNITED STATES TREASURY NOTE 1.12500000                                | CUSIP: 91282CBL4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    450000 | NS      | $366767.58    | 0.20%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q25017 4.5% 02/01/44   | FREDDIE MAC GOLD POOL P#Q25017 4.50000000                             | CUSIP: 3132M5G22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     56483 | NS      | $55549.51     | 0.03%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                 | MORGAN STANLEY 0.00000000                                             | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |     27881 | NS      | $2370442.62   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA II P#AE5214 4.5% 10/20/43 | GINNIE MAE II POOL P#AE5214 4.50000000                                | CUSIP: 36180XYK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    106906 | NS      | $104849.25    | 0.06%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                     | FEDEX CORP 0.00000000                                                 | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      3698 | NS      | $640493.60    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC 1.2% 06/03/27   | AMAZON.COM INC REGD 1.20000000                                        | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     65000 | NS      | $56289.23     | 0.03%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE &  V/R 09/22/27 | JPMORGAN CHASE & CO REGD V/R SER FXD 1.47000000                       | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | NS      | $303017.05    | 0.17%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q33765 4% 06/01/45     | FREDDIE MAC GOLD POOL P#Q33765 4.00000000                             | CUSIP: 3132QQFF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    135257 | NS      | $129699.95    | 0.07%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC          | MICRON TECHNOLOGY INC 0.00000000                                      | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     11736 | NS      | $586565.28    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORPORATION_        | CVS HEALTH CORPORATION_ 0.00000000                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |     16223 | NS      | $1511821.37   | 0.84%             |  |  |  | No            |                  1 | On Loan: No      |
| BAXTER INTERNA 2.539% 02/01/32 | BAXTER INTERNATIONAL INC REGD 2.53900000                              | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | NS      | $79439.33     | 0.04%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| UMBS P#BP4234 2.5% 06/01/35    | FANNIE MAE POOL UMBS P#BP4234 2.50000000                              | CUSIP: 3140KBV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364788 | NS      | $334701.79    | 0.19%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GNMA P#552577 7% 05/15/32      | GINNIE MAE I POOL P#552577 7.00000000                                 | CUSIP: 36213E2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       424 | NS      | $424.64       | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                    | NVIDIA CORP 0.00000000                                                | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      9956 | NS      | $1454969.84   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS P#FS0508 3% 01/01/52      | FANNIE MAE POOL UMBS P#FS0508 3.00000000                              | CUSIP: 3140XFR60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    583968 | NS      | $512826.41    | 0.29%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GNMA P#781340 6.5% 10/15/31    | GINNIE MAE I POOL P#781340 6.50000000                                 | CUSIP: 36225BPZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       903 | NS      | $928.88       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC 2.15% 12/10/31  | MERCK & CO INC REGD 2.15000000                                        | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    165000 | NS      | $134738.05    | 0.07%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UMBS P#255110 5% 03/01/34      | FANNIE MAE POOL UMBS P#255110 5.00000000                              | CUSIP: 31371LKX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      7792 | NS      | $7956.74      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO            | JPMORGAN CHASE & CO 0.00000000                                        | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     20251 | NS      | $2715659.10   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| DEERE & COMPANY 2.75% 04/15/25 | DEERE & COMPANY REGD 2.75000000                                       | CUSIP: 244199BH7<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    200000 | NS      | $192103.68    | 0.11%             | 2025-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UMBS P#BV8549 3.5% 05/01/52    | FANNIE MAE POOL UMBS P#BV8549 3.50000000                              | CUSIP: 3140MNQB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    515326 | NS      | $470333.27    | 0.26%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q55948 4.5% 05/01/48   | FREDDIE MAC GOLD POOL P#Q55948 4.50000000                             | CUSIP: 3132XYTE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     60128 | NS      | $59064.05     | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US TREAS BDS 1.375% 11/15/40   | UNITED STATES TREASURY BOND 1.37500000                                | CUSIP: 912810ST6<br>LEI: N/A                  | Long             | DBT              | UST               | US        |    750000 | NS      | $487587.89    | 0.27%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1781 3.5% 01/01/44    | FANNIE MAE POOL UMBS P#MA1781 3.50000000                              | CUSIP: 31418A6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13429 | NS      | $12139.04     | 0.01%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HARMAN INTL IND 4.15% 05/15/25 | HARMAN INTL IND REGD 4.15000000                                       | CUSIP: 413086AH2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | NS      | $291685.74    | 0.16%             | 2025-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC 3.75% 04/18/29    | AUTOZONE INC REGD 3.75000000                                          | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     65000 | NS      | $59937.85     | 0.03%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FGLMC P#Q17499 3% 04/01/43     | FREDDIE MAC GOLD POOL P#Q17499 3.00000000                             | CUSIP: 3132J8X54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     88302 | NS      | $80437.49     | 0.04%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#826686 5.5% 08/01/35    | FANNIE MAE POOL UMBS P#826686 5.50000000                              | CUSIP: 31407CNB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      4873 | NS      | $4922.84      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC 4% 04/15/25     | LOWE'S COS INC REGD 4.00000000                                        | CUSIP: 548661DT1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    150000 | NS      | $147078.68    | 0.08%             | 2025-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA0616 4% 01/01/31      | FANNIE MAE POOL UMBS P#MA0616 4.00000000                              | CUSIP: 31417YVJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     45575 | NS      | $44114.56     | 0.02%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FGLMC P#A78947 5.5% 05/01/33   | FREDDIE MAC GOLD POOL P#A78947 5.50000000                             | CUSIP: 3128LC5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      7137 | NS      | $7164.09      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX US INC 4.875% 08/13/24 | FAIRFAX US INC REGD P/P 4.87500000                                    | CUSIP: 304071AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | NS      | $243854.79    | 0.14%             | 2024-08-13      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA P#501012 6.5% 04/15/31    | GINNIE MAE I POOL P#501012 6.50000000                                 | CUSIP: 36210SR91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1368 | NS      | $1406.12      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS 2.5% 07/01/31  | EAGLE MATERIALS REGD 2.50000000                                       | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    200000 | NS      | $156888.42    | 0.09%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUN 4.016% 12/03/29 | VERIZON COMMUNICATIONS REGD SER WI 4.01600000                         | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    415000 | NS      | $387631.42    | 0.22%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| UMBS P#AB4027 3.5% 12/01/41    | FANNIE MAE POOL UMBS P#AB4027 3.50000000                              | CUSIP: 31417APM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     71741 | NS      | $66964.53     | 0.04%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FRESB 2016-SB24  V/R 10/25/26  | FRESB 2016-SB24 MORTGAGE TRUST SER 2016-SB24 CL A10F V/R 2.37000000   | CUSIP: 30295NAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     53109 | NS      | $48869.00     | 0.03%             | 2026-10-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| UMBS P#BA2906 4% 11/01/45      | FANNIE MAE POOL UMBS P#BA2906 4.00000000                              | CUSIP: 3140E7GQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     79409 | NS      | $76280.23     | 0.04%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC            | GILEAD SCIENCES INC 0.00000000                                        | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |     15567 | NS      | $1336426.95   | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| NETAPP INC                     | NETAPP INC 0.00000000                                                 | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |     10451 | NS      | $627687.06    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC         | UNITEDHEALTH GROUP INC 0.00000000                                     | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      7213 | NS      | $3824188.34   | 2.13%             |  |  |  | No            |                  1 | On Loan: No      |
| US TREAS BDS 1.125% 05/15/40   | UNITED STATES TREASURY BOND 1.12500000                                | CUSIP: 912810SR0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2025000 | NS      | $1267365.24   | 0.70%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GNR 2009-42 DZ 5% 06/20/39     | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION SER 2009-42 CL DZ 5.00000000 | CUSIP: 38374UWE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     46675 | NS      | $46543.98     | 0.03%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL  4.4% 03/15/27 | MERCURY GENERAL CORP REGD 4.40000000                                  | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |    125000 | NS      | $116881.78    | 0.07%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#771019 5% 04/01/34      | FANNIE MAE POOL UMBS P#771019 5.00000000                              | CUSIP: 31404KSG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     13521 | NS      | $13638.70     | 0.01%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GA 5.2% 07/15/25 | NATIONAL FUEL GAS CO REGD 5.20000000                                  | CUSIP: 636180BM2<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    100000 | NS      | $99476.81     | 0.06%             | 2025-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANC 4.35% 08/01/25 | CITIZENS FINANCIAL GROUP REGD 4.35000000                              | CUSIP: 174610AJ4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | NS      | $96429.19     | 0.05%             | 2025-08-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP            | AMERICAN TOWER CORP 0.00000000                                        | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | RE               | CORP              | US        |      3527 | NS      | $747230.22    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP 3.4% 04/01/30     | COMCAST CORP REGD 3.40000000                                          | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | NS      | $273552.41    | 0.15%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UMBS P#AR6384 3% 02/01/43      | FANNIE MAE POOL UMBS P#AR6384 3.00000000                              | CUSIP: 3138W4CW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     68239 | NS      | $61693.57     | 0.03%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                   | BROADCOM INC 0.00000000                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      4626 | NS      | $2586535.38   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES  5.5% 03/01/30 | TARGA RESOURCES PARTNERS REGD 5.50000000                              | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | NS      | $112910.40    | 0.06%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON              | JOHNSON & JOHNSON 0.00000000                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     11218 | NS      | $1981659.70   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FNW 2009-W1 A 6% 12/25/49      | FANNIE MAE REMIC TRUST 2009-W1 SER 2009-W1 CL A 6.00000000            | CUSIP: 31398F7A3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     11132 | NS      | $11280.16     | 0.01%             | 2049-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TREASURY SE 2.625% 02/15/29    | TREASURY N/B REGD 2.62500000                                          | CUSIP: 9128286B1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1500000 | NS      | $1386328.13   | 0.77%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA 3.95% 04/21/25 | BANK OF AMERICA CORP REGD MTN SER L 3.95000000                        | CUSIP: 06051GFP9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | NS      | $291962.41    | 0.16%             | 2025-04-21      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#636709 8% 04/01/32      | FANNIE MAE POOL UMBS P#636709 8.00000000                              | CUSIP: 31389VKW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1163 | NS      | $1172.74      | 0.00%             | 2032-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#QA4404 3% 11/01/49      | FREDDIE MAC POOL UMBS P#QA4404 3.00000000                             | CUSIP: 31339U3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    171386 | NS      | $151675.42    | 0.08%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#809297 5.5% 02/01/35    | FANNIE MAE POOL UMBS P#809297 5.50000000                              | CUSIP: 31406GDA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     14645 | NS      | $15158.97     | 0.01%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#QC8520 2.5% 10/01/51    | FREDDIE MAC POOL UMBS P#QC8520 2.50000000                             | CUSIP: 3133ATPD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    226314 | NS      | $192082.99    | 0.11%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                   | NEWMONT CORP 0.00000000                                               | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |     21962 | NS      | $1036606.40   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| GNMA P#576498 6.5% 12/15/31    | GINNIE MAE I POOL P#576498 6.50000000                                 | CUSIP: 36200YNP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       447 | NS      | $459.93       | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAM 3.95% 01/15/26 | SHERWIN-WILLIAMS CO REGD 3.95000000                                   | CUSIP: 824348BF2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    350000 | NS      | $340028.93    | 0.19%             | 2026-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UMBS P#MA1544 3.5% 08/01/43    | FANNIE MAE POOL UMBS P#MA1544 3.50000000                              | CUSIP: 31418AWE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    151087 | NS      | $140347.72    | 0.08%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS P#256686 6% 04/01/37      | FANNIE MAE POOL UMBS P#256686 6.00000000                              | CUSIP: 31371NCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      1685 | NS      | $1718.40      | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS P#SD0149 3% 11/01/49      | FREDDIE MAC POOL UMBS P#SD0149 3.00000000                             | CUSIP: 3132DMEW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    254207 | NS      | $226467.79    | 0.13%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP              | RALPH LAUREN CORP 0.00000000                                          | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | EC               | CORP              | US        |      7726 | NS      | $816406.42    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| FNR 2005-101 B 5% 11/25/35     | FANNIE MAE REMICS SER 2005-101 CL B 5.00000000                        | CUSIP: 31394UVF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     27298 | NS      | $27106.46     | 0.02%             | 2035-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-30

**Name of Applicant:** Mutual of America Investment Corp

**Signature:** Christopher M. Miseo

**Name of Signer:** Christopher M. Miseo

**Title:** Senior Vice President and Chief Accounting Officer